A new version of dynamic time warping for samples of observed event times that are modeled as time-warped intensity processes is introduced. The approach is developed within a framework where for each experimental unit or subject in a sample, a random number of event times or random locations...

This paper is on regression models when the explanatory variable is a function. The question is to look for which among the pn discretized values of the function must be incorporated in the model. The aim of the paper is to show how the continuous structure of the data allows to develop new...

We explore the use of principal differential analysis as a tool for performing dimensional reduction of functional data sets. In particular, we compare the results provided by principal differential analysis and by functional principal component analysis in the dimensional reduction of three...

In recent decades, mathematical motivated financial models have been used to understand the complexity and intermittent nature of financial market instruments. Typically, applied mathematics models a physical system by specifying and quantifying the physical laws to which the process should...