We consider the stochastic process <inline-graphic>null</inline-graphic>, <italic>t</italic> = 2, …, <italic>n</italic>, where <italic>s</italic>(<italic>x</italic>, <italic>x</italic>) is a similarity function between the <italic>t</italic>th and the <italic>i</italic>th observations and {<italic>ε</italic>} is a random disturbance term. This process was originally axiomatized by Gilboa, Lieberman, and Schmeidler (2006, <italic>Review of Economics and Statistics</italic>...

An agent is asked to assess a real-valued variable Y_p based on certain characteristics X_p = (X_p-super-1, ..., X_p-super-m), and on a database consisting of X_i-super-1, ... X_i-super-m, Y_i) for i = 1, ..., n. A possible approach to combine past observations of X and Y with the current values of X...

An infinite-order asymptotic expansion is given for the autocovariance function of a general stationary long-memory process with memory parameter d[set membership, variant](-1/2,1/2). The class of spectral densities considered includes as a special case the stationary and invertible...

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