This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process v whose components have paths of bounded variation. The presence of the process v prevents from directly applying classical results and novel estimates need to be...

It is divided into four substantive parts, as follows: Part 1, Stochastic Models and their Forecasting, is an introduction to linear stationary models with finite numbers of parameters, in particular ARMA (mixed autoregressive-moving average) processes, their probabilistic and forecasting...

Many researchers have only focused on a single way of collecting data when other methods are available. This study proposes a template for researchers who intend to use the qualitative means in extracting data for analysis. The template shows the Olonite Observation Extract Template (OOEXT)