Dedicated to a confluence of issues of our times, `Cross-culture, Multiculturalism, and Migration,’ this volume addresses a necessary and very current desire of our society regarding the need for people to prove their lifestyle, culture and religious traditions to others, in while facing the...

We consider the problem of estimating the volatility of a financial asset from a time series record of length T. We believe the underlying volatility process is smooth, possibly stationary, and with potential abrupt changes due to market news. By drawing parallels between time series and...

We propose a non-linear density estimator, which is locally adaptive, like wavelet estimators, and positive everywhere, without a log- or root-transform. This estimator is based on maximizing a non-parametric log-likelihood function regularized by a total variation penalty. The smoothness is...