Motivated by the need for effectively summarising, modelling, and forecasting distributional characteristics of intra-daily returns, as well recent work on histogram-valued time-series in area symbolic data analysis, we develop a model quantile-function-valued (QF-valued) daily summaries returns. We call this dynamic quantile function (DQF) model. Instead histogram, propose to use g-and-h summa...

Abstract. We present a Bayesian analysis for recurrent events data using a nonhomogeneous mixed Poisson point process with a dynamic subject-specific frailty function and a dynamic baseline intensity func- tion. The dynamic subject-specific frailty employs a dynamic piecewise constant function with a known pre-specified grid and the baseline in- tensity uses an unknown grid for the piecewise ...