97 Publikationen
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2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2986816Büscher, S., & Bauer, D. (2024). Weighting strategies for pairwise composite marginal likelihood estimation in case of unbalanced panels and unaccounted autoregressive structure of the errors. Transportation Research Part B: Methodological, 181, 102890. https://doi.org/10.1016/j.trb.2024.102890PUB | DOI | WoS
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2023 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2984297Oelschläger, L., & Bauer, D. (2023). Bayesian probit models for preference classification: an analysis of chess players’ propensity for risk-taking. In TU Dortmund University (Ed.), Proceedings of the 37th International Workshop on Statistical Modelling (pp. 549-553).PUB | Download (ext.)
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978268Bauer, D. (2023). Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes. Econometrics, 11(2), 11. https://doi.org/10.3390/econometrics11020011PUB | PDF | DOI | Download (ext.) | WoS
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2953751Bauer, D., & Buschmeier, R. (2021). Asymptotic properties of estimators for seasonally cointegrated state space Models obtained using the CVA Subspace Method. Entropy, 23(4), 436. https://doi.org/10.3390/e23040436PUB | PDF | DOI | WoS | PubMed | Europe PMC
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2020 | Konferenzbeitrag | PUB-ID: 2951071Oelschläger, L., & Bauer, D. (2020). Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021.PUB
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949615Bauer, D., Matuschek, L., de Matos Ribeiro, P., & Wagner, M. (2020). A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing. Econometrics, 8(4), 42. doi:10.3390/econometrics8040042PUB | PDF | DOI | WoS
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2945972Li, Y., & Bauer, D. (2020). Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. Econometrics, 8(3), 38. doi:10.3390/econometrics8030038PUB | PDF | DOI | Download (ext.) | WoS
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2019 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2938908Büscher, S., Batram, M., & Bauer, D. (2019). Using Motifs for Population Synthesis in Multi-agent Mobility Simulation Models. In A. Steland, E. Rafajlowicz, & O. Okhrin (Eds.), Springer Proceedings in Mathematics & Statistics: Vol. 294. Stochastic Models, Statistics and Their Applications (pp. 335-350). Cham: Springer. doi:10.1007/978-3-030-28665-1_25PUB | DOI
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2019 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2938907Bauer, D. (2019). Using Subspace Methods to Model Long-Memory Processes. In O. Valenzuela, F. Rojas, H. Pomares, & I. Rojas (Eds.), Contributions to Statistic. Theory and Applications of Time Series Analysis. Selected Contributions from ITISE 2018 (pp. 171-185). Cham: Springer. doi:10.1007/978-3-030-26036-1_12PUB | DOI
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931379Bauer, D., Settgast, V., Schrom-Feiertag, H., & Millonig, A. (2018). Making the usage of guidance systems in pedestrian infrastructures measurable using the virtual environment DAVE. Transportation Research Part F: Traffic Psychology and Behaviour, 59, 298-317. https://doi.org/10.1016/j.trf.2018.09.012PUB | DOI | WoS
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931418Bauer, D., & Tulic, M. (2018). Travel time predictions: should one model speeds or travel times? European Transport Research Review, 10(2), 46. doi:10.1186/s12544-018-0315-7PUB | PDF | DOI | Download (ext.) | WoS
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2018 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2931328Bauer, D. (2018). Using subspace methods to model long memory processes. In O. Valenzuela, F. Rojas, H. Pomares, & I. Rojas (Eds.), International Conference on Time Series and Forecasting. Proceedings of papers. (pp. 288-299). Granada: Godel Impresiones Digitales S.L.PUB
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2920153Bauer, D., Richter, G., Asamer, J., Heilmann, B., Lenz, G., & Kölbl, R. (2018). Quasi-Dynamic Estimation of OD Flows From Traffic Counts Without Prior OD Matrix. IEEE Transactions on Intelligent Transportation Systems, 19(6), 2025-2034. doi:10.1109/tits.2017.2741528PUB | DOI | WoS
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908186Campigotto, P., Rudloff, C., Leodolter, M., & Bauer, D. (2017). Personalized and Situation-Aware Multimodal Route Recommendations: The FAVOUR Algorithm. IEEE Transactions on Intelligent Transportation Systems, 18(1), 92-102. doi:10.1109/tits.2016.2565643PUB | DOI | WoS
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2015 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2757182Kölbl, R., Heilmann, B., Bauer, D., Lenz, G., Litzenberger, M., Cagran, B., Mascia, M., et al. (2015). An Assessment of VMS-Rerouting and Traffic Signal Planning with Emission Objectives in an Urban Network – A Case Study for the City of Graz. 2015 International Conference on Models and Technologies for Intelligent Transportation Systems (MT-ITS) Piscataway, NJ: IEEE. doi:10.1109/mtits.2015.7223253PUB | DOI
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2015 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2727818Rudloff, C., Leodolter, M., Bauer, D., Auer, R., Brög, W., & Kehnscherper, K. (2015). Influence of weather on transport demand: a case study from the Vienna Region. Annual Meeting of the TRBPUB
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2788881Rudloff, C., Leodolter, M., Bauer, D., Auer, R., Broeg, W., & Kehnscherper, K. (2015). Influence of Weather on Transport Demand Case Study from the Vienna, Austria, Region. Transportation Research Record Journal of the Transportation Research Board, 2482(2582), 110-116. doi:10.3141/2482-14PUB | DOI | WoS
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2015 | Report | PUB-ID: 2729672Lenz, G., Bauer, D., Eder, L., Heilmann, B., Richter, G., Stubenschrott, M., Aytan, A., et al. (2015). CO-Exist. Wien: Österreichischer Verkehrssicherheitsfond.PUB
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2698660Settgast, V., Lancelle, M., Bauer, D., Piff, M., & Fellner, D. (2014). Hands-Free Navigation in Immersive Environments for the Evaluation of the Effectiveness of Indoor Navigation Systems. Journal of Virtual Reality and Broadcasting, 11, 4.PUB | Download (ext.)
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2014 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2671021Tulic, M., Bauer, D., & Scherrer, W. (2014). Link and Route Travel Time Prediction Including the Corresponding Reliability in an Urban Network Based on Taxi Floating Car Data. Proceedings of the Annual Meeting of the Transportation Research BoardPUB
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2671017Tulic, M., Bauer, D., & Scherrer, W. (2014). Link and Route Travel Time Prediction Including the Corresponding Reliability in an Urban Network Based on Taxi Floating Car Data. Transportation Research Record: Journal of the Transportation Research Board, 2442(1), 140-149. doi:10.3141/2442-15PUB | DOI | WoS
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2014 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670837Bauer, D., & Gantner, J. (2014). Including Route Choice Models into Pedestrian Movement Simulation Models. Pedestrian and Evacuation Dynamics 2012, 713-727PUB
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2013 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670983Schneider, C. M., Rudloff, C., Bauer, D., & González, M. C. (2013). Daily travel behavior. Lessons from a week-long survey for the extraction of human mobility motifs related information. Proceedings of the 2nd ACM SIGKDD International Workshop on Urban Computing New York, NY: ACM. doi:10.1145/2505821.2505829PUB | DOI
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2013 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670878Bauer, D., Schneckenburger, J., Settgast, V., Millonig, A., & Gartner, G. (2013). Hands free steering in a virtual world for the evaluation of guidance systems in pedestrian infrastructures: design and validation. Proceedings of the Annual Meeting of the Transportation Research BoardPUB
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2013 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670943Kölbl, R., Bauer, D., & Rudloff, C. (2013). Travel Behavior and E-mobility in Germany: Is the Problem the Driving Range or Costs or Both? Proceedings of the Annual Meeting of the Transportation Research BoardPUB
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2670939Kölbl, R., Bauer, D., & Rudloff, C. (2013). Travel Behavior and Electric Mobility in Germany: Is the problem the driving range or the costs of both? Transportation Research Record: Journal of the Transportation Research Board, 2385(1), 45-52. doi:10.3141/2385-06PUB | DOI | WoS
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2013 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2671031Yang, Y., Gerstle, D., Widhalm, P., Bauer, D., & Gonzalez, M. C. (2013). The Potential of Low-Frequency AVL Data for the Monitoring and Control of Bus Performance. Proceedings of the Annual Meeting of the Transportation Research Board Washington, USA.PUB
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2671025Yang, Y., Gerstle, D., Widhalm, P., Bauer, D., & Gonzalez, M. (2013). Potential of Low-Frequency Automated Vehicle Location Data for Monitoring and Control of Bus Performance. Transportation Research Record: Journal of the Transportation Research Board, 2351(1), 54-64. doi:10.3141/2351-07PUB | DOI | WoS
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2012 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2671006Toole, J. L., Ulm, M., González, M. C., & Bauer, D. (2012). Inferring land use from mobile phone activity. Proceedings of the ACM SIGKDD International Workshop on Urban Computing - UrbComp '12, 1-8. New York, NY: ACM. doi:10.1145/2346496.2346498PUB | DOI
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2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2670753Bauer, D. (2012). Estimating origin-destination-matrices depending on the time of the day from high frequent pedestrian entry and exit counts. IET Intelligent Transport Systems, 6(4), 463-473. doi:10.1049/iet-its.2011.0156PUB | DOI | WoS
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2012 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670953Ponweiser, W., Litzenberger, M., Bauer, D., Theunis, J., Schramm, M., Paukerl, A., North, R., et al. (2012). A decision support system for reducing CO2 and black carbon emissions by adaptive traffic management. Proceedings of the 19th World Congress on Intelligent Transport SystemsPUB
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2012 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670997Settgast, V., Lancelle, M., Bauer, D., & Fellner, D. W. (2012). Hands-Free Navigation in Immersive Environments for the Evaluation of the Effectiveness of Indoor Navigation Systems. VR/AR, 107-118PUB
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2011 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670963Rudloff, C., Bauer, D., Matyus, T., & Seer, S. (2011). Mind the gap: Boarding and alighting processes using the social force paradigm calibrated on experimental data. 14th International IEEE Conference on Intelligent Transportation Systems (ITSC), 353-358. Piscataway, NJ: IEEE. doi:10.1109/itsc.2011.6083077PUB | DOI
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2670866Bauer, D., Ray, M., & Seer, S. (2011). Simple sensors used for measuring service times and counting pedestrians. Transportation Research Record: Journal of the Transportation Research Board, 2214(1), 77-84. doi:10.3141/2214-10PUB | DOI | WoS
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2670931Heilmann, B., El Faouzi, N. - E., Mouzon de, O., Hainitz, N., Koller, H., Bauer, D., & Antoniou, C. (2011). Predicting motorway traffic performance by data fusion of local sensor data and electronic toll collection data. Computer-Aided Civil and Infrastructure Engineering, 26(6), 451-463. doi:10.1111/j.1467-8667.2010.00696.xPUB | DOI | WoS
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2011 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670757Bauer, D. (2011). Estimating Time-Dependent OD-matrices for pedestrian infrastructures from high frequent pedestrian counting data. Proceedings of the 8-th European Congress and Exhibition on Intelligent Transport Systems and ServicesPUB
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2011 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670968Rudloff, C., Matyus, T., Seer, S., & Bauer, D. (2011). Can Walking Behavior Be Predicted? Proceedings of the Annual Meeting of the Transportation Research Board Washington, USA: Trans Res Board.PUB
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2011 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670874Bauer, D., Ray, M., & Seer, S. (2011). Simple sensors used for measuring service times and counting pedestrians. Annual Meeting of the Transportation Research Board, 77-84. Transportation Research Board of the National Academies.PUB
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2011 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670755Bauer, D. (2011). Comparing pedestrian movement simulation models for a crossing area based on real world data. Pedestrian and Evacuation Dynamics 2010, 547-556PUB
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2011 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2671037Zeiler, I., Rudloff, C., & Bauer, D. (2011). Modelling Random Taste Variations on Level Changes in Passenger Route Choice in a Public Transport Station. Pedestrian and Evacuation Dynamics 2010, 185-195PUB
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2010 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2671011Toplak, W., Koller, H., Dragaschnig, M., Bauer, D., & Asamer, J. (2010). Novel road classifications for large scale traffic networks. 13th International IEEE Conference on Intelligent Transportation Systems (ITSC), 1264-1270. Piscataway, NJ: IEEE. doi:10.1109/itsc.2010.5625182PUB | DOI
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2010 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670993Seer, S., Brändle, N., & Bauer, D. (2010). Design of decision rules for crowd controlling using macroscopic pedestrian flow simulation. Pedestrian and Evacuation Dynamics 2008, 577-583PUB
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2010 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670888Bauer, D., & Sjöberg, J. (2010). Fast and good initialization of RBF networks. ESANNPUB
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2010 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670846Bauer, D., & Kitazawa, K. (2010). Using laser scanner data to calibrate certain aspects of microscopic pedestrian motion models. Pedestrian and Evacuation Dynamics 2008, 83-94PUB
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2010 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670759Bauer, D. (2010). Modeling the link volume counts as a function of temporally dependent OD-flows. Pedestrian and Evacuation Dynamics 2008, 509-515. Springer.PUB
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2010 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670925Brunnhuber, M., Schrom-Feiertag, H., Hesina, G., Bauer, D., & Purgathofer, W. (2010). Simulation and visualization of the behavior of handicapped people in virtually reconstructed public buildings. REAL CORPPUB
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2670900Bauer, D., & Wagner, M. (2009). Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis, 53(6), 1954-1973. doi:10.1016/j.csda.2008.10.039PUB | DOI | WoS
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2009 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670947Millonig, A., Brändle, N., Ray, M., Bauer, D., & van der Spek, S. (2009). Pedestrian Behaviour Monitoring: Methods and Experiences. BMI Book, 11-42PUB
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2009 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670798Bauer, D., Brändle, N., Seer, S., Ray, M., & Kitazawa, K. (2009). Measurement of Pedestrian Movements: A Comparative Study on Various Existing Systems. Pedestrian Behavior: Models, Data Collection and Applications: Models, Data Collection and Applications, 325PUB
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2008 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670988Seer, S., Bauer, D., Brändle, N., & Ray, M. (2008). Estimating pedestrian movement characteristics for crowd control at public transport facilities. 11th International IEEE Conference on Intelligent Transportation Systems, 2008, 742-747. Piscataway, NJ: IEEE. doi:10.1109/itsc.2008.4732689PUB | DOI
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2008 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670861Bauer, D., Ray, M., Brändle, N., & Schrom-Feiertag, H. (2008). On extracting commuter information from GPS Motion Data. Proceedings of the 5th Annual International Conference on Mobile and Ubiquitous Systems: Computing, Networking, and Services, 7PUB
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2008 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2671002Teknomo, K., Bauer, D., & Matyus, T. (2008). Pedestrian route choice self-organization. 8TH INTERNATIONAL SYMPOSIUM ON TRANSPORT SIMULATION, 2008, SURFERS PARADISE, QUEENSLAND, AUSTRALIAPUB
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2007 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670884Bauer, D., Seer, S., & Brändle, N. (2007). Macroscopic pedestrian flow simulation for designing crowd control measures in public transport after special events. Proceedings of the 2007 summer computer simulation conference, 1035-1042PUB
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2006 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670793Bauer, D., Brändle, N., Seer, S., & Pflugfelder, R. (2006). Finding highly frequented paths in video sequences. ICPR 2006. 18th International Conference on Pattern Recognition, 2006. Vol. 1, 387-391. Piscataway, NJ: IEEE. doi:10.1109/icpr.2006.563PUB | DOI
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2006 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670921Brändle, N., Bauer, D., & Seer, S. (2006). Track-based finding of stopping pedestrians-a practical approach for analyzing a public infrastructure. Intelligent Transportation Systems Conference, 2006. ITSC'06. IEEE, 115-120PUB
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2003 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670777Bauer, D. (2003). Subspace algorithms. Proc. of the 13th IFAC Symposium on System IdentificationPUB
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2003 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670891Bauer, D., & de Waele, S. (2003). A finite sample comparison of automatic model selection methods. Proc. of the 13th IFAC Symposium on System IdentificationPUB
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2003 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670779Bauer, D. (2003). Choosing integer parameters in subspace identification: A survey on asymptotic results. Proc. of the 13th IFAC Symposium on System IdentificationPUB
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2002 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670781Bauer, D. (2002). Identification of state space systems with conditionally heteroskedastic innovations. Proceedings of the 15th IFAC World CongressPUB
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2000 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670741Bauer, C., Bauer, D., & Scharl, A. (2000). Measuring the Web. A Pilot Study for Web Site Classification Based on Empirical Evidence. TIC-AMSTERDAM, 6, 113-132PUB
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2000 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670840Bauer, D., & Gustafsson, T. (2000). Optimal weighting for MOESP type of procedures. Proceedings of the SYSID'2000 conferencePUB
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2000 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670858Bauer, D., & Ninness, B. (2000). Asymptotic properties of Hammerstein model estimates. Proceedings of the 39th IEEE Conference on Decision and Control, 2000., 3, 2855-2860PUB
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2000 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670785Bauer, D. (2000). On data preprocessing for subspace methods. Proceedings of the 39th IEEE Conference on Decision and Control, 2000., 3, 2403-2408.PUB
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2000 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670918Bauer, D., & Wagner, M. (2000). Subspace algorithm cointegration analysis - an application to interest rate data. Proceedings of the 15th International Workshop of Statistical Modeling Bilbao, Spain.PUB
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2000 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670813Bauer, D., Deistler, M., & Scherrer, W. (2000). On the impact of weighting matrices in subspace algorithms. Proceedings of the SYSID'2000 conferencePUB
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1999 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670787Bauer, D. (1999). Order estimation in the context of MOESP subspace identification methods. Proceedings of the ECC'99 conferencePUB
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1999 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670745Bauer, C., Bauer, D., & Scharl, A. (1999). Towards the Measurement of Public Web Sites: A Tool for Classification. ISI Cutting Edge Conference on The Measurement of E-Commerce (MEC-99)PUB
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1998 | Dissertation | PUB-ID: 2670789Bauer, D. (1998). Some asymptotic theory for the estimation of linear systems using maximum likelihood methods or subspace algorithms. TU Wien.PUB
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1998 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670791Bauer, D. (1998). Weighting Matrices In Subspace Algorithms. Proceedings of MIC conferencePUB
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1998 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670821Bauer, D., Deistler, M., & Scherrer, W. (1998). User choices in subspace algorithms. Proceedings of the 37th IEEE Conference on Decision and Control, 1998., 1, 731-736PUB
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1998 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670825Bauer, D., Deistler, M., & Scherrer, W. (1998). Asymptotic Distributions of Subspace Estimates under Misspecification of the order. Proceedings of Mathematical Theory of Networks and Systems, 699-702PUB
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1997 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670807Bauer, D., & Deistler, M. (1997). Balanced Canonical Forms for System Identification. Proceedings of the CDC'97PUB
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1997 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670833Bauer, D., Deistler, M., & Scherrer, W. (1997). A Central Limit Theorem for Subspace Algorithms. Proceedings of the ECC'97PUB
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1997 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2670829Bauer, D., Deistler, M., & Scherrer, W. (1997). The analysis of the asymptotic variance of subspace algorithms. Proc. of the 11th IFAC Symposium on System Identification, SYSID, 97, 8-11.PUB
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1996 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2670810Bauer, D., & Deistler, M. (1996). Balanced Parametrizations: A Structure Theory for Identification. Athens Conference on Applied Probability and Time Series Analysis, 27-41PUB