Search
Search Results
-
Analysis of cyclic recurrent event data with multiple event types
Recurrent event data frequently arise in practice, and in some cases, the event process has cyclic or periodic components. We propose a...
-
Regression Analysis of Stochastic Fatigue Crack Growth Model in a Martingale Difference Framework
In the present paper, we are mainly concerned with the degradation mechanism that arises in fatigue crack growth (FCG). The crack evolution mechanism...
-
Lévy Insurance Risk Models
Lévy processes is a rich class of stochastic processes that includes Wiener processes and compound Poisson processes. It is a useful tool for...
-
Maximum Likelihood Estimation for an Ornstein–Uhlenbeck Model for Neural Activity
The Ornstein–Uhlenbeck process arises from a leaky stochastic integrate-and-fire model of the membrane potential of a neuron, in which its firing...
-
Asymmetric Jump-Telegraph Processes
The concepts and results of Chap. 2 are generalised, first, to asymmetric processes equipped with jumps (of...
-
Omega model for a jump-diffusion process with a two-step premium rate
In this paper, a jump-diffusion Omega model with a two-step premium rate is studied. In this model, the surplus process is a perturbation of a...
-
Hawkes Process Essentials
With essential background and core concepts outlined in Chap. 2 , we now turn to discussing Hawkes...
-
Jump-Diffusion Processes with Regime Switching
In this chapter, we examine a modification of the standard steady state process obtained by adding a diffusion component. We give a detailed...
-
TSIR
There are many strategies for estimating the parameters of dynamic models from time series data. They differ conceptually in the way they handle...
-
Perturbed Markov Chains with Dam** Component
The paper is devoted to studies of regularly and singularly perturbed Markov chains with dam** component. In such models, a matrix of transition...
-
Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy
This paper considers an M / G /1 queue with delayed uninterrupted multiple vacation and N -policy, in which (i) the server remains dormant from vacation...
-
Analysis of Reliability of Interdependent Serial, Parallel and The General \( k\hbox {-}out\hbox {-}of\hbox {-}n: G \) System: A New Approach
Interdependence between random variables and processes is analyzed extensively in the literature using different techniques. In this paper, a new...
-
Fine-Tuned Parallel Piecewise Sequential Confidence Interval and Point Estimation Strategies for the Mean of a Normal Population: Big Data Context
In this paper, we provide some new perspectives on sequential experimental designs for statistical inference in the context of big data. A fine-tuned...
-
-
Semiparametric regression analysis of doubly-censored data with applications to incubation period estimation
The incubation period is a key characteristic of an infectious disease. In the outbreak of a novel infectious disease, accurate evaluation of the...
-
Structural properties of generalised Planck distributions
A family of generalised Planck (GP) laws is defined and its structural properties explored. Sometimes subject to parameter restrictions, a GP law is...
-
A general class of shock models with dependent inter-arrival times
We introduce and study a general class of shock models with dependent inter-arrival times of shocks that occur according to the homogeneous Poisson...
-
Matched Queues with Flexible and Impatient Customers
In this paper, we consider a double-ended queue with First-Come-First-Match discipline (also known as matched queues) under customers’ flexible and...
-
Some Non-linear AR-type Models for Non-Gaussian Time Series
: The sequences of non-negative rvs find applications in many areas of the real world. For example, sequence of times to events in survival analysis,...
-
Learning Statistics From Counterexamples
The title of this article is (essentially) the same as the famous paper Basu (2011b). Basu often opined that counterexamples were the best way to...
