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Random discretization of stationary continuous time processes
This paper investigates second order properties of a stationary continuous time process after random sampling. While a short memory process always...
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The Basic Parabolic Cylinder Distribution and Its Multivariate Extension
The basic parabolic cylinder (bpc) distributions of the firstBasic parabolic cylinder (bpc) distributionof the first kind and second kindsBasic...
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Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks
Dependency network (DN) aims at using a collection of conditional distributions to identify a joint pdf. When the DN is compatible (self-consistent),...
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Changepoint in dependent and non-stationary panels
Detection procedures for a change in means of panel data are proposed. Unlike classical inference tools used for the changepoint analysis in the...
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Zero-Distorted Generalized Geometric Distribution with Application to Time Series of Counts
We consider a recently introduced discrete distribution [1] that generalizes the geometric law and that, through an additional parameter, allows...
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Local linear estimation of the conditional cumulative distribution function: Censored functional data case
In this paper, we estimate the conditional cumulative distribution function of a randomly censored scalar response variable given a functional random...
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Maxima and sums of non-stationary random length sequences
We study non-stationary random length sequences of random variables with regularly varying tails. Tail and extremal indexes of their maxima and...
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Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
In this paper, we propose a two-step test for parametric specification of volatility function based on high-frequency data with microstructure noise....
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Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution
Multiple linear regression model based on normally distributed and uncorrelated errors is a popular statistical tool with application in various...
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Costationary Whitenoise Processes and Local Stationarity Testing
This paper provides three main contributions to the study of multiscale locally stationary processes. We introduce a new class of stochastic...
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Parameter Estimation for Non-Stationary Fisher-Snedecor Diffusion
The problem of parameter estimation for the non-stationary ergodic diffusion with Fisher-Snedecor invariant distribution, to be called...
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A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
Two sample mean vectors comparison hypothesis testing problems often emerge in modern biostatistics. Many tests are proposed for detecting relatively...
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Log-periodogram regression of two-dimensional intrinsically stationary random fields
We propose a new semiparametric model for two-dimensional intrinsically stationary random fields and an estimator for the long memory parameter of...
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Complex-Valued Time Series Models and Their Relations to Directional Statistics
The fluctuation of stationary time series often shows a certain periodic behavior and this pattern is usually summarized via a spectral density....
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The Effect of Loss Preference on Queueing with Information Disclosure Policy
In this paper, we incorporate loss preference into an M/M/1 queueing with a threshold disclosure policy and analyze its impact on the customers’...
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On the Maximum of a Bivariate Max-INAR(1) Process
In this paper, we introduce a \(\mathbb {Z}_+^2\) -valued...
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Space-Time Processes
This chapter deals with stationary Gaussian processes in $${\mathbb...
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Numerical Stochastic Model of Non-stationary Time Series of the Wind Chill Index
A numerical stochastic model of the high-resolution time series of the wind chill index is considered. The model is constructed under the assumption...