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Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation
Traditionally, in reliability acceptance sampling plans, the decision to accept or reject a lot is made by performing the life tests of items....
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Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise
We consider the problem of the drift parameter estimation for a non-Gaussian long memory Ornstein–Uhlenbeck process driven by a Hermite process. To...
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Bayesian Analysis of a New Bivariate Wiener Degradation Process
Copula functions are often used to describe the dependence between two performance characteristics of a system. However, the reliability of the...
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A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis
The principal goal of this article is to establish a methodological approach to computational statistical analysis for a new in-homogeneous...
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Semi-Lévy-Driven CARMA Process: Estimation and Prediction
The Lévy-driven continuous-time ARMA (CARMA) models are restricted for modeling stationary processes. In this paper, we introduce semi-Lévy-driven...
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On the problems of sequential statistical inference for Wiener processes with delayed observations
We study the sequential hypothesis testing and quickest change-point (or disorder) detection problems with linear delay penalty costs for observable...
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Doubly time-dependent Hawkes process and applications in failure sequence analysis
Since the Hawkes process is proposed in 1971, it has become increasingly widely applied in the field of event sequence analysis, such as social...
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First passage times for Slepian process with linear and piecewise linear barriers
In this paper, we derive explicit formulas for the first-passage probabilities of the process S ( t ) = W ( t ) − W ( t + 1), where W ( t ) is the Brownian...
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A Generalized Stochastic Process: Fractional G-Brownian Motion
In this paper, a new concept for some stochastic process called fractional G -Brownian motion (fGBm) is developed. The fGBm can exhibit long-range...
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Efficient EM-variational inference for nonparametric Hawkes process
The classic Hawkes process assumes the baseline intensity to be constant and the triggering kernel to be a parametric function. Differently, we...
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Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative Lévy Process
We discuss a statistical estimation problem of an optimal dividend barrier when the surplus process follows a Lévy insurance risk process. The...
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Symmetric Telegraph Process on the Line
The symmetric Goldstein-Kac telegraph process describes the motion of a particle on the real line moving at some finite constant speed and...
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Functionals of Telegraph Process
This chapter is devoted to the various functionals of telegraph processes. First, we present well-known results on distributions of the telegraph...
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Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
We consider a lognormal diffusion process having a multisigmoidal logistic mean, useful to model the evolution of a population which reaches the...
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Fourth moment bound and stationary Gaussian processes with positive correlation
We develop a new technique for the proof of the fourth moment theorem on Wiener chaos to derive the bound in normal approximation of a random...
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Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
We deal with parameter estimation for linear parabolic second-order stochastic partial differential equations in two space dimensions driven by two...
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Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models
The ability to test for statistical causality in linear and nonlinear contexts, in stationary or non-stationary settings, and to identify whether...
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Sequential Maximum Likelihood Estimation for the Squared Radial Ornstein-Uhlenbeck Process
In this paper, we study the properties of a sequential maximum likelihood estimator of the unknown parameter for the squared radial...
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Accounting for delayed entry into observational studies and clinical trials: length-biased sampling and restricted mean survival time
Individuals in many observational studies and clinical trials for chronic diseases are enrolled well after onset or diagnosis of their disease. Times...
