Cointegration is one of the most important topics in economic and finance in the last decade,because it does not only study the long-run equilibrium among two or more economic time series but also for
We prove the long time behavior such as exponential ergodicity and Donsker-Varadhan type large deviation for a family of Markov processes Xt governed by a stochastic differential equation(SDE)with sin
Introduction: Likert type data is frequently used in social and medical sciences.Indeed when there is not an instrument to measure a continuous variable(such as happiness,pain,…)Likert points are inst
Tail-index is an important measure to gauge the heavy-tailed behavior of a distribution.The problem of estimation of a Tail-index from various types of data has become rather important.Tail-index regr
The minorization–maximization(MM)principle is an important and useful tool in the design of optimization algorithms for calculating the maximum likelihood estimates(MLE)of parameters in statistics bec
Realized covariance(RCOV),as a volatility estimator calculated from high frequency time series,is playing an important role in recent statistics and econometrics researches.
This study examines the statistical process control chart used to detect a parameter shift with Poisson integer-valued GARCH(INGARCH)models and zero-inflated Poisson INGARCH models.
Monitoring the coefficient of variation(CV)is a successful approach to Statistical Pro-cess Control when the process mean and standard deviation are not constant.
Some diagnostic tests are subject to measurement errors.When a measurement is repeated,it will generally provide different measured values,and then a measured value o and its true value may be differe