journal of probability and statistics سال:2011 - دوره:

Fa | Ar | En


journal of probability and statistics
سال:2011 - دوره: - شماره:0

A Bayes formula for nonlinear filtering with Gaussian and Cox noise A characterization of power method transformations through L -moments A comparative analysis of the value of information in a continuous time market model with partial information: The cases of log-utility and CRRA A limit theorem for random products of trimmed sums of i.i.d. random variables A multivariate stochastic hybrid model with switching coefficients and jumps: Solution and distribution A simple normal approximation for weibull distribution with application to estimation of upper prediction limit Advances in applied econometrics Bayesian inference on the shape parameter and future observation of exponentiated family of distributions Classification and regression trees on aggregate data modeling: An application in acute myocardial infarction Complete convergence for weighted sums of sequences of negatively dependent random variables Convergence of locally square integrable martingales to a continuous local martingale Determinant efficiencies in ill-conditioned models Drift and the risk-free rate Equivariance and generalized inference in two-sample location-scale families Estimation and properties of a time-varying GQARCH(1,1)-M model Estimation of stochastic frontier models with fixed effects through Monte Carlo maximum likelihood Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data: A perspective of generalized inverse Gamma kernel estimators for density and hazard rate of right-censored data Gaussian covariance faithful Markov trees Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function Joint estimation using quadratic estimating function Large deviations in testing squared radial Ornstein-Uhleneck model Lower confidence bounds for the probabilities of correct selection Missing-values adjustment for mixed-type data Nonlinear autoregressive conditional duration models for traffic congestion estimation Nonparametric estimation of ATE and QTE: An application of fractile graphical analysis On a batch arrival queuing system equipped with a stand-by server during vacation periods or the repairs times of the main server On the one dimensional poisson random geometric graph Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market Panel unit root tests by combining dependent P values: A comparative study Power prior elicitation in bayesian quantile regression Semi- and nonparametric ARCH processes Similarity solutions of partial differential equations in probability Simulating the emergence and survival of mutations using a self regulating multitype branching processes Simultaneous inference on all linear combinations of means with heteroscedastic errors Some recent developments in efficiency measurement in stochastic frontier models Strong laws of large numbers for arrays of rowwise NA and LNQD random variables The CSS and the two-staged methods for parameter estimation in SARFIMA models The beta-half-Cauchy distribution The failure of orthogonality under nonstationarity: Should we care about it? Weighted strong law of large numbers for random variables indexed by a sector