Estimation of a tail index based on minimum density power divergence
In this paper, we consider the minimum density power divergence estimator for the tail index of heavy tailed distributions in strong mixing processes. It is shown that the estimator is consistent and asymptotically normal under regularity conditions. The
Kim, Moosup, Lee, Sangyeol
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Epidemic change-point detection in general integer-valued time series. [PDF]
J Appl StatDiop ML, Kengne W.
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Generalized Adaptive Exponential Smoothing Of Ergodic Markovian Observation Sequences
, 2007 An exponential smoothing procedure applied to a homogeneous Markovian observation sequence generates an inhomogeneous Markov process as sequence of smoothed values.
Ulrich Herkenrath +2 more
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Modeling Nonstationary Time Series Using Locally Stationary Basis Processes. [PDF]
J Time Ser AnalGanguly S, Craigmile PF.
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Forecasting COVID-19 pandemic using optimal singular spectrum analysis. [PDF]
Chaos Solitons Fractals, 2021 Kalantari M.
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Order selection in GARMA models for count time series: a Bayesian perspective. [PDF]
J Appl StatLastra KZ, Pumi G, Prass TS.
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On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
A nearly unstable sequence of stationary spatial autoregressive processes is investigated, when the sum of the absolute values of the autoregressive coefficients tends to one.
Baran, Sándor, Pap, Gyula
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Optimal bandwidth selection in stochastic regression of Bio-FET measurements. [PDF]
J Math BiolMelara LA +4 more
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Comparative Chromosome Mapping of Musk Ox and the X Chromosome among Some Bovidae Species. [PDF]
Genes (Basel), 2019 Proskuryakova AA +12 more
europepmc +1 more source
A hierarchical spatio-temporal model to analyze relative risk variations of COVID-19: a focus on Spain, Italy and Germany. [PDF]
Stoch Environ Res Risk Assess, 2021 Jalilian A, Mateu J.
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