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
Many industrial systems inevitably suffer performance degradation.Thus,predicting the remaining useful life(RUL)for such degrading systems has attracted significant attention in the prognostics commun