The Effect of Parameter Estimation Errors on the Variance of Forecasts
The effects of series on cointegration inference.
The efficiency of estimates in stationary autoregressive series
The efficiency of modified jackknife and ridge type regression estimators: a comparison.
The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling.
The EM algorithm and its implementation for the estimation of frequencies of SNP-haplotypes
A haplotype analysis is becoming increasingly important in studying complex genetic diseases. Various algorithms and specialized computer software have been developed to statistically estimate haplotype frequencies from marker phenotypes in unrelated individuals. However, currently there are very few empirical reports on the performance of the methods for the recovery of haplotype frequencies. One of the most widely used methods of haplotype reconstruction is the Maximum Likelihood method, employing...
The emergence of french probabilistic statistics. Borel and the Institut Henri Poincaré around the 1920s
This paper concerns the emergence of modern mathematical statistics in France after the First World War. Emile Borel’s achievements are presented, and especially his creation of two institutions where mathematical statistics was developed: the Statistical Institute of Paris University, (ISUP) in 1922 and above all the Henri Poincaré Institute (IHP) in 1928. At the IHP, a new journal Annales de l’Institut Henri Poincaré was created in 1931. We discuss the first papers in that journal dealing with...
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in
Considering the centered empirical distribution function Fn-F as a variable in , we derive non asymptotic upper bounds for the deviation of the -norms of Fn-F as well as central limit theorems for the empirical process indexed by the elements of generalized Sobolev balls. These results are valid for a large class of dependent sequences, including non-mixing processes and some dynamical systems.
The empirical TES methodology: Modeling empirical time series.
The estimation of product standard time by artificial neural networks in the molding industry.
The Exact Likelihood Function for a Space Time Model.
The Existence of Sampling Designs with Preassigned Inclusion Probabilities.
The expected cumulative operational time for finite semi-Markov systems and estimation
In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.
The expected variation of random bounded integer sequences of finite length.
The failure of orthogonality under nonstationarity: should we care about it?
The finite automata approaches in stringology
We present an overview of four approaches of the finite automata use in stringology: deterministic finite automaton, deterministic simulation of nondeterministic finite automaton, finite automaton as a model of computation, and compositions of finite automata solutions. We also show how the finite automata can process strings build over more complex alphabet than just single symbols (degenerate symbols, strings, variables).
The fourth moment of a general linear statistic
The Frisch scheme in algebraic and dynamic identification problems
This paper considers the problem of determining linear relations from data affected by additive noise in the context of the Frisch scheme. The loci of solutions of the Frisch scheme and their properties are first described in the algebraic case. In this context two main problems are analyzed: the evaluation of the maximal number of linear relations compatible with data affected by errors and the determination of the linear relation actually linking the noiseless data. Subsequently the extension...
The full rank case for a linearizable model.
The functional central limit theorem for strongly mixing processes