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Category Archives: Communications in Statistics – Simulation and Computation

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A semiparametric approach to the detection of change-points in volatility dynamics of financial data

Posted on 9 May 2023 by
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Posted in Communications in Statistics - Simulation and Computation

On Periodic Generalized Poisson INAR(1) Model

Posted on 9 May 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Formulas for pricing American VIX options under the generalized mixture volatility models

Posted on 8 May 2023 by
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Posted in Communications in Statistics - Simulation and Computation

The asymptotic central-raw ratios for binomial, Poisson and normal distributions

Posted on 3 May 2023 by Ping SunDepartment of Mathematics, Northeastern University, Shenyang, China
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Posted in Communications in Statistics - Simulation and Computation

Dispersion insensitive truncated models for inflated count data with upper bound

Posted on 2 May 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Local influence in linear mixed measurement error models with ridge estimation

Posted on 27 April 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Pearson chi-squared and unweighted residual sum of square tests of fit for a probit model

Posted on 26 April 2023 by
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Posted in Communications in Statistics - Simulation and Computation

A distribution-free change-point monitoring scheme in high-dimensional settings with application to industrial image surveillance

Posted on 22 April 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Simultaneous tolerance intervals for linear regression models using an adjusted product set method

Posted on 21 April 2023 by
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Posted in Communications in Statistics - Simulation and Computation

Sampling by divergence minimization

Posted on 21 April 2023 by
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Posted in Communications in Statistics - Simulation and Computation

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