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Category Archives: Communications in Statistics – Simulation and Computation
A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data
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The performance of double exponentially weighted moving average control charts for monitoring the coefficient of variation
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Applying regression conformal prediction with nearest neighbors to time series data
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A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems
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A two-stage maximum entropy approach for time series regression
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A MCMC-type simple probabilistic approach for determining optimal progressive censoring schemes
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Numerical characterization of support recovery in sparse regression with correlated design
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Marginal likelihood estimation for the negative binomial INGARCH model
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Signal smoothing for score-driven models: a linear approach
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