A random sample of curves can be usually thought of as noisy realisations of a compound stochastic process X(t) = Z{W(t)}, where Z(t) produces random amplitude variation and W(t) produces random ...

The purpose of this paper is to present a comprehensive simulation study on the finite sample properties of minimum distance and maximum likelihood estimators for bivariate and multivariate parametric ...

There is hardly any literature on modelling nonlinear dynamic relations involving nonnormal time series data. This is a serious lacuna because nonnormal data are far more abundant than normal ones, ...

The model stored in Example 14.3 is read in using the MODEL= option and the moving average terms are added using the %MA macro. The MA(1) model using maximum ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...