Related papers: On sums of dependent random lifetimes under the Ti…
We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…
Interpretation of empirical results based on a taxa's lifetime distribution shows apparently conflicting results. Species' lifetime is reported to be exponentially distributed, whereas higher order taxa, such as families or genera, follow a…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such transforms to the lifetimes of the components of parallel and…
Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…
This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…
In this letter, we give a concise, closed-form expression for the differential entropy of the sum of two independent, non-identically-distributed exponential random variables. The derivation is straightforward, but such a concise entropy…
In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…
DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…
In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…
The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…
Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…
We develop a class of exponential-family point processes based on a latent social space to model the coevolution of social structure and behavior over time. Temporal dynamics are modeled as a discrete Markov process specified through…
Extreme values of real phenomena are events that occur with low frequency, but can have a large impact on real life. These are, in many practical problems, high-dimensional by nature (e.g. Tawn, 1990; Coles and Tawn, 1991). To study these…
In this paper, we focus on option pricing models based on space-time fractional diffusion. We briefly revise recent results which show that the option price can be represented in the terms of rapidly converging double-series and apply these…
In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…
It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…
The use of a hypothetical generative model was been suggested for causal analysis of observational data. The very assumption of a particular model is a commitment to a certain set of variables and therefore to a certain set of possible…
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…