Let Y(n)=Σ i=0 ∞ ρ (i)ε (n-i), n = 1,2,... be a moving average process of infinite order where the innovations ε (k) are in the domain of attraction of a stable law with index α ∈ (0,2) and the ...

Basic statistical techniques can be utilized to calculate standard deviation in order to evaluate the error margin in a measurement. Yet, even the estimated standard ...

This is a preview. Log in through your library . Abstract In this paper the minimax estimators of a cumulative distribution function F is obtained for four types of loss functions. The result is quite ...

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...

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