The Granger causality test is reduced, after co-integration, to the test of the fact that some coefficients of linear regressions are equal to zero or not. In this paper we will build multi-variate Bayes tests for the signification of the parameters of linear regression provided by the above...

In this paper we classify competitive markets using a new form of normalized Herfindahl index and the degree of dominance of the leader. For this purpose we use the notion of copula, which connects two or more random variables with given marginals. The parameters of the two marginals (which are...

In this paper the parameters of the generalized Pareto cumulative distribution functions of the marginals and the parameter θ of the connecting copula for the water maximum discharges and water volumes are obtained. The isolines for C(F(x),G(y)) =1−ε and for C∗ (F(x),G(y))=ε will be drawn.

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free service channels (he/she chooses the...

In this paper we will study the influence of qualitative variables on the unit root tests for stationarity. For the linear regressions involved the implied assumption is that they are not influenced by such qualitative variables. For this reason, after we have introduced such variables, we...

In this paper we will check the homogeneity/heterogeneity of Levy processes using some non-parametric homogeneity tests. First we create two samples from two Levy processes starting from the definition of the Levy process, and next we test if the two samples have the same distribution. Using the...

In this paper we will solve some nonlinear systems of equations and nonlinear systems of differential equations by the Monte Carlo method using queueing networks and some results from games theory.

In this paper we model the fraud-like investment founds using place-transition Petri nets. We will also classify the business using regression line in order to find the possible fraud-like investment founds. In these regression lines we compute analytical the mark of a place in function of some...

In this paper we compute performance indices like those from Mereuta et all. (2007) using the eigenvalues and the eigenvectors of the variance-covariance matrix of these indices. The eigenvalues are used in this paper to give natural weights to the performance indices in order to compute the...

In this paper we have found an analytical formula for a copula that connects the numbers Ni of customers in the nodes of a Gordon and Newell queueing network. We have considered two cases: the first one is the case of the network with 2 nodes, and the second one is the case of the network with...