This paper tackles the issue of economic time-series modeling from a joint time and frequency-domain standpoint, with the objective of estimating the latent trend-cycle component. Since time-series records are data strings over a finite time span, they read as samples of contiguous data drawn...

It is shown that the concept of concentration is of potential interest in the sensitivity study of some parameters and related estimators. Basic ideas are introduced for a real parameter θ0 together with graphical representations using Lorenz curves of concentration. Examples based on the mean,...

In the present paper, a fuzzy logic-based method is combined with wavelet decomposition to develop a step-by-step dynamic hybrid model to analyze and approximate one-dimensional physico-financial signals characterized by fuzzy values. Computational tests based on a well-known signal and...

In this paper, we present a new algorithm for clustering proximity-relation matrix that does not require the transitivity property. The proposed algorithm is first inspired by the idea of Yang and Wu [16] then turned into a self-organizing process that is built upon the intuition behind...

We investigate the power-law scaling behaviors of returns for a financial price process which is developed by the voter interacting dynamic system in comparison with the real financial market index (Shanghai Composite Index). The voter system is a continuous time Markov process, which originally...

In this paper, a new test method for analyzing unreplicated factorial designs is proposed. The proposed method is illustrated by some examples. An extensive simulation with the standard 16-run designs was carried out to compare the proposed method with three another existing methods. Besides the...

We commonly observe many types of paired nature of competitions in which the objects are compared by the respondents pairwise in a subjective manner. The Bayesian statistics, contrary to the classical statistics, presents a generic tool to incorporate new experimental evidence and update the...

Spectral clustering uses eigenvectors of the Laplacian of the similarity matrix. It is convenient to solve binary clustering problems. When applied to multi-way clustering, either the binary spectral clustering is recursively applied or an embedding to spectral space is done and some other...

A new lifetime distribution is introduced based on compounding Pareto and Poisson--Lindley distributions. Several statistical properties of the distribution are established, including behavior of the probability density function and the failure rate function, heavy- and long-right tailedness,...

Modelling age-specific fertility rates is of great importance in demography because of their influence on population growth. Although we have a variety of fertility models in the demographic literature, most of them do not have any demographic interpretation for their parameters. It is generally...