In this paper, we are concerned with predicting the number of faults N and the time to next failure of a piece of software. Information in the form of software metrics data is used to estimate the prior distribution of N via a Poisson regression model. Given failure time data, and a well known...

This article undertake Bayesian inference and prediction for GI/M/1 queueing systems. A semiparametric model based on mixtures of Erlang distributions is considered to model the general interarrival time distribution. Given arrival and service data, a Bayesian procedure based on birth-death...

This paper deals with the optimal quadratic control problem for non-Gaussian discrete-time stochastic systems. Our main result gives explicit solutions for the optimal quadratic control problem for partially observable dynamic linear systems with asymmetric observation errors. For this purpose...

In epidemiological surveillance it is important that any unusual increase of reported cases be detected as rapidly as possible. Reliable forecasting based on a suitable time series model for an epidemiological indicator is necessary for estimating the expected non-epidemic indicator and to...

This paper reviews the literature on GARCH-type models proposed to represent the dynamic evolution of conditional variances. Effects of level outliers on the diagnostic and estimation of GARCH models are also studied. Both outliers and conditional heteroscedasticity can generate time series with...

It is common in parametric bootstrap to select the model from the data, and then treat it as it were the true model. Kilian (1998) have shown that ignoring the model uncertainty may seriously undermine the coverage accuracy of bootstrap confidence intervals for impulse response estimates which...

In this paper, the Bayesian robustness of the posterior predictive p-value is studied. First of all, it is proved that Lavine's linearization technique can be extended for analyzing this problem. Then, the result is applied to the E-contamination class of prior distributions.

In this paper we examine the effect of innovation on job creation and job destruction in Spanish manufacturing. Our empirical analysis is based on firm-level longitudinal data from which we have information on employment and innovation activity. The estimation approach consists of a two-step...

The economic development and growth literature contains extensive discussions on relationships between exports and economic growth. One debate centers on whether countries should promote the export sector to obtain economic growth. An abundant empirical literature on this export-led growth (ELG)...