The model of adaptive progressive Type-II censoring introduced by Ng et al. (2009)(referred to as Ng–Kundu–Chan model) is extended to allow switching from a given initial censoring plan ℛ to any arbitrary given plan 𝒮 of the same length. In this generalized model, the joint distribution...

In progressive censoring, items are removed at certain times during the life test. Commonly, it is assumed that the removed items are used for further testing. In order to take into account information about these additional testing in inferential procedures, we propose a two-step model of stage...

We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and make two distinct contributions. First, in their consistency proof, Johansen and Nielsen (2012a) imposed moment conditions on the errors that depend on the parameter space, such that...

We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and make two distinct contributions. First, in their con- sistency proof, Johansen and Nielsen (2012a) imposed moment conditions on the errors that depend on the parameter space, such that...

We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and show that the likelihood ratio test statistic for the usual CVAR model is asymptotically chi-squared distributed. Because the usual CVAR model lies on the boundary of the parameter...

We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and show that the test statistic for the ususal CVAR model is asymptotically chi-squared distributed. Because the usual CVAR model lies on the boundary of the parameter space for the...