A general limit theorem is established for time series regression estimates which include generalized least squares, in the presence of long range dependence in both errors and stochastic regressors. The setting and results differ significantly from earlier work on regression with long range...

Several forecasting algorithms have been proposed to forecast a cumulative variable using its partially accumulated data. Some particular cases of this problem are known in the literature as the "style goods inventory problem" or as "forecasting shipments using firm orders-to-date", among other...

Choosing between two income distribution models typically involves testing two non-tested hypotheses, that is hypotheses such that one cannot be obtained as a special or limiting case of the other. Cox (1961, 1962) proposed a classical testing procedure based on the comparison of the maximised...