This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case, and the boundary case for the entire range...

This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case, and the boundary case for the entire range...

This paper deals with construction of confidence intervals for process capability index using bootstrap method (proposed by Chen and Pearn in Qual Reliab Eng Int 13(6):355-360, 1997) by applying simulation technique. It is assumed that the quality characteristic follows type-II generalized...

This paper deals with construction of confidence intervals for process capability index using bootstrap method (proposed by Chen and Pearn in Qual Reliab Eng Int 13(6):355–360, 1997) by applying simulation technique. It is assumed that the quality characteristic follows type-II generalized...

In the article the length of unemployment in the Czech Republic is treated. A nonparametric estimate of its survival function is constructed using maximum likelihood estimation for the groups of men and women and both groups are compared. The positive influence of education on the length of...