Search Results - subject:"generating function"

Start-Up Demonstration Tests with Rejection of Units upon Observing d Failures

Balakrishnan, N.; Chan, P. - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 184-196

Persistent link: https://www.econbiz.de/10005760294

Joint Distributions of Runs in a Sequence of Multi-State Trials

Han, Qing; Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics 51 (1999) 3, pp. 419-447

Persistent link: https://www.econbiz.de/10005395584

Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials

Aki, Sigeo; Hirano, Katuomi - In: Annals of the Institute of Statistical Mathematics 51 (1999) 1, pp. 17-29

Persistent link: https://www.econbiz.de/10005395585

On Waiting Time Problems Associated with Runs in Markov Dependent Trials

Antzoulakos, Demetrios - In: Annals of the Institute of Statistical Mathematics 51 (1999) 2, pp. 323-330

Persistent link: https://www.econbiz.de/10005395691

Distributions of Runs and Consecutive Systems on Directed Trees

Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics 51 (1999) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10005184632

On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 4, pp. 655-671

Persistent link: https://www.econbiz.de/10005616345

Estimation in integer - valued moving average models

Brännäs, Kurt; Hall, Andreia - Institutionen för Nationalekonomi, Umeå Universitet - 1998

The paper presents new characterizations of the integer-valued moving average model. For four model variants we give moments and probability generating functions. Yule-Walker and conditional least squares estimators are obtained and studied by Monte Carlo simulation. A new generalized method of...

Persistent link: https://www.econbiz.de/10005652035

Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 2, pp. 203-222

Persistent link: https://www.econbiz.de/10005395526

On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 3, pp. 587-601

Persistent link: https://www.econbiz.de/10005395620

Estimating mixtures of normal distributions via empirical characteristic function

Tran, Kien - In: Econometric Reviews 17 (1998) 2, pp. 167-183

This paper uses the empirical characteristic function (ECF) procedure to estimate the parameters of mixtures of normal distributions. Since the characteristic function is uniformly bounded, the procedure gives estimates that are numerically stable. It is shown that, using Monte Carlo simulation,...

Persistent link: https://www.econbiz.de/10005476113