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...

Seeking the unknown dynamics obeyed by a particle gives rise to the de Broglie wave representation, without the need for physical assumptions specific to quantum mechanics. The only required physical assumption is conservation of momentum μ. The particle, of mass m, moves through free space...

This paper considers the estimation and the hypothesis testing on the equality of the ratios of the means to standard deviations of several normal populations with difference sample sizes. We propose an iterative algorithm to find the maximum likelihood estimates (MLEs) of the normal population...