Search Results - subject:"sequential procedure"

Fitting software reliability growth curves using nonparametric regression methods

Dharmasena, S; Zeephongsekul, P - 2010

A simple and effective method of assessing the reliability of a piece of software is to plot the cumulative number of failures observed during testing, N(x), against time x. Since no software is ever completely free of errors, be it careless minor oversights or the results of serious design...

Persistent link: https://www.econbiz.de/10009481496

Optimal sequential estimation procedures of a function of a probability of success under LINEX loss

Baran, Jerzy; Magiera, Ryszard - In: Statistical Papers 51 (2010) 3, pp. 511-529

Persistent link: https://www.econbiz.de/10008674147

A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component

Kejriwal, Mohitosh; Perron, Pierre - Department of Economics, Boston University - 2009

Perron and Yabu (2008) consider the problem of testing for a break occuring at an unknown date in the trend function of a univariate time series when the noise component can be either stationary or integrated. This paper extends their work by proposing a sequential test that allows one to test...

Persistent link: https://www.econbiz.de/10004994217

Asymptotic optimality of a two-stage procedure in Bayes sequential estimation

Hwang, Leng-Cheng; Liu, Jeng-Fu - In: Statistical Papers 50 (2009) 3, pp. 623-631

Persistent link: https://www.econbiz.de/10004966064

Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle

Kejriwal, Mohitosh - In: Studies in Nonlinear Dynamics & Econometrics 12 (2008) 1, pp. 1467-1467

This paper revisits the well known Feldstein-Horioka saving-investment correlation puzzle from a time series perspective using a sample of 21 OECD countries. We argue that the strong positive correlation between saving and investment as originally identified by Feldstein and Horioka (1980)...

Persistent link: https://www.econbiz.de/10005584885

Testing for Multiple Structural Changes in Cointegrated Regression Models

Kejriwal, Mohitosh; Perron, Pierre - Department of Economics, Boston University - 2007

changes. This sequential procedure is useful in that it permits consistent estimation of the number of breaks present. We show …

Persistent link: https://www.econbiz.de/10004994222

Forecasting Travel on Congested Urban Transportation Networks: Review and Prospects for Network Equilibrium Models

Boyce, David - In: Networks and Spatial Economics 7 (2007) 2, pp. 99-128

The historical origins, development and application of traffic network equilibrium models with variable origin–destination flows are examined in this review. The original formulation and analysis of this model during 1952–1955 by Beckmann, McGuire and Winsten at the Cowles Commission for...

Persistent link: https://www.econbiz.de/10005698778

Testing for Multiple Structural Changes in Cointegrated Regression Models

Kejriwal, Mohitosh; Perron, Pierre - Department of Economics, Boston University - 2006

sequential procedure is useful in that it permits consistent estimation of the number of breaks present. When the regression is …

Persistent link: https://www.econbiz.de/10004972918

Comparisons of Urban Travel Forecasts Prepared with the Sequential Procedure and a Combined Model

Siegel, Justin; Cea, Joaquín; Fernández, José; … - In: Networks and Spatial Economics 6 (2006) 2, pp. 135-148

procedure and the solution of a combined network equilibrium model are presented. The sequential procedure for solving the trip … the sequential procedure with feedback are compared to the solution of the combined model ESTRAUS. The results of these …Detailed analyses and comparisons of urban travel forecasts prepared by applying the state-of-practice sequential …

Persistent link: https://www.econbiz.de/10005673638

Sequential Fixed-Width Confidence Interval for the Product of Two Means

Zheng, Shen; Sriram, T.; Seila, Andrew - In: Annals of the Institute of Statistical Mathematics 50 (1998) 1, pp. 119-145

Persistent link: https://www.econbiz.de/10005184655