In this paper, the problem of estimating the measurements’ noise statistics of the Global Positioning System (GPS) is addressed. First, a model matching technique is used to estimate the GPS measurements’ noise statistics. Then, the formulation of the measurements and process noise...

Most of the literature on inventory management assumes that the demand distribution and the values of its parameters are known with certainty. In this paper, we consider a repeated newsvendor setting where this is not the case and study the problem of setting inventory targets when there is a...

In this paper, we propose a new model of a three-parameter stochastic growth, based on a stochastic gamma diffusion process, with a third, threshold, parameter. This model can be considered a stochastic version of a three-parameter deterministic growth curve, structured such that its trend...

This article illustrates the difficulty of replicating results in the area of sports economics. This article gives three different examples that seem straightforward, but are actually quite difficult to replicate. Furthermore, the evidence suggests that the discrepancies are not due to human...

This paper considers statistical inference for nonstationaryGaussian processes with long-range dependence and intermittency. The existence of such a process has been established by Anh et al. (J. Statist. Plann. Inference 80 (1999) 95–110). We systematically consider the case where the...

The recent deregulation of electricity markets has led to the creation of energy exchanges, where the electricity is freely traded. In this paper, we study the most salient statistical features of electricity prices with a particular attention to the European energy exchanges. These features can...

This study aims to identify the impact of the economic sectors in the UAE on the non-oil GDP. We analyse the statistical data depending on Arithmetic Means, Correlation Coefficients, and Regression Analysis to test the validity of the proposed statistical model, and to find the impact of...

This study aims to identify the impact of the economic sectors in the UAE on the non-oil GDP. We analyse the statistical data depending on Arithmetic Means, Correlation Coefficients, and Regression Analysis to test the validity of the proposed statistical model, and to find the impact of...