There are few techniques available for testing whether or not a family of parametric times series models fits a set of data reasonably well without serious restrictions on the forms of alternative models. In this paper, we consider generalised likelihood ratio tests of whether or not the...

Purpose: Mixed products, while presenting new business opportunities, raise considerable concerns among managers and researchers. However, whether mixed products (functionally vs culturally) trigger positive or negative consumer reactions is controversial. Hereby, the present research seeks to...

This paper develops a method for pricing bivariate contingent claims under General Autoregressive Conditionally Heteroskedastic (GARCH) process. As the association between the underlying assets may vary over time, the dynamic copula with time-varying parameter offers a better alternative to any...

The prevalence of adolescent overweight and obesity (hereafter, simply “overweight”) in the US has increased over the past several decades. Individually-targeted prevention and treatment strategies targeting individuals have been disappointing, leading some to propose leveraging social...

This paper develops two optimal control models for the energy management of a mining crushing process based on jaw crushers. The performance index for both models is defined as the energy cost to be minimized by accounting for the time-of-use electricity tariff. The first model is referred to as...

Different sleep stages are associated with distinct dynamical patterns in EEG signals. In this article, we explored the relationship between the sleep architecture and fractal dimension (FD) of sleep EEG. In particular, we applied the FD analysis to the sleep EEG of patients with obstructive...