Tracking of an unknown frequency embedded in noise is widely applied in a variety of applications. Unknown frequencies can be obtained by approximating generalized spectral density of a periodic process by an autoregressive (AR) model. The advantage is that an AR model has a simple structure and...

The predictive ratio is considered as a measure of spread for the predictive distribution. It is shown that, in the exponential families, ordering according to the predictive ratio is equivalent to ordering according to the posterior covariance matrix of the parameters. This result generalizes...

A large number of characterizations of univariate exponential distributions are known; these often lead to a functional equation, relatively few of which have been extended to the multivariate case. This paper is an exposition of multivariate extensions and relatives of the functional equation...

In several classic papers, Pólya and Eggenberger used urn models to generate distributions that could be used to model contagion processes. Three bivariate versions are investigated together with their limiting distributions. In this way a large class of bivariate distributions (beta, Pareto,...