We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a...

We construct efficient designs for the Michaelis-Menten enzyme kinetic model capable of checking model assumption. An extended model, called EMAX model is also considered for this purpose. This model is widely used in pharmacokinetics and reduces to the Michaelis- Menten model for a specific...

In this article, the problem of constructing efficient discriminating designs in a Fourier regression model is considered. We propose designs which maximize the efficiency for the estimation of the coefficient corresponding to the highest frequency subject to the constraints that the...

This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions respectively. The results for both quarterly and...

This paper presents a new numerical method for pricing American call options when the volatility of the price of the underlying stock is stochastic. By exploiting a log-linear relationship of the optimal exercise boundary with respect to volatility changes, we derive an integral representation...

This paper comparatively evaluates performances of widely-used filters employed to separate the trend of a given non-stationary time series from its cyclical components, against a Chebyshev polynomial-based filter designed for this purpose. The performances of detrending techniques under...

We construct efficient designs for the Michaelis-Menten enzyme kinetic model capable of checking model assumption. An extended model, called EMAX model is also considered for this purpose. This model is widely used in pharmacokinetics and reduces to the Michaelis- Menten model for a specific...

In this article, the problem of constructing efficient discriminating designs in a Fourier regression model is considered. We propose designs which maximize the efficiency for the estimation of the coefficient corresponding to the highest frequency subject to the constraints that the...