We study the drift of stationary diffusion processes in a time series analysis of the autoregression function. A marked empirical process measures the difference between the nonparametric regression functions of two time series. We bootstrap the distribution of a Kolmogorov-Smirnov-type test...

The Monod model is a classical microbiological model much used in microbiology, for example to evaluate biodegradation processes. The model describes microbial growth kinetics in batch culture experiments using three parameters: the maximal specific growth rate, the saturation constant and the...

We investigate optimal designs for discriminating between exponential regression models of different complexity, which are widely used in the biological sciences; see, e.g., Landaw (1995) or Gibaldi and Perrier (1982). We discuss different approaches for the construction of appropriate...

In banking the default behavior of the counterpart is of interest not only for the pricing of transactions under credit risk but also for the assessment of portfolio credit risk. We develop a test against the hypothesis that default intensities are constant over time within a homogeneous group...

We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular T-optimality criterion are derived, which in many circumstances allow an explicit determination of T-optimal...

The Michaelis-Menten model has and continues to be one of the most widely used models in many diverse fields. In the biomedical sciences, the model continues to be ubiquitous in biochemistry, enzyme kinetics studies, nutrition science and in the pharmaceutical sciences. Despite its wide ranging...