We propose a class of counting process models for analysing firing times of an ensemble of neurons. We allow the counting process intensities to be unspecified, unknown functions of the times passed since the most recent firings. Under this assumption we derive a class of statistics with their...

Consider a p-variate counting process N = (...) with jump times {...}. Suppose that the intensity of jumps ... of ... at time t depends on the other components, i. e. ..., where the ... are unknown, nonrandom functions. From observing one single trajectory of the processes N over an increasing...

We present a stochastic simulation model of a prototype financial market. Our market is populated by both noise traders and fundamentalist speculators. The dynamics covers switches in the prevailing mood among noise traders (optimistic or pessimistic) as well as switches of agents between the...

This article reports the results of a first-price sealed-bid auction experiment, which has been designed to test the Nash equilibrium predictions of individual bidding behavior. Subjects faced in 100 auctions always the same resale value and competed with computerized bids. Three treatments were...

A series of properties of the distribution of income and aggregated expenditure on goods and services has been postulated by W. Hildenbrand (1994) and others to hold. In this paper we infer on these properties from the Spanish Family Budget Survey (EPF) of the years 1973, 1980, 1990, using...