A repairable system is composed of components ofI types. A component can be loaded, put on standby, queued or repaired. The repair facility is here assumed to be a queueing system of a rather general structure though interruption of repairs is not allowed. Typei components possess a lifetime...

Compared to the conditional mean or median, conditional quantiles provide a more comprehensive picture of a variable in various scenarios. A semi-parametric quantile estimation method for a double threshold auto-regression with exogenous regressors and heteroskedasticity is considered, allowing...

In this paper, we study the problem of a variety of nonlinear threshold autoregressive model X n +1 =ϕ(X n )+ɛ n +1 (Z n +1 ) in which {Z n } is a Markov chain with finite state space, and for every state i of the Markov chain, {ɛ n (i)} is a sequence of independent and identically...