Real-time data on national accounts statistics typically undergo an extensive revision process, leading to multiple vintages on the same generic variable. The time between the publication of the initial and final data is a lengthy one and raises the question of how to model and forecast the...

In this paper, the performance of the Singular Spectrum Analysis (SSA) technique is assessed by applying it to 24 series measuring the monthly seasonally unadjusted industrial production for important sectors of the German, French and UK economies. The results are compared with those obtained...

In this paper we discuss a class of multiplicative algorithms for computing D-optimal designs for regression models on a finite design space. We prove amonotonicity result for a sequence of determinants obtained by the iterations,and as a consequence the procedure yields a sequence of designs...

The main result of the paper is the following characterization of the generalized arcsine density p <Subscript> γ </Subscript>(t) = t <Superscript> γ−1</Superscript>(1 − t)<Superscript> γ−1</Superscript>/B(γ, γ)   with <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${t \in (0, 1)}$$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$${\gamma \in(0,\frac12) \cup (\frac12,1)}$$</EquationSource> </InlineEquation> : a r.v. ξ supported on [0, 1] has the generalized arcsine density...</equationsource></inlineequation></equationsource></inlineequation></superscript></superscript></subscript>