Chapter 1 is concerned with confidence interval construction for the mean of a long-range dependent time series. It is well known that the moving block bootstrap method produces an inconsistent estimator of thedistribution of the normalized sample mean when its limiting distribution is not...

Since its introduction to a wondering public in 1972, the Cox proportional hazards regression model has become an overwhelmingly popular tool in the analysis of censored survival data. However, some features of the Cox model may cause problems for the analyst or an interpreter of the data. They...

In dieser Arbeit werden die Folgen der Calvo-Annahme in dynamischen makroökonomischen Modellen untersucht. Dafür wird die Calvo-Annahme unter Anwendung des Konzepts der statistischen Hazardfunktion verallgemeinert. Ich untersuche zwei mögliche Anwendungen dieses Ansatzes innerhalb von...

In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role in practice. In this thesis, we consider the standard independent two-sample framework under right censoring. We construct efficient and useful confidence intervals for the...

A common finding in empirical studies using micro data on consumer and producer prices is that hazard functions for price changes are decreasing. This means that a firm will have a lower probability of changing its price the longer it has kept it unchanged. This result is at odds with standard...

Structural classification and parameter estimation (SCPE) methods have been used for studying single-input single. output (SISO) parallel and feedback nonlinear system models from input-output (I-O) measurements. The uniqueness of the I-O mappings of different models and parameter uniqueness of...

The objective of this thesis is to prove the validity of a multi-area state estimator and investigate the advantages it provides over a serial state estimator. This is done utilizing the IEEE 118 Bus Test System as a sample system. This thesis investigates the benefits that stem from utilizing a...