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Persistent link: https://www.econbiz.de/10005350669
This paper is devoted to present and study a specific continuoustimepiecewise-deterministic Markov process for describing the temporal evolution ofexposure to a given food contaminant. The quantity X of food contaminant presentin the body evolves through its accumulation after repeated dietary...
Persistent link: https://www.econbiz.de/10005704016
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This paper introduces an original methodology based on empirical likelihood which aims at combiningdifferent contamination and consumptions surveys in order to provide risk managers witha risk measure taking account of all the available information. This risk index is defined as theprobability...
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This paper introduces a speci…c Bootstrap method for positiverecurrent Markov chains, based on the regenerative method and the Nummelinsplitting technique. The main idea underlying this construction consists in generatinga sequence of approximate pseudo-renewal times for a Harris chain X...
Persistent link: https://www.econbiz.de/10005350608
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We study some extensions of the empirical likelihood method, when theKullback distance is replaced by some general convex divergence or I'* dis-crepancy. We propose to use, instead of empirical likelihood, some regularizedform or quasi-empirical likelihood method, corresponding to a convex...
Persistent link: https://www.econbiz.de/10005350632
We propose a test for assessing the stability of a temporaleconometric linear model. The test is based on subsampling ideas moreprecisely to the consistency of the least square estimator whose behavior isstudied on subintervals over time. Our test allows to detect breakpoints onthe boundaries...
Persistent link: https://www.econbiz.de/10005350643