A mixture vector autoregressive model has recently been introduced to the literature. Although this model is a promising candidate for nonlinear multiple time series modeling, high dimensionality of the parameters and lack of method for computing the standard errors of estimates limit its...

Recently, a new cure rate survival model has been proposed by considering the Conway–Maxwell Poisson distribution as the distribution of the competing cause variable. This model includes some of the well-known cure rate models discussed in the literature as special cases. Cancer clinical...

We study large-sample properties of likelihood ratio tests of the unit root hypothesis in an autoregressive model of arbitrary, finite order. Earlier research on this testing problem has developed likelihood ratio tests in the autoregressive model of order one, but resorted to a plug-in approach...

This paper presents optimum simple step-stress plans under the log-logistic cumulative exposure model. The likelihood function of the model parameters is derived, from which the Fisher information matrix and the asymptotic variance of the reliability estimate are obtained. Optimum times of...

The purpose of this paper is to give a systematic account of the maximum likelihood inference concerning cointegration vectors in non-stationary vector value autoregressive time series with Gaussian errors. The hypothesis of r cointegration vectors is given a simple parametric formulation in...

The Birnbaum–Saunders distribution is useful for modeling reliability data. In this paper we obtain adjusted profile maximum likelihood estimators for the Birnbaum–Saunders distribution shape parameter under type II data censoring. We consider the adjustments to the profile likelihood...