In this paper we analyse the repeated time series model where the fundamental component follows a ARMA process. In the model, the error variance as well as the number of repetition are allowed to change over time. It is shown that the model is identified. The maximum likelihood estimator is...

Bayesian analysis of an m-group regression model is considered. A convenient stage III prior is proposed, and cases when the posterior distributions take on a simple form are exhibited. The behavior of various point estimators of the linear parameters of the model are explored in a Monte Carlo...

In this paper, the problem of completing a contract between a buyer and a seller of insurance is presented as a two-person, zero-sum game, and previous results concerning optimal insurance contracts are reviewed from the viewpoint of game theory. While this point of view seems unrealistic, it is...