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Han Lin Shang
A key summary statistic in a stationary functional time series is the long-run covariance function that measures serial dependence. It can be consistently estimated via a kernel sandwich estimator, which is the core of dynamic functional principal compon...
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Sung-Eun Cho
The maintenance of water-retaining structures involves evaluating their performance against current and future operating water levels. Fragility curves are commonly used for this purpose, as they indicate the conditional probability of failure for variou...
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Hui Yao and Thomas Taimre
We consider the problem of estimating tail probabilities of random sums of scale mixture of phase-type distributions?a class of distributions corresponding to random variables which can be represented as a product of a non-negative but otherwise arbitrar...
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Palaiologos Palaiologou, Kostas Kalabokidis, Michelle A. Day, Alan A. Ager, Spyros Galatsidas and Lampros Papalampros
Predicting where the next large-scale wildfire event will occur can help fire management agencies better prepare for taking preventive actions and improving suppression efficiency. Wildfire simulations can be useful in estimating the spread and behavior ...
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Monica Defend, Aleksey Min, Lorenzo Portelli, Franz Ramsauer, Francesco Sandrini and Rudi Zagst
This article considers the estimation of Approximate Dynamic Factor Models with homoscedastic, cross-sectionally correlated errors for incomplete panel data. In contrast to existing estimation approaches, the presented estimation method comprises two exp...
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Ramesh Adhikari, Kyle J. Putnam and Humnath Panta
This paper examines the performance of a naïve equally weighted buy-and-hold portfolio and optimization-based commodity futures portfolios for various lookback and holding periods using data from January 1986 to December 2018. The application of Monte Ca...
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Kiyoshi Umeki,Marc David Abrams,Keisuke Toyama,Eri Nabeshima
Pág. e019
Aim of study: To develop a statistical model framework to analyze longitudinal wind-damage records while accounting for autocorrelation, and to demonstrate the usefulness of the model in understanding the regeneration process of a natural forest.Area of ...
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Kyle Eyvindson,Rami Saad,Ljusk Ola Eriksson
Pág. e013
Aim of study: To examine methods of incorporating risk and uncertainty to stand level forest decisions.Area of study: A case study examines a small forest holding from Jönköping, Sweden.Material and methods: We incorporate empirically estimated uncertain...
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Monica Cristina Meschiatti, Gabriel Constantino Blain
Pág. 417 - 422
The Generalized Extreme value Distribution (GEV) has been widely used to assess the probability of extreme weather events and the parameter estimation method is a key factor for improving its quantile estimates. On such background, this study aimed to in...
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Sandra Cristina de Oliveira, Marinho Gomes de Andrade
Pág. 339 - 347
Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student?s t distributions for the conditional distribution of the return series. A non-informative prior distribution was adopted and...
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