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Nonparametric estimation of the conditional variance function with correlated errors
(Taylor & Francis, 2006)
Nonparametric forecasting in time series: a comparative study
(Taylor & Francis, 2007)
The problem of predicting a future value of a time series is considered in this
paper. If the series follows a stationary Markov process, this can be done
by nonparametric estimation of the autoregression function. Two ...
Introducción a la simulación y a la teoría de colas
(Netbiblo, 2002)
[Resumen] Esta Obra cubre los contenidos basicos de las materias: Simulacion y Teoria de Colas; son de indudable interes en titulaciones universitarias como la Ingenieria Informatica o de Telecomunicaciones y resultando ...
Asymptotic properties of Local Polynomial regression with missing data and correlated errors
(2007)
The main objective of this work is the nonparametric estimation of
the regression function with correlated errors when observations are
missing in the response variable. Two nonparametric estimators of
the regression ...
Bayesian control of the number of servers in a GI/M/c queueing system
(Elsevier, 2007)
In this paper we consider the problem of designing a GI/M/c queueing system. Given arrival and service data, our objective
is to choose the optimal number of servers so as to minimize an expected cost function which depends ...
Bayesian estimation for the M/G/1 queue using a phase-type approximation
(Elsevier, 2004)
This article deals with Bayesian inference and prediction for M/G/1 queueing systems. The
general service time density is approximated with a class of Erlang mixtures which are phase-type
distributions. Given this phase-type ...
Queues in Reliability
(Wiley, 2007)
Queueing models can be useful in solving many complex reliability problems. Component
failures are usually interpreted as the arrival of customers and the repair or
replacement of failed components is typically associated ...
An introduction to quadrature and other numerical integration techniques
(Wiley, 2007)
The objective in numerical integration is the approximation of a definite integral
using numerical techniques. There are a large number of numerical integration methods
in the literature and this article overviews some of ...
Nonlinear regression model checking via local polynomial smoothing
(2007-05-14)
A goodness-of-fitt test statistic for nonlinear regression models based on local polynomial estimation is proposed in this paper. The criterion used to construct the test is the distance between the parametric fitt and the ...
Recursive local polynomial regression under dependence conditions
(Springer, 2000)
In the case of the random design nonparametric regression, one recursive local polynomial smoother is considered. Expressions for the bias and the variance matrix of the estimators of the regression function and its ...