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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 ...
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 ...
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 ...
Bootstrap tests for nonparametric comparison of regression curves with dependent errors
(Springer, 2007)
In this paper, the problem of testing the equality of regression curves with dependent data is studied. Several methods based on nonparametric estimators of the regression function are described. In this setting, the ...
Local polynomial regression estimation with correlated errors
(Taylor & Francis, 2001)
In this paper, we study the nonparametric estimation of the regression
function and its derivatives using weighted local polynomial fitting. Consider
the fixed regression model and suppose that the random observation ...