This paper proposes a new method of interval estimation for the long run response (or elasticity) parameter from a general linear dynamic model. We employ the biascorrected bootst...
an abstract optimization problem arising from biomolecular sequence analysis. For a sequence A of pairs (ai, wi) for i = 1, . . . , n and wi > 0, a segment A(i, j) is a consecu...
The one-dimensional functional equation g(y(t)) = cg(z(t)) with known functions y and z and constant c is considered. The indeterminacies are calculated, and an algorithm for appro...
The paper reconsiders the autoregressive aided periodogram bootstrap (AAPB) which has been suggested in Kreiß and Paparoditis (2003). Their idea was to combine a time domain param...
Change-point detection is the problem of discovering time points at which properties of time-series data change. This covers a broad range of real-world problems and has been acti...