A MODIFIED ARMAX-GARCH MODEL: A COMPARISON BETWEEN BAYESIAN AND NON-BAYESIAN ESTIMATORS – TESTING THE SMALL-SAMPLE PROPERTIES
by: H. M. A. Hussein Page: 129 - 146 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 129 - 146 (November 2008) Downloads: 395 Views: 716
A PROPOSED METHODOLOGY FOR THE STATISTICAL HYPOTHESES TESTING OF THE LINEAR AND NON-LINEAR RESTRICTIONS IN THE MULTIPLICATIVE SEASONAL MOVING AVERAGE MODELS
by: Hassan M. A. Hussein Page: 147 - 165 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 147 - 165 (November 2008) Downloads: 304 Views: 959
USING MATHEMATICAL INDUCTION IN DERIVING THE EXACT DISTRIBUTION OF THE GINI’S INDEX ESTIMATOR: AN APPLICATION TO THE GAMMA DISTRIBUTION
by: Wafik Youssef Younan Page: 167 - 176 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 167 - 176 (November 2008) Downloads: 319 Views: 1039
THE VARIANCE FUNCTION OF THE DIFFERENCE BETWEEN TWO ESTIMATED RESPONSES FOR A FOURTH ORDER ROTATABLE DESIGN IN TWO DIMENSIONS
by: A. Karanjah, F. Njui and G. P. Pokhariyal Page: 177 - 191 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 177 - 191 (November 2008) Downloads: 310 Views: 993
KOLMOGOROV’S INEQUALITY FOR EXCHANGEABLE R.V.’S
by: Tryfon Daras Page: 193 - 206 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 193 - 206 (November 2008) Downloads: 325 Views: 950
BOOTSTRAP CONFIDENCE LIMITS FOR THE RELIABILITY OF STRESS-STRENGTH MODELS WITH EXPLANATORY VARIABLES
by: E. Park and A. A. Shikdar Page: 207 - 217 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 207 - 217 (November 2008) Downloads: 307 Views: 934
PREDICTING STEAM PRODUCTION USING KALMAN FILTER
by: Sri Wahyuningsih, Sutawanir Darwis, Agus Yodi Gunawan, Asep Kurnia Permadi and Mochamat Ali Ashat Page: 219 - 225 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 219 - 225 (November 2008) Downloads: 372 Views: 1004
EXCHANGE OPTION PRICING IN FRACTIONAL BLACK-SCHOLES MARKET
by: Yan-Qing Xiao and Jie-Zhong Zou Page: 227 - 236 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 227 - 236 (November 2008) Downloads: 319 Views: 911
MEASURES OF INEQUALITY AND SOCIAL WELFARE FROM THE GENERALIZED LAMBDA DISTRIBUTION
by: V. T. Beena and M. Kumaran Page: 237 - 259 Far East Journal of Theoretical Statistics Volume 26, Issue 2, Pages 237 - 259 (November 2008) Downloads: 359 Views: 732
