scholarly journals Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

2007 ◽  
Vol 35 (5) ◽  
pp. 2001-2017 ◽  
Author(s):  
Boris Buchmann ◽  
Ngai Hang Chan
Axioms ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 25 ◽  
Author(s):  
Ehab Almetwally ◽  
Randa Alharbi ◽  
Dalia Alnagar ◽  
Eslam Hafez

This paper aims to find a statistical model for the COVID-19 spread in the United Kingdom and Canada. We used an efficient and superior model for fitting the COVID 19 mortality rates in these countries by specifying an optimal statistical model. A new lifetime distribution with two-parameter is introduced by a combination of inverted Topp-Leone distribution and modified Kies family to produce the modified Kies inverted Topp-Leone (MKITL) distribution, which covers a lot of application that both the traditional inverted Topp-Leone and the modified Kies provide poor fitting for them. This new distribution has many valuable properties as simple linear representation, hazard rate function, and moment function. We made several methods of estimations as maximum likelihood estimation, least squares estimators, weighted least-squares estimators, maximum product spacing, Crame´r-von Mises estimators, and Anderson-Darling estimators methods are applied to estimate the unknown parameters of MKITL distribution. A numerical result of the Monte Carlo simulation is obtained to assess the use of estimation methods. also, we applied different data sets to the new distribution to assess its performance in modeling data.


2015 ◽  
Vol 186 (2) ◽  
pp. 345-366 ◽  
Author(s):  
Alexandre Belloni ◽  
Victor Chernozhukov ◽  
Denis Chetverikov ◽  
Kengo Kato

Sign in / Sign up

Export Citation Format

Share Document