The ARIMA procedure primarily uses the computational methods outlined by Box and Jenkins. Marquardt's method is used for the nonlinear least-squares iterations. Numerical approximations of the ...

In this article the problem of obtaining the maximum likelihood estimates of the parameters from a special type of linear combination of discrete probability functions is discussed. It is shown that ...

There is hardly any literature on modelling nonlinear dynamic relations involving nonnormal time series data. This is a serious lacuna because nonnormal data are far more abundant than normal ones, ...

Empirical likelihood methods have emerged as a robust, non‐parametric framework for statistical inference that skilfully bypasses the need for strong parametric assumptions. By constructing likelihood ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...