期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2021; 35 (2)
Recently, there has been a growing interest in integer-valued time series models, including integer-valued autoregressive (INAR) models and integer-va......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020; 34 (3)
We study a rumor model from a percolation theory and branching process point of view. It is defined according to the following rules: (1) at time zero......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020; 34 (3)
This paper considers linear regression models when neither the response variable nor the covariates can be directly observed, but are measured with mu......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020; 34 (4)
Partially linear generalized single index models are widely used and have attracted much attention in the literature. However, when the covariates are......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020; 34 (4)
This paper introduces two classes of binomial integer-valued ARCH models with dynamic survival probabilities, each of which is controlled by a stochas......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020; 34 (1)
Longitudinal zero-inflated count data are widely encountered in many fields, while modeling the correlation between measurements for the same subject ......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2019; 33 (1)
We investigate the equivalence of dynamic and static asset allocations in the case where the price process of a risky asset is driven by a Poisson pro......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2019; 33 (1)
We consider a problem of checking whether the coefficient of the scale and location function is a constant. Both the scale and location functions are ......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2019; 33 (2)
In this paper, we study the change point problem for the skew normal distribution model from the view of model selection problem. The detection proced......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2019; 33 (3)
This paper discusses a pth-order dependence-driven random coefficient integer-valued autoregressive time series model (DDRCINAR(p)). Stationarity and ......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2019; 33 (3)
We revisit a shape inversion formula derived by Panaretos in the context of a particle density estimation problem with unknown rotation of the particl......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2018; 32 (1)
We study nonlinear regression models when the response and predictors are unobservable and distorted in a multiplicative fashion by partial linear add......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2018; 32 (3)
We study varying coefficient partially linear models when some linear covariates are error-prone, but their ancillary variables are available. After c......
期刊： BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2018; 32 (4)
In this paper, a dimension reduction method is proposed by using the first derivative of the conditional density function of response given predictors......
