Characterizations of Exponential Distribution via Conditional Expectations of Record Values

2000 Mathematics Subject Classification: 62G30, 62E10.

Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

On a Conditional Cauchy-type Functional Equation Involving Powers

We solve the functional equation f(x^m + y) = f(x)^m + f(y) in the realm of polynomials with integer coefficients.

Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes

Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.

Conditional Confidence Interval for the Scale Parameter of a Weibull Distribution

2000 Mathematics Subject Classification: 62F25, 62F03.

Maximization of a Linear Utility Function over the Set of the Housing Market Short-Term Equilibria

AMS subject classification: 90C05, 90A14.

Em Estimation of the Offspring Distribution in Mutitype Branching Processes - a Model in Cell Kinetics

2000 Mathematics Subject Classification: 60J80, 60J85, 62P10, 92D25.