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12 articles for “Second-Order Statistics”
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Research ArticleOpen accessAll words, across the recordModeling Positive Time Series Data: A Neglected Aspect in Time Series CoursesMaman A. Djauhari, Lee Siaw Li, Rohayu Mohd SallehSomething has been forgotten in time series courses, in particular, when dealing with positive datasets. To describe the pattern hidden in this type of datasets, before we use a sophisticated method of modeling such as Autoregressive Integrated Moving Average (ARIMA), we propose to check first whether the data represent a Geometric Brownian Motion (GBM) process. If it is affirmative, unlike … …American Journal of Applied Sciences, Vol. 13, Issue 7 · 1 Jul 2016 · 7,533 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordCharacterizations for the Power Inverse Gaussian and Generalized Inverse Gaussian Distributions Based on Conditional MomentsAbdullah Yahia Al-HossainIn this study, we characterize the power inverse Gaussian and generalized inverse Gaussian distributions based on recurrence relations for conditional moments in terms of hazard rate functions. Relations for conditional moments of the largest order statistic (upper record value) given the second largest order statistic (upper record value) are derived from these recurrence relations. Characterizations of the inverse Gaussian, reciprocal … …Journal of Mathematics and Statistics, Vol. 11, Issue 3 · 23 Nov 2015 · 6,865 accessesView PDFCite