Phase space reconstruction is investigated as a diagnostic tool for determining the structure of detected nonlinear processes in regression residuals. Empirical evidence supporting this approach is provided using simulations from an Ikeda mapping and the S&P 500. Results in the form of phase portraits (e.g., scatter plots of reconstructed dynamical systems) provide qualitative information to di...

Introduction: Colorectal cancer (CRC) is a commonly fatal cancer that ranks as third worldwide and third and the fifth in Iranian women and men, respectively. There are several methods for analyzing time to event data. Additive hazards regression models take priority over the popular Cox proportional hazards model if the absolute hazard (risk) change instead of hazard ratio is of primary concer...

Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...

Both fluorometric and microbiological measurements of urinary riboflavin excretion have served as a basis for evaluation of nutritional status, detection of deficiency states, measurement of physiological availability, and determination of daily requirements. Fluorometric assay methods have commonly followed three basic procedures; namely, (a) that of Najjar (l), based on the extraction of ribo...

We explore the functional convex order of martingale diffusions and stochastic integrals with respect to their diffusion coefficient in both a Brownian and a jump framework. We finally extend this result to the Snell envelope of functionals of these process i.e. to American options with pathwise payoffs.