The adverse health effects of ambient ozone are well established. Given the high sensitivity of ambient ozone concentrations to meteorological conditions, the impacts of future climate change on ozone concentrations and its associated health effects are of concern. We describe a statistical modeling framework for projecting future ozone levels and its health impacts under a changing climate. Th...

Traffic Management Centers (TMC) want to improve the performance of road networks and reduce congestion by actively managing the infrastructure of a freeway corridor. A promising avenue for proactive traffic management is the prediction of the near-future traffic conditions in real-time by employing a traffic flow model. An important set of calibration parameters of such a model are the boundar...

This article investigates a Cautious Minimum Variance (CMV) control approach for controlling industrial process variability when the model parameters are estimated from data and subject to uncertainty. CMV control has a number of advantages over traditional robust control methods. It incorporates probabilistic, as opposed to deterministic, measures of parameter uncertainty, which are more consi...

In this paper, we study a first order random coefficient autoregressive model with Laplace distribution as marginal. A random coefficient moving average model of order one with Laplace as marginal distribution is introduced and its properties are studied. By combining the two models, we develop a first order random coefficient autoregressive moving average model with Laplace marginal and discus...

This paper considers the conditional sum of squares estimator (CSSE) for the moderate deviation MA(1) process that has the parameter of the MA(1) with the distance between the parameter and unity being larger than O(T−1). We show that the asymptotic distribution of the CSSE is normal, even though the process belongs to the local-tounity class. The convergence rate continuously changes from an i...