The asymptotic distribution of maximum likelihood estimators is derived for a class of exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models. The result carries over to models for duration and realised volatility that use an exponential link function. A key feature of the model formulation is that the dynamics are driven by the score. Keywords: Duration models; g...

The parallel systems are special important types of coherent structures and have many applications in various areas.In this paper we consider a two-exchangeable-component parallel system for the Generalized Farlie-Gumbel-Morgenstern (Generalized FGM) distribution. We study the reliability properties of the residual lifetime of the system under the condition that both components of the system ar...

the parallel systems are special important types of coherent structures and have many applications in various areas.in this paper we consider a two-exchangeable-component parallel system for the generalized farlie-gumbel-morgenstern (generalized fgm) distribution. we study the reliability properties of the residual lifetime of the system under the condition that both components of the system ar...

Let X1, X2, ..., Xr be the first r order statistics from a sample of size n from the generalized exponential distribution with shape parameter θ. In this paper, we consider a Bayesian approach to predicting future order statistics based on the observed ordered data. The predictive densities are obtained and used to determine prediction intervals for unobserved order statistics for one-sample ...