Filtered log-periodogram regression estimation of the fractional differencing parameter d is considered. Asymptotic properties are derived and the effect of filtering on d̂ is investigated. It is shown that the estimator by Geweke and Porter-Hudak (1983) can be improved significantly using a simple family of filters. The essential improvement is based on a binary decision that is asymptotically ...

In this paper the log-exponentiated-Weibull regression model is modified to allow the possibility that long term survivors are present in the data. The modification leads to a log-exponentiated-Weibull regression model with cure rate, encompassing as special cases the log-exponencial regression and log-Weibull regression models with cure rate typically used to model such data. The models attemp...

Standard lifetime distributions usually very place strong restrictions on the data as is well illustrated by their inability to produce bathtub curves, and thus to adequately interpret data with this character. Mudholkar et al. (1995) introduced the exponentiated-Weibull distribution and Xie et al. (2002) proposed the new Weibull extension distribution. The new Weibull extension distribution wi...

This paper studies fractional processes that may be perturbed by weakly dependent time series. The model for a perturbed fractional process has a components framework in which there may be components of both long and short memory. All commonly used estimates of the long memory parameter (such as log periodogram (LP) regression) may be used in a components model where the data are affected by we...

We study the approximation of arbitrary distributions P on ddimensional space by distributions with log-concave density. Approximation means minimizing a Kullback–Leibler type functional. We show that such an approximation exists if, and only if, P has finite first moments and is not supported by some hyperplane. Furthermore we show that this approximation depends continuously on P with respect...

This paper describes a new multi-channel method of noisy speech recognition, which estimates the log spectrum of speech at a closetalking microphone based on the multiple regression of the log spectra (MRLS) of noisy signals captured by distributed microphones. The advantages of the proposed method are as follows: 1) The method does not require a sensitive geometric layout, calibration of the s...

In this paper we introduce a kind of asymmetric distribution for nonnegative data called log-proportional hazard distribution (LPHF). This new distribution is used to study an asymmetrical regression model for data with limited responses (censored) through the mixture of a Bernoulli distribution with logit link and the LPHF distribution. Properties of the LPHF distribution are studied, maximum ...

This paper discusses the use of fractional exponential models (Robinson (1990), Beran (1994)) to model the spectral density f(x) of a covariance stationary process when f(x) may be decomposed as f(x) = x ?2d f (x), where f (x) is bounded and bounded away from zero. A form of log-periodogram regression technique is presented both in the parametric context (i.e. f (x) is a nite order exponential ...

The machine learning community has focused on confidentiality problems associated with statistical analyses that “integrate” data stored in multiple, distributed databases where there are barriers to simply integrating the databases. This paper discusses various techniques which can be used to perform statistical analysis for categorical data, especially in the form of log-linear analysis and l...