ABSTRACT: In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the ...

After computing the sample autocovariance matrices, PROC STATESPACE fits a sequence of vector autoregressive models. These preliminary autoregressive models are used to estimate the autoregressive ...

Abstract: The objective of this research is to study numerical integral equation (NIE) methods for evaluating the average run length (ARL) on the triple exponentially weighted moving average (TEWMA) ...

Estimators for the parameters of autoregressive time series are compared, emphasizing processes with a unit root or a root close to 1. The approximate bias of the sum of the autoregressive ...

The continuous new XLindley distribution was introduced by Nawel et al. (2023) as a special case of the polynomial exponential distribution proposed by Beghriche et al. (2022).The current paper ...

ABSTRACT: The analysis of time series is essential for building mathematical models to generate synthetic hydrologic records, to forecast hydrologic events, to detect intrinsic stochastic ...