Nonlinearities, exponential trends, and Euler equations are three key features of standard dynamic volatility models of speculation, economic growth, or macroeconomic fluctuations with occasionally binding constraints and ...

In this work, we present the BMM 2D estimator, a robust estimator for the parameters of the bidimensional autoregressive model (AR-2D model). The new estimator is a two-dimensional extension of the BMM estimator for the ...

Dolby's (1976) ultrastructural model with no replications is investigated within the class of the elliptical distributions. General asymptotic results are given for the sample covariance matrix S in the presence of incidental ...

The purpose of this paper is twofold. We first provide the mathematical analysis of a dynamic contact problem in thermoelasticity, when the contact is governed by a normal damped response function and the constitutive ...

This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S ...

We prove strong convergence and asymptotic normality for the record and the weak record rate of observations of the form Y-n = X-n + T-n, n >= 1, where (X-n)(n is an element of z) is a stationary ergodic sequence of random ...

This paper studies the problem of estimating a parameter vector from measurements having a multivariate chi-squared distribution. Maximum likelihood estimation in this setting is unfeasible because the multivariate chi-squared ...

The purpose of this article is to investigate estimation and hypothesis testing by maximum likelihood and method of moments in functional models within the class of elliptical symmetric distributions. The main results ...

© Brazilian Statistical Association, 2021.In this paper, we consider a model for data analysis with measurement errors. The main objective of this work is to develop statistical inference tools, such as parameter estimation ...