We consider the time-dependent shear flow of an Oldroyd-B fluid with slip along the fixed wall. Slip is allowed by means of a generic slip equation predicting that the shear stress is a non-monotonic function of the velocity ...

"This book presents the latest developments in the field of reliability science focusing on applied reliability, probabilistic models and risk analysis. It provides readers with the most up-to-date developments in this ...

We consider a locally stationary model for financial log-returns whereby the returns are independent and the volatility is a piecewise-constant function with jumps of an unknown number and locations, defined on a compact ...

We investigated the problem of testing equality among spectral densities of several independent stationary processes. Our main methodological contribution is the introduction of a novel semiparametric log-linear model that ...

We consider a log-linear model for time series of counts. This type of model provides a framework where both negative and positive association can be taken into account. In addition time dependent covariates are accommodated ...

In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the conditional mean is linked linearly to its past values, as well as ...

It is well known that untractable normalizing constants of probability density functions complicate the calculation of maximum likelihood estimators. Usually numerical or Monte Carlo methods are employed in order to obtain ...

We consider the problem of testing pairwise dependence for stationary time series. For this, we suggest the use of a Box–Ljung-type test statistic that is formed after calculating the distance covariance function among ...