Lidia Filus, Teresa Oliveira, Christos H Skiadas (Eds)

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pp 554

Chapter 1

Stochastic Modeling, First Passage Time and Copulas

Mario Abundo

An inverse First-passage Problem for One-dimensional Diffusions reflected between two boundaries

3-17

Ilias Gialampoukidis and Ioannis Antoniou 

Time Operator and Innovation. Applications to Financial Data

19-31

Lino Sant

Including Path Continuity Properties in Process Estimation

33-43

Lino Sant and Mark Anthony Caruana

Estimation of Levy Processes through Stochastic Programming

45-52

Jozef Komorník, Magda Komorníková, Jana Kalická, and Cuong Nguyen

Tail dependence of enriched class of perturbed copulas with modelling applications

53-63

Aleka Papadopoulou, Sally McClean and Lalit Garg

Discrete semi Markov patient pathways through hospital care via Markov modelling

65-72

Chapter 2

Statistics, Distributions, Bayesian Modeling

Robert G Aykroyd, Hugo Hidalgo-Silva, and Enrique Gómez Treviño

On the effect of Bayesian prior assumptions in the solution of geophysical inverse problems

75-86

Adelaide M. Figueiredo1 and Fernanda O. Figueiredo

Monitoring the covariance matrix of a multivariate skew normal distribution

87-94

Josu Arteche and Jesus Orbe

An approach to estimate the exact distribution of the Local Whittle estimator

95-107

Margus Pihlak

Modeling of multivariate skewness measure distribution

109-113

Selin SAHIN and Ruya SAMLI

A Stochastic Modelling of The Extraction Process : Response Surface Methodology

115-119

Chapter 3

Models and Modeling

Renato Fernandes and Pedro Campos

The Portuguese Stable Equivalent Population: A model and trends

123-135

Gennady M. Koshkin and Valery I. Smagin

Two-Stage Kalman Filtering for Discrete Systems Using Nonparametric Algorithms

137-143

Takayuki Shiohama

Estimating Multi-Factor Discretely Observed Vasicek Term Structure Models with non-Gaussian Innovations

145-154

Chapter 4

Data Analysis

Ludmila A. Dmitrieva, Igor E. Kanunikov, Maria N. Krivoshapova, Yuri A. Kuperin, Nikolai M. Smetanin, Maria A. Shaptiley

The Study of Correlation Dimension of the EEG Signals in a State of Meditation by means of Empirical Mode Decomposition

157-169

Cong Xu and James M Freeman

Ranking charity applications

171-181

Margarita Marín and Campo Elías Pardo

Evolution of electoral behavior by principal axes methods

183-193

Áurea Sousa, Helena Bacelar-Nicolau, and Osvaldo Silva

Hierarchical Cluster Analysis of Groups of Individuals: Application to Business Data

195-203

Samuel Kosolapov

Monte-Carlo Reliability Evaluation of the Ring Detector based on Heavily Masked Normalized Correlation

205-212

Chapter 5

Statistics in Health Sciences and Sports

Domingos J. Lopes da Silva, Teresa A. Oliveira, and Amílcar Oliveira

Body composition and food intake in athletes and non-athletes Portuguese male adolescents

215-224

Christopher T. Lenard, Terence M. Mills, and Ruth F.G. Williams

Comparing the Cumulative Rates of Cancer in two Populations

225-232

Alejandro Aguirre and Fortino Vela

Impacts of diabetes and homicide mortality on life expectancy in Mexico

233-240

Christos H Skiadas

Estimating the Healthy Life Years Lost: The Health–Mortality Approach Compared to the Global Burden of Disease Studies

241-254

Chapter 6

Statistical Modelling and Applications

Haritini Tsangari, Zoi Konsoula, Stephanie Christou, Kyriakos Georgiou, and Edna Yamasaki

Modeling the relationship between temperature and daily mortality in Cyprus

257-272

Carla Noronha, Teresa Oliveira, and Ruy Costa

Statistical Modelling on the antibiotic synthesis process

273-281

Conceição Leal, Teresa Oliveira, Amílcar Oliveira

Stochastic Response Surface Methodology – a study on polynomial chaos expansion

283-295

André  G. C. Pereira, Bernardo B. de Andrade, and Enrico Colossimo

Is it worth using a fuzzy controller to adjust the mutation probability in a genetic algorithm when the input variable is the number of iterations?

297-311

Chapter 7

Experimental Design and Related Topics

Sandra S. Ferreira, Célia Nunes, Dário Ferreira, and João Tiago Mexia

Estimation in Models with Commutative Orthogonal Block Structure, Imbedded Orthogonality

315-323

Milan Stehlík and Philipp Hermann

Optimal design for parameters of stochastic processes

325-331

Carla Francisco and Teresa A. Oliveira

BIBD, Hadamard Matrices and Risk Of Data Loss on QR Codes

333-345

Petya Valcheva

Combinatorial Approach to Statistical Design of Experiments

347-352

Chapter 8

Information Theory and Risk Analysis

Thomas L. Toulias and Christos P. Kitsos

Entropy Measures and the Generalized Fisher's Information

355-364

Thomas L. Toulias

Entropy and Information Measures for the Generalized Normal Distribution

365-383

Jozef Kiseľák, Mrinal Kanti Roychowdhury, Jiří Dušek, and Milan Stehlík

Quantization dimension and Iterated function system generation of chaos with applications in ecology

385-391

Georgios C. Zachos

Accuracy of the Risk Estimators

393-407

M. Ivette Gomes, Frederico Caeiro, and Fernanda Figueiredo

A Partially Reduced-Bias Value-at-Risk Estimation Procedure

409-419

Nadiia Zinchenko

Strong Approximation of the Random Sums with Applications in Queuing and Risk Theories

421432

Chapter 9

Time Series, Signals, Networks

Lúcia M. S. Pinto, Ricardo Fabbri, and Francisco D. Moura Neto

Diffusion Maps in the Reconstruction of Nonlinear Signals

435-441

Erika Watanabe and Norio Watanabe

Weighted Multivariate Fuzzy Trend Model for Seasonal Time Series

443-450

Boli Ya. Yarkulov

Management of technical maintenance of water pipeline networks on the basis of reliability characteristics

451-460

Larisa Manita

Singular extremals in control problems for wireless sensor networks

461-474

Farid Monsefi, Milica Rančić, Sergei Silvestrov, and Slavoljub Aleksić

Sommerfeld's Integrals and Hallén's Integral Equation in Data Analysis for Horizontal Dipole Antenna above Real Ground

475-486

Sofiane Ouazine and Karim Abbas

Sensitivity Analysis of the GI/M/1 Queue with Negative Customers

487-493

Chapter 10

Statistical Quality Control

Asma Amdouni, Philippe Castagliola, Hassen Taleb, and Giovanni Celano

Monitoring the Coefficient of Variation with Run Rules in Short Production Runs

497-504

Fernanda Otília Figueiredo and M. Ivette Gomes

Control charts implemented on the basis of a bootstrap reference sample

505-514

Maysa S. De Magalhães, Viviany L. Fernandes and Francisco D. Moura Neto

Statistical design of an adaptive control chart for linear profile monitoring

515-528

Angeliki Vyniou,Stelios Psarakis and Kostas Triantafyllopoulos

Control charts for arbitrage-based trading

529-541

Author Index

543-544