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This book points the attention on a very crucial topic in Statistics - Model Selection - from a Bayesian point of view. In particular we are interested in analyzing the way in which we have to think and rationalize, when dealing with a problem ..

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An American option is a financial contract between two agents, who agree to buy or sell an asset at a fixed strike price at any time before a specified expiration date. When is the optimal time to exercise the option in order to maximize revenue?..

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This book explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the Johannesburg Stock Exchange (JSE). The study is largely inspired by the work of Chris BrookThe volume..

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Test statistics from the weighted log-rank class are commonly used to compare treatments when there is right censoring, testing for trend and testing for independence . This thesis uses saddlepoint methods to determine mid-p-values, and..

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In survey sampling we are often concerned with the estimation of population parameters with the use of auxiliary information, which may be available (or made available by diverting a part of the resources) in one form or the other. If used properly,..

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The aim of this book is to analyse the various behaviour of Retrial queueing system. To motivate, many examples have been quoted.In this book, concepts like priority services,vacation policies,unreliable server,second optional ..

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The Normal Inverse Gaussian distribution is used as a model of logarithmic returns of index values. We use the Esscher transform and the Black Scholes formula for the option pricing. The calibration of the distribution parameters afects the..

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The book has been written in very simple and graspable language. The research methodologies developed for research work in any field are incorporated in the book. Apart form research workers, the book is very useful for under- graduate, post..

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Long-range dependence in discrete and continuous time Markov chains over a countable state space is defined via embedded renewal processes brought about by visits to a fixed state. In the discrete time chain, solidarity properties are obtained..

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The book is devoted to the scaling properties of financial time series. In particular, the book deals carefully with the empirical determination of the Hurst exponent. The main statistical features of the financial indexes are presented, along with..

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