Pliska Studia Mathematica Bulgarica

Volume 19, 2009



Branching Stochastic Processes: Regulation, Regeneration, Estimation, Applications
Kosto V. Mitov
Nikolay M. Yanev

2000 Mathematics Subject Classification: 60J80
Key words: : Branching process, Regulation, Regeneration, Statistical inference, Applications in biology and economics.

Estimation Of IRT Parameters Over a Small Sample. Bootstrapping of the Item Responses
Dimitar Atanasov

2000 Mathematics Subject Classification: 97C40
Key words: item response theory, small sample, bootstraping.

Offspring Mean Estimators in Branching Processes With Immigration
Dimitar Atanasov
Vessela Stoimenova
Nikolay Yanev

2000 Mathematics Subject Classification: 60J80
Key words: branching processes with immigration, offspring mean estimatimators, simulation.

Tail Inference for a Law in a Max-Semistable Domain of Attraction
Luisa Canto e Castro
Sandra Dias
Maria da Graca Temido

2000 Mathematics Subject Classification: 62G32, 62G05
Key words: max-semistable domain of attraction, geometrically growing sequence, nonparametric estimation.

On a Second Order Condition for Max-Semistable Laws
Luisa Canto e Castro
Maria da Graca Temido

2000 Mathematics Subject Classification: 62G32, 62G20
Key words: max-semistable law, first order condition, second order condition.

On Y-Linked Genes and Bisexual Branching Processes
M. Gonzalez
C. Gutierrez
R. Martinez
M. Mota

2000 Mathematics Subject Classification: 60J80
Key words: Sex-linked inheritance. Bidimensional bisexual stochastic model. Perfect fidelity mating. Extinction conditions.

Queue Length Simulations in a Finite Single-Line Queueing System with Repeated Calls
Velika Ilieva Dragieva

2000 Mathematics Subject Classification: 60K25
Key words: Queueing Theory, Finite Queueing Systems, Repeated Calls, Simulation Experiment.

Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model
Christine Jacob

2000 Mathematics Subject Classification: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10, 60G46, 60F15.
Key words: Stochastic nonlinear regression, Heteroscedasticity, Nonstationary, Conditional Least Squares Estimator, Consistency, GARCH model.

Early Detection of Emergent Events Based on an Extremal Process Approach
Christine Jacob
Zaher Khraibani
Elisaveta Pancheva

2000 Mathematics Subject Classification: 60G70, 62F03
Key words: Extremal process, records, point process, renewal process, sporadic, emergence.

Functional Transfer Theorems for Maxima of Stationary Processes
Pavlina Kalcheva Jordanova

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10
Key words: Subexponential distributions, Processes of maxima, Random time, Weak convergence, Stationary sequences.

Multiresponse Robust Engineering: Case with Errors in Factor Levels
Elena Koleva
Ivan Vuchkov
Kamen Velev

2000 Mathematics Subject Classification: 62J05, 62J10, 62F35, 62H12, 62P30
Key words: engineering design, mean and variance models, heteroscedasticity of observations, multiple correlated responses, errors in factor levels, parameter estimation

A Note on Bayesian Estimation for the Negative-Binomial Model
Y. L. Lio

2000 Mathematics Subject Classification: 62F15.
Key words: Negative Binomial Model, Bayes Estimation, Prior Distribution, Posterior Distribution.

Branching Processes in Autoregressive Random Environment
Penka Mayster

2000 Mathematics Subject Classification: 60J80, 60K05
Key words: controlled branching process, state-dependent emigration, random environment, extinction probability, limit theorem in the supercritical case.

Bootstrap for Critical Branching Process with Non-Stationary Immigration
I. Rahimov
M. H. Omar

2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99
Key words: branching process, non-stationary immigration, parametric bootstrap, threshold, martingale theorem, Skorokhod space.

Direction Finding Estimators of Cyclostationary Signals in Array Processing for Microwave Power Transmission
B. Shishkov
K. Hashimoto
H. Matsumoto
N. Shinohara
T. Mitani

Key words: microwave power transmission, direction finding, cyclostationarity, cyclic second- order statistics, cyclic higher-order statistics, coherent signals, linear prediction signal subspace fitting.

Suboptimal Multistage Nonparametric Hypotheses Test
Fedor Tsitovich

2000 Mathematics Subject Classification: 62L10, 62L15
Key words: multistage, sequential methods, hypothesis testing, asymptotic suboptimality, robustness.

Suboptimal Nonparametric Hypotheses Discriminating from Small Dependent Observations
Ivan Tsitovich

2000 Mathematics Subject Classification: 62L10
Key words: hypothesis testing, suboptimality, small dependence.

Some Bounds for Almost Absorbing Birth and Death Processes With Catastrophes
Alexander Zeifman
Alexander Chegodaev
Yakov Satin

2000 Mathematics Subject Classification: 60J27
Key words: birth and dead process with catastrophes, the rate of convergence, bounds for the mean.

Optimum Chemical Balance Weighing Design Under Certain Condition
Bronislaw Cerankah
Malgorzata Graczyk

2000 Mathematics Subject Classification: 62K05, 05B05.
Key words: Optimum chemical balance, weighing design, ternary balanced block design.