In this work we introduce the concept of Bures–Wasserstein barycenter Q∗, that is essentially a Fréchet mean some distribution P supported on subspace positive semi-definite d-dimensional Hermitian operators H+(d). We allow to be constrained affine H+(d), and provide conditions ensuring its existence uniqueness. also investigate convergence concentration properties an empirical counterpart Q∗ i...

Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametri...

Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...