The trend-renewal-process (TRP)is defined to be a time-transformed renewal process, where the time transformation is given by a trend function λ(·) which is similar to the intensity of a nonhomogeneous Poisson process (NHPP). A nonparametric maximum likelihood estimator of the trend function of a TRP is obtained under the often natural condition that λ(·) is monotone. An algorithm for computing...

Dietary antioxidants may protect against poor ventilatory function. We assessed the relation between ventilatory function and antioxidant components of diet in young Chileans. Forced expiratory volume in 1 s (FEV1), forced vital capacity (FVC), and the ratio FEV1/FVC were measured in 1232 adults aged 22-28 years, using a Vitalograph device. Dietary intake was ascertained with a food frequency q...

In the general geometric asset price model, the asset price P (t) at time t satisfies the relation P (t) = P0 · eα·f(t)+σ·F (t) , t ∈ [0, T ], where f is a deterministic trend function, the stochastic process F describes the random fluctuations of the market, α is the trend coefficient, and σ denotes the volatility. The paper examines the problem of optimal trend estimation by utilizing the con...

Sales forecasting is a starting point of supply chain management, and its accuracy influences business management significantly. In industries, how to improve forecasting accuracy such as sales, shipping is an important issue. In this paper, a hybrid method is introduced and plural methods are compared. Focusing that the equation of exponential smoothing method (ESM) is equivalent to (1,1) orde...