The CreditRisk+ model is one of the industry standards for valuation default risk in credit loans portfolios. calibration requires, inter alia, specification parameters describing structure dependence among events. This work addresses these parameters. In particular, we study procedure on sampling period rate time series, that might be different from horizon onto which used forecasting, as it o...

Multiple factors complicate the analysis of animal telemetry location data. Recent advancements address issues such as temporal autocorrelation and telemetry measurement error, but additional challenges remain. Difficulties introduced by complicated error structures or barriers to animal movement can weaken inference. We propose an approach for obtaining resource selection inference from animal...

Traditionally, the process capability index is developed assuming that the process output data are independent and follow normal distribution. However, in most environmental cases, the process data have more than one quality characteristic and exhibit property of autocorrelation. We propose two novel multivariate process capability indices for autocorrelated data, NMACp and NMACpm for the-nomin...

Quantifying animals' home ranges is a key problem in ecology and has important conservation and wildlife management applications. Kernel density estimation (KDE) is a workhorse technique for range delineation problems that is both statistically efficient and nonparametric. KDE assumes that the data are independent and identically distributed (IID). However, animal tracking data, which are routi...

This paper investigates the performance of IMF WEO growth forecast revisions across different horizons and country groups. We find that: (i) in closer to actual are generally larger, more volatile, negative; (ii) on average, right direction, becoming progressively responsive error gap as get year; (iii) systemic economies relevant for all groups; (iv) Consensus Forecast highly correlated; (v) f...