We consider the problem of testing for homogeneity of variance in a time series with long memory structure. We demonstrate that a test whose null hypothesis is designed to be white noise can in fact be applied, on a scale by scale basis, to the discrete wavelet transform of long memory processes. In particular, we show that evaluating a normalized cumulative sum of squares test statistic using ...

This paper proposes an adaptive algorithm for clustering cumulative probability distribution functions (c.p.d.f.) of a continuous random variable, observed in different populations, into the minimum homogeneous clusters, making no parametric assumptions about the c.p.d.f.’s. The distance function for clustering c.p.d.f.’s that is proposed is based on the KolmogorovSmirnov two sample statistic. ...

For s-dependent systems, reliability models capable of reflecting the effect of failure dependence, i.e. the so called “common cause failure” are in demand, since the system reliability depends not only on the reliabilities of the individual components but also on the interactions among the component failures. Based on the attribute of system failure, the meaning of order statistics, as well as...

Robust estimators of the variogram can be used to identify a random function that describes the background variation of a soil property with the minimum influence of contaminants from a quasi point process. A method is proposed to exploit this to identify data which are best treated as a realization of a quasi point process rather than of a continuous random function for purposes of spatial ana...

Inference on vertex-aligned graphs is of wide theoretical and practical importance. There are, however, few flexible tractable statistical models for correlated graphs, even fewer comprehensive approaches to parametric inference data arising from such graphs. In this paper, we consider the Bernoulli random graph model (allowing different coefficients edge correlations pairs vertices), introduce...