Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

This article considers a regression model on a Lexis diagram of an a × p table with a single response in each cell following a distribution in the exponential family. A regression model on the fixed ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

The work revisits the autocovariance function estimation, a fundamental problem in statistical inference for time series. We convert the function estimation problem into constrained penalized ...