Mahdi Emadi

Learn More
We consider n observations from the GARCH-type model: Z = UY, where U and Y are independent random variables. We aim to estimate density function Y where Y have a weighted distribution. We determine a sharp upper bound of the associated mean integrated square error. We also make use of the measure of expected true evidence, so as to determine when model(More)
In this paper, the likelihood ratio approach is applied for measuring evidence provided by record data in favor of a hypothesis against an alternative under a random sampling scheme. Explicit expressions for probabilities of observing strong andweak evidences are derived. Asymptotic behaviors of these probabilities are investigated in a greater detail.(More)
  • 1