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stat.ME2019★ 11 cited
Exact Semiparametric Inference and Model Selection for Load-Sharing Systems
Fabian Mies, Stefan Bedbur
As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to accou…
math.ST2019
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process
Fabian Mies
The Blumenthal-Getoor (BG) index characterizes the jump measure of an infinitely active Lévy process. It determines sample path properties and affects the behavior of various econo…