Control charts for monitoring the median in non-negative asymmetric data

Statistical Methods & Applications - Control charts are commonly used for monitoring the mean of processes. However, there are practical applications in which asymmetric data are the standard....     

Comparing volatility forecasting models during the global financial crisis

Volatility estimation in financial markets has always been a challenge especially in time of crisis. Once asset prices and investment decisions are highly sensitive to such variable, many different models have been proposed in literature. This article estimates the volatility from a new family of stochastic volatility models called non-Gaussian State Space Models, a subclass of state space models where it is possible to compute exact likelihood. Volatilities of important Asian and Oceanian stock market indexes have been estimated and compared to APARCH model estimates. Results showed that non-Gaussian State Space Models outperformed significantly in both in-sample and forecasting cases.     

A new mixed first-order integer-valued autoregressive process with Poisson innovations

AStA Advances in Statistical Analysis - Integer-valued time series, seen as a collection of observations measured sequentially over time, have been studied with deep notoriety in recent years, with...     

Vacant Shops in a Crisis Period – A Morphological Analysis in Portuguese Medium-Sized Cities

Vacant shops are an important problem affecting urban areas today, particularly in the wake of the economic crisis. Most strategies to analyse and deal with this issue are related to economic and financial variables. However, the amount of research associating store geography and performance with urban morphology has increased over the past decade. Thus, this research tests the hypothesis that specific morphological features characterize vacant retail sites. Using four Portuguese cities as test-beds and Kernel density analysis to plot spatial patterns, vacant shops were for example positively correlated with low segment betweenness and negatively correlated with block area.     

Assessing Priorities of Transparency During COVID-19 Pandemic in Brazil

Public Organization Review - This article assesses the level of transparency of epidemiological and financial budgetary information on the COVID-19 pandemic in Brazilian state governments and the...     

The Harris Extended Exponential Distribution

A new lifetime distribution is proposed and studied. The Harris extended exponential is obtained from a mixture of the exponential and Harris distributions, which arises from a branching process. Several structural properties of the new distribution are discussed, including moments, generating function and order statistics. The new distribution can model data with increasing or decreasing failure rate. The shape of the hazard rate function is controlled by one of the added parameters in an uncomplicated manner. An application to a real dataset illustrates the usefulness of the new distribution.