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This study considers the bootstrap cumulative sum (CUSUM) test for a parameter change in location‐scale time series models with heteroscedasticity. The CUSUM test has been popular for detecting an abrupt change in time series models because it performs well in many applications. However, it has...
To understand and predict chronological dependence in the second‐order moments of asset returns, this paper considers a multivariate hysteretic autoregressive (HAR) model with generalized autoregressive conditional heteroskedasticity (GARCH) specification and time‐varying correlations, by...
In cybersecurity, incomplete inspection, resulting mainly from computers being turned off during the scan, leads to a challenge for scheduling maintenance actions. This article proposes the application of partially observable decision processes to derive cost‐effective cyber maintenance actions...
No abstract is available for this article.
The operation of a stand‐alone photovoltaic (PV) system ultimately aims for the optimization of its energy storage. We present a mathematical model for cost‐effective control of a stand‐alone system based on a PV panel equipped with an angle adjustment device. The model is based on viscosity...
We consider systems that are subject to an external mixed Poisson shock process. Each shock can result in a failure of a system with a given probability and is survived with the complementary probability. Each shock additionally decreases the quality function that describes the performance of a...
Longitudinal inspections of thickness at particular locations along a pipeline provide useful information to assess the remaining life of the pipeline. In applications with different mechanisms of corrosion processes, we have observed various types of general degradation paths. We present two...
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