This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering.

Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few.

This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

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This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering.

Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few.

This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Part I Plenary Papers 1 Large Deviations of χ2 Divergence Errors on Partitions 2 Detection of Changes in INAR Models 3 Visualizing Association Structure in Bivariate Copulas Using New Dependence Function Part II Theory and Related Topics 4 Smoothed Nonparametric Derivative Estimation Based on Weighted Difference Sequences 5 Model Selection Using Cramer?von Mises Distance 6 Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model 7 An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev?Roberts Procedure for Change-Point Detection under Exponential Observations 8 Adaptive Density Estimation from Data Containing Bounded Measurement Errors 9 Poisson Model with Three Binary Predictors: When are Saturated Designs Optimal? 10 Computing D-Optimal Experimental Designs for Estimating Treatment Contrasts Under the Presence of a Nuisance Time Trend 11 Variable Inspection Plans for Continuous Populations with Unknown Short Tail Distributions 12 Goodness-of-Approximation of Copulas by a Parametric Family 13 Selection Consistency of Generalized Information Criterion for Sparse Logistic Model 14 Kernel Estimation of Wiener?Hammerstein System Nonlinearity 15 Monitoring Changes in RCA Models 16 Detecting Changes in Spatial-Temporal Image Data Based on Quadratic Forms 17 Optimal Designs for Steady-State Kalman Filters 18 On the Impact of Correlation on the Optimality of Product-Type Designs in SUR Models 19 On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order 20 Change-Point Detection of the Mean Vector with Fewer Observations than the Dimension Using Instantaneous Normal Random Projections 21 On Some Distributed Disorder Detection 22 Changepoint Inference for Erdos?Renyi Random Graphs 23 Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series Part III Stochastic Models, Methods and Simulations 24 Mixture and Non-mixture Cure Rate Model Considering the Burr XII Distribution 25 Obtaining Superior Wind Power Predictions from a Periodic and Heteroscedastic Wind Power Prediction Tool 26 Stochastic Dynamics of G-Protein-Coupled Cell-Surface Receptors 27 Novel Methodology of Change-Points Detection for Time Series with Arbitrary Generating Mechanisms 28 Self-concordant Profile Empirical Likelihood Ratio Tests for the Population Correlation Coefficient: A Simulation Study 29 Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms 30 Simultaneous Surveillance of Means and Covariances of Spatial Models 31 Risk Modelling of Energy Futures: A Comparison of RiskMetrics,Historical Simulation, Filtered Historical Simulation, and Quantile Regression 32 Periodic Models for Hydrological Storage Reservoir Levels. Case Study of New Zealand 33 Dynamic Price Linkage and Volatility Structure Model Between Carbon Markets 34 Combining Time Series Forecasting Methods for Internet Traffic 35 Stochastic Model of Cognitive Agents Learning to Cross a Highway 36 Threshold Models for Integer-Valued Time Series with Infinite or Finite Range 37 A Study on Robustness in the Optimal Design of Experiments for Copula Models 38 Use of a Generalized Multivariate Gamma Distribution Based on Copula Functions in the Average Bioequivalence 39 The Marginal Distribution of Compound Poisson INAR(1) Processes 40 Monitoring Euro Area Real Exchange Rates 41 Approximating Markov Chains for Bootstrapping and Simulation 42 Statistical Method to Estimate a Regime-Switching Levy Model 43 Wavelet Algorithm for Hierarchical Pattern Recognition 44 Risk of Selection of Irrelevant Features from High-Dimensional Data with Small Sample Size 45 Fundamental and Speculative Shocks ? Structural Analysis of Electricity Market 46 Decentralized Time-Constrained Scheduling for Sensor Network in Identification of Distributed Parameter Systems 47 Least Squares Estimators of Peptide Species Concentrations Based on Gaussian Mixture Decompositions of Protein Mass Spectra 48 Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control 49 The Impact of Renewables on Electricity Prices and Congestion in a Regime Switching Model: Evidence from the Italian Grid 50 On Hammerstein System Nonlinearity Identification Algorithms Based on Order Statistics and Compactly Supported Functions 51 An Algorithm for Construction of Constrained D-Optimum Designs 52 The Analysis of Stochastic Signal from LHD Mining Machine 53 Evaluating the Performance of VaR Models in Energy Markets Author Index