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Mostrando ítems 11-20 de 1650
Efficient estimation of seasonal long-range-dependent processes
(TIETO LTD., 2005)
State space modeling of long-memory processes
(INST MATHEMATICAL STATISTICS, 1998)
This paper develops a state space modeling for long-range dependent data. Although a long-range dependent process has an infinite-dimensional state space representation, it is shown that by using the Kalman filter, the ...
Fractionally integrated processes of Ornstein-Uhlenbeck type
(Pontificia Universidad Católica del PerúPE, 2017)
Mutual information identifies spurious Hurst phenomena in resting state EEG and fMRI data
(American Physical Society, 2018-02)
Long-range memory in time series is often quantified by the Hurst exponent H, a measure of the signal's variance across several time scales. We analyze neurophysiological time series from electroencephalography (EEG) and ...
Critical region of long-range depinning transitions
(American Physical Society, 2018-10)
The depinning transition of elastic interfaces with an elastic interaction kernel decaying as 1/rd+σ is characterized by critical exponents which continuously vary with σ. These exponents are expected to be unique and ...