Some asymptotic statistical properties of the sample mean of a class locally stationary long-memory process are studied in this paper. Conditions for consistency are investigated and precise convergence rates of the variance ...

This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A ...

During the first 90 days of the COVID-19 outbreak in the United States, over 675,000 confirmed cases of the disease have been reported, posing unprecedented socioeconomic burden to the country. Due to inadequate research ...

Conventional geostatistics often relies on the assumption of second order stationarity of the random function (RF). Generally, local means and local variances of the random variables (RVs) are assumed to be constant throughout ...

While it is recognized that many macroeconomic time series are highly persistent over certain range, less persistent results are also found around very long horizons, indicating the existence of local or temporary persistency. ...

While it is recognized that output fuctuations are highly persistent over certain range, less persistent results are also found around very long horizons (Conchrane, 1988), indicating the existence of local or temporary ...

Hydric planning aims to guarantee, in quantity and quality, the availability of water for current and future generations. However, due to various environmental changes in land use, in addition to global climate changes, ...

An epidemic model with births and deaths is considered on a two-dimensional L×L lattice. Each individual can have global infective contacts according to the standard susceptible–infected–recovered (SIR) model rules or local ...

Empirical evidence suggests that real exchange rate is characterized by the presence of near-unity and additive outliers. Recent studeis have found evidence on favor PPP reversion by using the quasi-differencing (Elliott ...