Now showing items 11-20 of 624
On the weibull autocorrelation and power spectrum functions: Field trials and validation
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2006)
Return Autocorrelation Anomalies in Two European Stock Markets
(ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2014)
Coloring Non-Gaussian Sequences
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2008)
Coherence-time characterization in a suburban environment
(John Wiley & Sons IncHobokenEUA, 2006)
The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
In this article, we consider the T<sup>2</sup> control chart for bivariate samples of size n with observations that are not only cross-correlated but also autocorrelated. The cross covariance matrix of the sample mean ...
On the possibility of breaking the heterodyne detection quantum noise limit with cross-correlation
(Institute of Electrical and Electronics Engineers Inc., 2018)
The cross-correlation sensitivity of two identical balanced photodiode heterodyne receivers is characterized. Both the balanced photodiodes receive the same weak signal split up equally, a situation equivalent to an ...
EFICIÊNCIA DOS GRÁFICOS DE CONTROLE NA DETECÇÃO DE OUTLIERS EM PROCESSOS AUTORREGRESSIVOS E DE MÉDIAS MÓVEIS
(Universidade Federal de Santa MariaBREngenharia de ProduçãoUFSMPrograma de Pós-Graduação em Engenharia de Produção, 2010-10-15)
This research approaches the prediction models application along with the usage of residual control charts to evaluate productive processes with characteristics of autocorrelation in its samples. The overall objective was ...
Minimum distance estimation of ARFIMA processes
(Elsevier Science BvAmsterdamHolanda, 2013)
Portfolio performance : the case of serial autocorrelation
(Universidad de Chile, 2018-01)
The use of the Sharpe ratio for the measurement of the performance of the financial assets is widely generalized, although there is empirical evidence of serious problems with the assumptions behind the distribution ...
A simple accurate method for generating autocorrelated Nakagami-m envelope sequences
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2007)