搜索结果: 1-11 共查到“理学 long memory”相关记录11条 . 查询时间(0.109 秒)
Quantization of long memory processes
Long-memory processes Round-off error Measurement error Log-periodogram regression Detrended fluctuation analysis Hermite polynomials
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2011/10/9
Abstract: We study how quantization, occurring when a continuously varying process is approximated by or observed on a grid of discrete values, changes the properties of a Gaussian long-memory process...
Marginal density estimation for linear processes with seasonal long memory
Confidence band empirical process limit theorem mean integrated squared error
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2011/2/25
Some convergence results on the kernel density estimator are proven for a class of linear processes with seasonal effects.
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Long range dependence linear processes wavelet estimator semiparametric estimator
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2011/1/18
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet et al. (20...
Marginal density estimation for linear processes with seasonal long memory
Marginal density estimation linear processes seasonal long memory
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2011/1/4
Some convergence results on the kernel density estimator are proven for a class of linear processes with seasonal effects. In particular we extend the results of Ho and Hsing (1996a) and Mielniczuk (1...
An efficient estimator for locally stationary Gaussian long-memory processes
efficient estimator Gaussian long-memory processes
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2010/11/18
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 str...
Long Memory in a Linear Stochastic Volterra Differential Equation
Long Memory Linear Stochastic Volterra Differential Equation
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2010/12/1
In this paper we consider a linear stochastic Volterra equation which has a stationary solution. We show that when the kernel of the fundamental solution is regularly varying at infinity with a log-co...
Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus
limit theorems long memory moving average multiple stochastic integrals Malliavin calculus weak convergence
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2010/12/1
Using the Stein method on Wiener chaos introduced in [10] we prove Berry-Ess´een bounds for long memory moving averages.
Tempting long-memory-on the interpretation of DFA results
long-memory-on interpretation DFA results
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2009/11/11
We study the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) and argue that power-law scaling of the fluctuation function and thus long-memory may not be assumed ...
Modeling long-memory processes by stochastic difference equations and superstatistical approach
1= f noise q-distributions Point processes Power-law distributions Nonlinear stochastic equations
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2010/7/5
It is shown that the Poissonian-like process with slowly diffusing-like time-dependent average interevent time may be represented as the superstatistical one and exhibits 1= f noise. The distribution ...
Long-memory processes in ozone and temperature variations at the region 60° S–60° N
Long-memory processes ozone temperature variations
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2009/1/15
Global column ozone and tropospheric temperature observations made by ground-based (1964–2004) and satellite-borne (1978–2004) instrumentation are analyzed. Ozone and temperature fluctuations in small...
Testing for Long Memory in the Asian Foreign Exchange Rates
Exchange rates long memory plug-in method Whittle method
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2007/12/11
In this paper, we use the plug-in and Whittle methods that are based on spectral regression analysis to test for the long memory property in 12 Asian/dollar daily exchange rates. The results according...