On the interaction of small and large eddies in two dimensional turbulent flows [PDF]
Some results concerning the interaction of small and large eddies to two dimensional turbulent flows are presented. It is shown that the amplitude of small structures decays exponentially to a small value, and from this is inferred a simplified ...
ate work., Foias, C.
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Tensor Changepoint Detection and Eigenbootstrap
Journal of Time Series Analysis, EarlyView.ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
A Conditional Tail Expectation Type Risk Measure for Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur +2 more
wiley +1 more source
A Centered Index of Spatial Concentration: Axiomatic Approach with an Application to Population and Capital Cities [PDF]
We construct an axiomatic index of spatial concentration around a center or capital point of interest, a concept with wide applicability from urban economics, economic geography and trade, to political economy and industrial organization.
Filipe R. Campante, Quoc-Anh Do
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Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
PERIODIC SOLUTIONS OF THE RESTRICTED THREE BODY PROBLEM REPRESENTING ANALYTIC CONTINUATIONS OF KEPLERIAN ELLIPTIC MOTIONS [PDF]
Periodic solution of restricted three body problem as analytic continuation of keplerian elliptical ...
Arenstorf, R. F.
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Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
A note on the arc elacticity of demand [PDF]
This note presents a simple alternative measure for the arc elasticity of demand which comes naturally and does retain the salient characteristics of the point demand elasticity.
Andrés Vázquez
core
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Highly efficient and stable lead-free cesium copper halide perovskites for optoelectronic applications: A DFT based study. [PDF]
Heliyon, 2023 Ali ML, Khan M, Al Asad MA, Rahaman MZ.
europepmc +1 more source