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ON THE COVARIANCE OF THE PERIODOGRAM
Journal of Time Series Analysis, 1982Abstract. The paper discusses the covariance of the periodogram from a zero mean fourth order stationary stochastic process. The fourth order cumulant term appearing in the covariance is shown to be a convolution between the fourth order cumulant spectrum and a bounded approximate identity, and this gives precise results about its asymptotic behaviour.
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Journal of Theoretical Biology, 1981
Abstract Price's (1970) covariance theorem can be used to derive an expression for gene frequency change in kin selection models in which the fitness effect of an act is independent of the genotype of the recipient. This expression defines a coefficient of relatedness which subsumes r (Wright, 1922) , b (Hamilton, 1972) , ρ (Orlove & Wood, 1978)
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Abstract Price's (1970) covariance theorem can be used to derive an expression for gene frequency change in kin selection models in which the fitness effect of an act is independent of the genotype of the recipient. This expression defines a coefficient of relatedness which subsumes r (Wright, 1922) , b (Hamilton, 1972) , ρ (Orlove & Wood, 1978)
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ACM SIGPLAN Notices, 1994
Covariant specification is the process in a subclass to narrow the varying scope of an instance variable, or the varying scope of the input or output interface of an operation which has already been specified in the superclass. Covariant specification has been considered problematic and many object-oriented languages have restrictions on it.
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Covariant specification is the process in a subclass to narrow the varying scope of an instance variable, or the varying scope of the input or output interface of an operation which has already been specified in the superclass. Covariant specification has been considered problematic and many object-oriented languages have restrictions on it.
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International Journal of Geometric Methods in Modern Physics, 2007
Different notions of mechanical energy and conservation laws are considered and discussed from the viewpoint of transformation laws with respect to changes of reference. Here, in particular, we shall consider and investigate the behavior of suitable conservation laws in non-inertial frames.
M. CARINI +2 more
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Different notions of mechanical energy and conservation laws are considered and discussed from the viewpoint of transformation laws with respect to changes of reference. Here, in particular, we shall consider and investigate the behavior of suitable conservation laws in non-inertial frames.
M. CARINI +2 more
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Outlyingness Weighted Covariation
SSRN Electronic Journal, 2008Quadratic covariation is a popular descriptive measure for the volatility of a multivariate price process. It is consistently estimated by the sum of outer products of high-frequency returns. The proposed realized outlyingness weighted covariation (ROWCov) is a weighted sum of outer products of high-frequency returns and downweights returns that ...
Boudt, Kris +2 more
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Biometrics, 1948
THE WHOLE OF this discussion is based on the data of a single experiment, the details of which have been published under the title "The Effect of Atropine and Quinidine Sulphate on Atrophy and Fibrillation in Deniervated Skeletal Muscle." [1] For the present, we may adopt the view that the experiment was conducted to compare the effects of four ...
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THE WHOLE OF this discussion is based on the data of a single experiment, the details of which have been published under the title "The Effect of Atropine and Quinidine Sulphate on Atrophy and Fibrillation in Deniervated Skeletal Muscle." [1] For the present, we may adopt the view that the experiment was conducted to compare the effects of four ...
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Kybernetika, 2021
Covariances R(s,t) are called normal if they can be written in the form \[ R(s,t)=\int^{\infty}_{-\infty}\int^{\infty}_{- \infty}e^{\lambda (s+t)}e^{i\mu (s-t)}dF(\lambda,\mu),\quad (s,t)\in R^ 2. \] Some properties and characteristics of normal covariances are proved (in addition to previous results of the author): 1) they are continuous on \(R^ 2 ...
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Covariances R(s,t) are called normal if they can be written in the form \[ R(s,t)=\int^{\infty}_{-\infty}\int^{\infty}_{- \infty}e^{\lambda (s+t)}e^{i\mu (s-t)}dF(\lambda,\mu),\quad (s,t)\in R^ 2. \] Some properties and characteristics of normal covariances are proved (in addition to previous results of the author): 1) they are continuous on \(R^ 2 ...
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Adding additional covariates and the Analysis of Covariance
2010Suppose that having fitted the regression model $$\vec{y} = X\beta + \epsilon, $$ (M0) we wish to introduce qadditional explanatory variables into our model. The augmented regression model, M A , say becomes $$\vec{y} = X\beta + Z\gamma + \epsilon.
N. H. Bingham, John M. Fry
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The covariance algebra of an extended covariant system
Mathematical Proceedings of the Cambridge Philosophical Society, 1979Let M be a von Neumann algebra acting on a Hilbert space , and let G be a locally compact group. We consider an extension of G by , the unitary group of M. If the triple satisfies an additional axiom, we say that it is an extended covariant system. We define a Hilbert space and operators , acting on .
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