Measuring Financial Contagion by Local Gaussian Correlation [PDF]
This paper examines financial contagion, that is, whether the cross-market linkages in financial markets increases after a shock to a country. We introduce the use of a new measure of local dependence (introduced by Hufthammer and Tjøstheim (2009)) to ...
Hufthammer, Karl Ove +2 more
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Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions [PDF]
We propose a semiparametric approach for testing orthogonality and causality between two infinite-order cointegrated vector autoregressive IVAR(1) series. The procedures considered can be viewed as extensions of classical methods proposed by Haugh (1976,
Jean-Marie Dufour, Chafik Bouhaddioui
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The pair correlation function in liquid 4He
, 1973 The pair correlation function obtained from the neutron diffraction data of Mozer, De Graaf, and Le Neindre, is given for liquid 4He at several thermodynamic states above and below the superfluid transition.
Mountain, Raymond D.; Raveche, Harold J.
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Nonclassical Properties of Nonlocal Coherent Photon- Added Two-Mode Circular State
四川大学学报. 自然科学版, 2018 We investigate theoretically the nonclassical properties, such as cross correlation function and sub- Poisson distribution effect, for the nonlocal coherent photon-added two-mode circular state.
WANG Zhong-Jie, TAI Qi-Jia
doaj
The correlation between high temperature and cognitive function: a CHARLS 2018 cross-sectional study
Archives of Public HealthBackground Extreme temperature-related events can have a negative impact on the health of populations, especially the elderly. However, there is a lack of research on the relationship between heat exposure and cognitive function in older adults.
Lu-shi Kong +5 more
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AN EXHAUSTIVE COEFFICIENT OF RANK CORRELATION [PDF]
Rank association is a fundamental tool for expressing dependence in cases in which data are arranged in order. Measures of rank correlation have been accumulated in several contexts for more than a century and we were able to cite more than thirty of ...
Rosetta Lombardo, Agostino Tarsitano
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Cross Correlation Function for Different Networks Dimension
, 2015 Determination of Dimensionality of Wireless Sensor Network (WSN) is very significant for proper setup of the network. A procedure using Cross Correlation Function (CCF) can be used to find it.
Anower, Md. Shamim +2 more
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THE FUNCTION OF CROSS CORRELATION IN COMPARING ROUNDNESS PROFILES
, 2008 : In practice hitherto the comparison of obtained profiles of surface geometrical structure has been made only visually by comparing two separately recorded profiles.
Stanisław Adamczak +2 more
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Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis [PDF]
In this paper we propose tests for hypothesis regarding the parameters of a the deterministic trend function of a univariate time series. The tests do not require knowledge of the form of serial correlation in the data and they are robust to strong ...
Helle Bunzel, Timothy Vogelsang
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Research on Damage Identification in Transmission Tower Structures Based on Cross-Correlation Function Amplitude Vector. [PDF]
Sensors (Basel)Zhang Q, Fu X, Jiang W, Jin H.
europepmc +1 more source