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On non-stationarity of dynamic systems

Chemometrics and Intelligent Laboratory Systems, 2004
Abstract Past years have shown great advances in measurement instrumentation. Many chemical companies are using near infrared (NIR) instruments for process control, because they can offer various advantages compared to traditional on-line analysers.
Satu-Pia Reinikainen   +2 more
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Non-stationarity in Sugar Prices

Journal of the Operational Research Society, 1978
Time series analysis of unstable series such as raw material prices contains several methodological pitfalls. These are illustrated by a survey of the Box-Jenkins method of analysis applied to 12 years of daily sugar prices.
Stephen Taylor, Brian G. Kingsman
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Non-stationarity parameters of open clusters

Astronomy Reports, 2012
Estimates of a number of dynamical parameters of 103 open star clusters are presented: the density contrast in the cluster core, stellar velocity dispersion, taking into account the influence of the external field of the Galaxy and non-stationarity of the cluster, oscillation periods of the cluster and the cluster core, etc. Analytical solutions to the
Danilov, V. M., Putkov, S. I.
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Aspects of non-stationarity

Journal of Econometrics, 1982
Abstract This paper presents descriptive continuous time discrete state non-stationary Markov models that are useful exploratory tools in a first stage of longitudinal data analysis. Because the estimation schemes do not require a lot of arbitrary parametric structure they are useful in investigating data and isolating facts in areas in social ...
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A Simple Model of Non-Stationarity of Systematic Risk

The Journal of Finance, 1977
In the Capital Asset Pricing Model (CAPM) developed and elaborated by Sharpe (1964), Lintner (1965), Mossin (1966), Fama (1971), and others, the equilibrium expected rate of return of a security is related to its systematic risk, (the beta coefficient). The model does not require that the beta coefficient of a security be stable over time.
Brenner, Menachem, Smidt, Seymour
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Effect of non-stationarities on multifractal analysis

2006 Canadian Conference on Electrical and Computer Engineering, 2006
Multifractal analysis is concerned with the local scaling behavior of fractal processes such as those found in computer networks. Central to multifractal theory is the structure function tau(q) which links the power-law behavior of the moments of the process with its singularities through the multifractal formalism.
Abraham O. Fapojuwo, I.W.C. Lee
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Non stationarity: A new approach

26th IEEE Conference on Decision and Control, 1987
A theory of linear time varying systems acting on non-stationary processes is presented. The non-stationary Wiener filtering problem is solved as well as some corresponding linear-quadratic control problems.
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Cyclical non-stationarity in commodity prices

Empirical Economics, 2016
This paper applies the Hylleberg et al. (J Econom 44(1):215–238, 1990) parametric seasonal unit root test to test for cyclical non-stationarity in commodity prices. The testing procedure is simple and involves evaluating various linear restrictions on lagged price levels in an error correction model of prices, equivalent to the Augmented Dickey–Fuller ...
Frank Asche, Frank Asche, Atle Oglend
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