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Nonstationarity and Portfolio Choice [PDF]
The Journal of Financial and Quantitative Analysis, 1976 In this paper some effects of nonstationary parameters upon inferences and decisions in portfolio analysis are investigated. A Bayesian inferential model with nonstationary parameters is presented and is applied to the problem of portfolio choice. For this model, nonstationarity 1) implies greater uncertainty about future returns; 2) implies that in ...
Christopher B. Barry, Robert L. Winkler
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Frontiers in Ecology and Evolution, 2023 Species distribution models (SDMs) have been widely employed to evaluate species–environment relationships. However, when extrapolated over broad spatial scales or through time, these models decline in their predictive ability due to variation in how ...
Peter D. Billman +5 more
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Frontiers in Water, 2020 National and international security communities (e.g., U.S. Department of Defense) have shown increasing attention for innovating critical infrastructure and installations due to recurring high-profile flooding events in recent years.
Hongxiang Yan +4 more
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Nonstationarity in Job Search Theory [PDF]
The Review of Economic Studies, 1990 Generally, structural job search models are taken to be stationary. In this paper models are examined in which every exogenous variable can cause nonstationarity, for instance because its value is dependent on unemployment duration. A general differential equation that describes the evolution of the reservation wage over time is derived.
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Dissipation Induced Nonstationarity in a Quantum Gas [PDF]
Physical Review Letters, 2019 Non-stationary long-time dynamics was recently observed in a driven two-component Bose-Einstein condensate coupled to an optical cavity [N. Dogra, et al. arXiv:1901.05974] and analyzed in mean-field theory. We solve the underlying model in the thermodynamic limit and show that this system is always dynamically unstable -- even when mean-field theory ...
Berislav Buča, Dieter Jaksch
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Screening for nonstationary analysis
Water Policy, 2021 Adjustments in the designs of water resources systems due to climate change and other nonstationarities are warranted because the benefits of effective adaptation are well recognized.
Paul H. Kirshen
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Shui kexue jinzhan, 2017 In recent years, the problem of urban waterlogging has become more and more serious as the environment has changed through both climate change and urbanization.
XIONG Lihua +4 more
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Hydrologic nonstationarity and extrapolating models to predict the future: overview of session and proceeding [PDF]
Proceedings of the International Association of Hydrological Sciences, 2015 This paper provides an overview of this IAHS symposium and PIAHS proceeding on "hydrologic nonstationarity and extrapolating models to predict the future".
F. H. S. Chiew, J. Vaze
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A New Nonstationarity Detector
IEEE Transactions on Signal Processing, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Berry phase and nonstationarity of a quantum state [PDF]
Physical Review A, 1995 The intimate connection between the Berry phase and the nonstationarity of a quantum state is discussed. For a quantum system with time-independent Hamiltonian $H$, there may exist stationary states. It is shown that for a stationary state, the Berry phase always vanishes, and only for a nonstationary state after a cyclic evolution might the Berry ...
, Zeng, , Lei
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