Results 1 to 10 of about 1,145,296 (299)
Uncovering Hidden Insights with Long-Memory Process Detection: An In-Depth Overview
Risks, 2023 Long-memory models are frequently used in finance and other fields to capture long-range dependence in time series data. However, correctly identifying whether a process has long memory is crucial.
Hossein Hassani +2 more
doaj +1 more source
Dynamical decoupling noise spectroscopy
, 2011 Decoherence is one of the most important obstacles that must be overcome in quantum information processing. It depends on the qubit-environment coupling strength, but also on the spectral composition of the noise generated by the environment.
Alvarez, Gonzalo A., Suter, Dieter
core +1 more source
Numerical analysis of the planewave discretization of some orbital-free and Kohn-Sham models [PDF]
, 2010 We provide a priori error estimates for the spectral and pseudospectral Fourier (also called planewave) discretizations of the periodic Thomas-Fermi-von Weizs\"{a}cker (TFW) model and for the spectral discretization of the Kohn-Sham model, within the ...
Cancès, Eric +2 more
core +5 more sources
Лëд и снег, 2021 The variability of snow accumulation in the Northern Dvina River basin at the end of March 1980-2016 was studied using data on the snow water equivalent of (SWE) obtained from archives of the Russian Institute of HydroMeteorological Information-World ...
V. V. Popova +2 more
doaj +1 more source
The quantile spectral density and comparison based tests for nonlinear time series [PDF]
, 2012 In this paper we consider tests for nonlinear time series, which are motivated by the notion of serial dependence. The proposed tests are based on comparisons with the quantile spectral density, which can be considered as a quantile version of the usual ...
Lee, Junbum, Rao, Suhasini Subba
core
Dynamics of the Number of Trades of Financial Securities
, 1999 We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange.
Cootner (Ed.) +7 more
core +1 more source
, 2006 We compute spectral densities of momentum and R-charge correlators in thermal $\N=4$ Yang Mills at strong coupling using the AdS/CFT correspondence. For $\omega \sim T$ and smaller, the spectral density differs markedly from perturbation theory; there is
D. Forster +7 more
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Modeling annual discharge of six Mexico’s northern rivers
Revista Ambiente & Água, 2012 The overall goal of this report was to understand river discharge variability to improve conventional water management practices of Mexico’s northern subtropical rivers.
Jose de Jesus Navar
doaj +1 more source
Hyponormal Operators and Spectral Density [PDF]
Transactions of the American Mathematical Society, 1965 Introduction. We say an operator T on a Hilbert space H is hyponormal if Tx || > || T*x || for xeH, or equivalently T*T-TT* > 0. In this paperwe will first examine some general properties of hyponormal operators. Then we restrict our interest to hyponormal operators with "thin" spectra.
openaire +2 more sources
Probing High Frequency Noise with Macroscopic Resonant Tunneling
, 2011 We have developed a method for extracting the high-frequency noise spectral density of an rf-SQUID flux qubit from macroscopic resonant tunneling (MRT) rate measurements.
Altomare, F. +11 more
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