Results 1 to 10 of about 184,678 (326)
Stationarity, non-stationarity and early warning signals in economic networks [PDF]
Journal of Complex Networks, 2014 Economic integration, globalization and financial crises represent examples of processes whose understanding requires the analysis of the underlying network structure.
Garlaschelli, Diego, Squartini, Tiziano
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Quantifying Non-Stationarity with Information Theory [PDF]
Entropy, 2021 We introduce an index based on information theory to quantify the stationarity of a stochastic process. The index compares on the one hand the information contained in the increment at the time scale τ of the process at time t with, on the other hand ...
Carlos Granero-Belinchón +2 more
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An Overview of Kriging and Cokriging Predictors for Functional Random Fields
Mathematics, 2023 This article presents an overview of methodologies for spatial prediction of functional data, focusing on both stationary and non-stationary conditions.
Ramón Giraldo +2 more
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Cogent Economics & Finance, 2023 This study offers a novel examination of the mean-reversion properties of the current account balances, expressed as a percentage of GDP, for the Asian-5 economies: Indonesia, Korea, Malaysia, the Philippines, and Thailand.
Jamal Husein, S. Murat Kara, Chuck Pier
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Economies, 2023 The Portuguese First Republic (1910–1926) was marked by significant instability at the most diverse levels. With a special focus on the financial dimension of this period, the objective of this paper is to test the sustainability of the Portuguese fiscal
Ricardo Ferraz
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TIME SERIES TRENDS OF STREAMFLOW AND RAINFALL IN THE SANTO ANTÔNIO RIVER BASIN, BRAZIL [PDF]
Engenharia Agrícola, 2021 Detecting trends in streamflow and rainfall series can have great significance for proper water resource management. Thus, the objective of this study was to analyze the trends of historical streamflow and rainfall series using nonparametric statistical ...
Fernanda L. V. Ferreira +4 more
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Stationarization via surrogates [PDF]
Journal of Statistical Mechanics: Theory and Experiment, 2009 The surrogate data method, classically used for non-linearity tests, amounts to the use of some constrained noise providing a reference for statistical testing. It is revisited here as a method for stationarization and this feature is put forward in the context of non-stationarity testing.
Borgnat, Pierre, Flandrin, Patrick
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Wieś i Rolnictwo, 2023 The purpose of the study was to analyse the determinants of South African citrus exports post era of trade liberalisations using secondary data from 1996 to 2018.
Mushoni Bulagi +2 more
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A statistical test of independence in choice data with small samples
Judgment and Decision Making, 2012 This paper develops tests of independence and stationarity in choice data collected with small samples. The method builds on the approach of Smith and Batchelder (2008).
Michael H. Birnbaum
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Sensors, 2022 Connectivity among different areas within the brain is a topic that has been notably studied in the last decade. In particular, EEG-derived measures of effective connectivity examine the directionalities and the exerted influences raised from the ...
Leonardo Góngora +4 more
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