Space‐Time Smoothness and Parsimony in Covariance Functions
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT This paper challenges the trade off between computational efficiency and statistical accuracy within the framework of Gaussian space‐time processes. Under such a framework, the space‐time dependence is completely specified through the space‐time covariance function.
Tarik Faouzi +2 more
wiley +1 more source
Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective [PDF]
In the 1980s and 1990s the issue of non-stationarity in economic time series has been in the context of unit roots vs. mean trends in AR(p) models. More recently this perspective has been extended to include structural breaks.
Andreas Koutris +2 more
core
NExT‐LF: A Novel Operational Modal Analysis Method via Tangential Interpolation
International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT Operational modal analysis (OMA) is vital for identifying modal parameters under real‐world conditions, yet existing methods often face challenges with noise sensitivity and stability. This study introduces NExT‐LF, a novel method that combines the well‐known Natural Excitation Technique (NExT) with the Loewner Framework (LF). NExT enables the
Gabriele Dessena +3 more
wiley +1 more source
Non-stationarity and meta-distribution [PDF]
In this paper we deal with the problem of non-stationarity encountered in a lot of data sets, mainly in financial and economics domains, coming from the presence of multiple seasonnalities, jumps, volatility, distorsion, aggregation, etc.
Dominique Guegan
core
Non-stationarity and structural breaks in mineral price and supply historical series
, 1998 Stefano Mainardi
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Trend stationarity versus long-range dependence in time series analysis [PDF]
, 2002 Francesc Mármol, Carlos Velasco
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Knowledge Gradient Procedure to Select the Best System Under Pairwise Comparisons
Naval Research Logistics (NRL), EarlyView.ABSTRACT This article considers fixed‐budget ranking and selection (R&S) problems where the performance of alternative designs can only be assessed through pairwise comparisons, a setting encountered in many applications, including player ranking in games, sports tournaments, recommender systems, image‐based search, public choice models such as voting ...
Dongyang Li +4 more
wiley +1 more source
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity [PDF]
We analyze the applicability of standard normal asymptotic theory for linear process models near the boundary of stationarity. The concept of stationarity is refined, allowing for sample size dependence in the array and paying special attention to the ...
Liudas Giraitis, Peter C. B. Phillips
core
Stationarity of sodium channel gating kinetics in excised patches from neuroblastoma N1E 115
, 1995 Lawrence Goldman
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Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates [PDF]
, 2002 Chris Brooks, Alistair G. Rew
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