Results 61 to 70 of about 184,678 (326)

Testing Covariance Stationarity [PDF]

Econometric Reviews, 2007
In this paper, we show that the widely used stationarity tests such as the Kwiatkowski Phillips, Schmidt, and Shin (KPSS) test have power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests.
Zhijie Xiao, Luiz Renato Lima
openaire   +1 more source

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Research on Iterative Learning Semi-active Control for Curve Passing of High-speed Train

机车电传动, 2020
When the high-speed train passes the curve, its dynamics performance deteriorates. In order to improve the dynamic performance of high-speed train when passing through different curves, the influence of semi-active control with yaw damper on its dynamic ...
Yongjun AI, Chunjun CHEN, Xin LI, Jianrong ZHOU   +3 more
doaj  

Spatial uncertainty of a geoid undulation model in Guayaquil, Ecuador

Open Geosciences, 2017
Geostatistics is a discipline that deals with the statistical analysis of regionalized variables. In this case study, geostatistics is used to estimate geoid undulation in the rural area of Guayaquil town in Ecuador.
Chicaiza E.G., Leiva C.A., Arranz J.J., Buenańo X.E.   +3 more
doaj   +1 more source

Are PIIGS so different? An empirical analysis of demand and supply shocks [PDF]

Panoeconomicus, 2017
This paper analyses responses to supply and demand shocks in PIIGS countries. We compare the results obtained for PIIGS with those of Germany and the USA, and also with those of France, which despite its government’s efforts demonstrate ...
Syssoyeva-Masson Irina, Sousa Andrade João   +1 more
doaj   +1 more source

Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley   +1 more source

Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
wiley   +1 more source

Water Level Temporal Variability of Lake Mégantic during the Period 1920–2020 and Its Impacts on the Frequency of Heavy Flooding of the Chaudière River (Quebec, Canada)

Hydrology
The objective of this study is to analyze the temporal variability in water levels of Lake Mégantic (27.4 km2) during the period 1920–2020 in relation to anthropogenic and natural factors on the one hand, and its impact on the intensity and frequency of ...
Samuel Goulet, Ali Arkamose Assani, Alexandre Roy   +2 more
doaj   +1 more source

Stationarity and Memory of ARCH Models [PDF]

Sufficient conditions for strict stationarity of ARCH(8) are established, without imposing covariance stationarity and for any specification of the conditional second moment coefficients.
Paolo Zaffaroni
core