Results 21 to 30 of about 201,670 (265)
Stationarity of spot freight rates considering supply/demand effect
Journal of Shipping and Trade, 2020 The mean-reverting nature of freight rates is one of the important subjects in maritime economics. The classic understanding of maritime economics (and that of the shipping industry) suggests that freight rate processes are mean-reverting and approach ...
Koichiro Hayashi
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A Finite-State Stationary Process with Long-Range Dependence and Fractional Multinomial Distribution
Fractal and Fractional, 2022 We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have different long-term dependency, i.e., the indicator sequence can have a ...
Jeonghwa Lee
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Subordination of stationary processes
Stochastic Processes and their Applications, 1987 Abstract. Let X={X(t), tεT∁ R} be a (L2 ‐) stationary process and suppose that N={N(t), t≥ 0} is an infinitely divisible process, independent of X. Then X̂={X̂(t) =X(N(t)), t≥ 0} is again a stationary process. In this paper, we relate the spectral properties of the original process X and the derived or subordinated process X̂.
Willekens, Eric, Teugels, Jozef L.
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Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
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Remarks on extreme eigenvalues of Toeplitz matrices
International Journal of Mathematics and Mathematical Sciences, 1988 Let f be a nonnegative integrable function on [−π,π], Tn(f) the (n+1)×(n+1) Toeplitz matrix associated with f and λ1,n its smallest eigenvalue. It is shown that the convergence of λ1,n to minf(0) can be exponentially fast even when f does not satisfy the
Mohsen Pourahmadi
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Modelling of Economic Time Series and the Method of Cointegration
Austrian Journal of Statistics, 2016 The article is focused on the problem of modelling multidimensional non-stationary cointegrated processes. It is a modern method especially used for the description of multidimensional economic time series.
Jiri Neubauer
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Bootstrapping Locally Stationary Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2014 SummaryWe propose a non-parametric method to bootstrap locally stationary processes which combines a time domain wild bootstrap approach with a non-parametric frequency domain approach. The method generates pseudotime series which mimic (asymptotically) correct, the local second- and to the necessary extent the fourth-order moment structure of the ...
Kreiss, J. -P +3 more
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FEBS Letters, EarlyView.This study reveals how the mitochondrial protein Slm35 is regulated in Saccharomyces cerevisiae. The authors identify stress‐responsive DNA elements and two upstream open reading frames (uORFs) in the 5′ untranslated region of SLM35. One uORF restricts translation, and its mutation increases Slm35 protein levels and mitophagy.
Hernán Romo‐Casanueva +5 more
wiley +1 more source
Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments
Austrian Journal of Statistics, 2017 The paper deals with the regression model X_t = \theta t + B_t , t\in[0, T ], where B=\{B_t, t\geq 0\} is a centered Gaussian process with stationary increments.
Yuliya Mishura +2 more
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Reconsidering Dogmas about the Growth of Bacterial Populations
Cells, 2023 The growth of bacterial populations has been described as a dynamic process of continuous reproduction and cell death. However, this is far from the reality.
Bettina Ughy +8 more
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