On the uniqueness of ARCH processes
Lietuvos Matematikos Rinkinys, 2007 In this note we prove the uniqueness of the solution to ARCH equations under conditions, which are weaker than in some earlier results.
Vytautas Kazakevičius +1 more
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CHARACTERISTICS OF AN ALGORITM FOR NON-STATIONARY POISSON PROCESS ESTIMATION [PDF]
Vestnik KRAUNC: Fiziko-Matematičeskie Nauki, 2012 The properties of the algorithm estimates of parameter of harmonic intensity for nonstationary Poisson process. The computational stability of the algorithm is proved.
G.M. Vodinchar
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General support vector representation machine for one-class classification of non-stationary classes [PDF]
, 2008 Novelty detection, also referred to as one-class classification, is the process of detecting 'abnormal' behavior in a system by learning the 'normal' behavior.
Fatih Camci +3 more
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A Note on Estimation for the First Order Autoregressive Process [PDF]
The Egyptian Statistical Journal, 1987 The asymptotic estimation of the parameters of the first order stationary autoregressive process with zero mean is investigated. The exact and the asymptotic Bayes esti- mates of the weight and the error variance parameters are derived for different ...
A.M. Abouammoh, A.A. Abd-Alla
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Road pavement longitudinal evenness quantification as stationary stochastic process
Transport, 2019 One of the requirements concerning pavement quality is the evenness of its surface. Pavement unevenness has a random character and has an adverse influence to rolling resistance, tyre–pavement coherence, safety and the driving comfort.
Bohuš Leitner +2 more
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Simulation of non-stationary event flow with a nested stationary component
Discrete and Continuous Models and Applied Computational Science, 2020 A method for constructing an ensemble of time series trajectories with a nonstationary flow of events and a non-stationary empirical distribution of the values of the observed random variable is described.
Ruslan V. Pleshakov
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Experimental determinations of the aerodynamic drag for vehicles subjected to the ground effect [PDF]
INCAS Bulletin, 2012 A moving vehicle creates a flow of the surrounding air, continuous and compressible fluid. When the movement is at a constant speed, the air flow is not time dependent and the flow distribution lines are constant.
Bogdan TARUS, Ioan SEBESAN
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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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Simple Rules of a Discrete Stochastic Process Leading to Catalan-like Recurrences
AlgorithmsA method for obtaining integer sequences is presented by defining simple rules for the evolution of a discrete dynamical system. This paper demonstrates that various Catalan-like recurrences of known integer sequences can be obtained from a single ...
Mariusz Białecki
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Stationary measures and hydrodynamics of zero range processes with several species of particles [PDF]
, 2003 We study general zero range processes with different types of particles on a ddimensional lattice with periodic boundary conditions. A necessary and sufficient condition on the jump rates for the existence of stationary product measures is established.
Grosskinsky, Stefan, Spohn, Herbert
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