Results 31 to 40 of about 1,089,281 (288)
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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Models for extremal dependence derived from skew-symmetric families
, 2016 Skew-symmetric families of distributions such as the skew-normal and skew-$t$ represent supersets of the normal and $t$ distributions, and they exhibit richer classes of extremal behaviour.
Beranger, Boris +2 more
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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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Mathematical Formalism for Isothermal Linear Irreversibility
, 2001 We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations.
Hong Qian, Qian M. P.
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Exact Simulation of Non-stationary Reflected Brownian Motion [PDF]
, 2013 This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time $t$ is uniformly bounded
Glynn, Peter W., Mousavi, Mohammad
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AxiomsThis paper gives expansions for the distribution, density and quantiles of any estimate that is a smooth function of the sample cross-moments of a stationary process.
Christopher Stroude Withers
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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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Ergodic properties of Poissonian ID processes
, 2007 We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized by its L\'{e ...
Roy, Emmanuel
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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