long range dependent properties
Long range dependent processes and fractional Brownian motion
... Many of th e key asym ptotic norm ality theorem s have not been investigated system atically for their sensitivity to disturbances of th e sufficient conditions un der which they hold. In C hapter 2, we study the ...
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On the Long Range Dependent Behaviour of Unidirectional Packet Delay of Wireless Traffic
... and Long-Range Dependence (LRD) have become widely accepted characteristics of facets of network traffic for more than a ...over long time scales, hence challenging the commonly assumed Poisson or ...
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Linearization of randomly weighted empiricals under long range dependence with application to nonlinear regression quantiles
... on long range dependent random variables + These results are subsequently used to linearize nonlinear regression quantiles in a nonlinear regression model with long range ...
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Ferrielectric liquid crystal subphase studied by polarized Fourier transform infrared spectroscopy
... temperature range between the antiferroelectric phase 共 also referred to as Fi2 兲 and the smectic-C * (SmC * ) phase are studied using polarized Fourier transform IR spec- ...voltage dependent dichroic ...
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Statistical modeling of the long-range-dependent structure of barrier island framework geology and surface geomorphology
... has long been known that many aspects of landscapes exhibit similar statistical properties regardless of the length or timescale over which observations are sampled (Bur- rough, ...
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Optical properties, synthesis, and potential applications of cu based ternary or quaternary anisotropic quantum dots, polytypic nanocrystals, and core/shell heterostructures
... optical properties, recent progress in synthesis, and a range of applications of luminescent Cu-based ternary or quaternary quantum dots ...optical properties of the Cu-based multicomponent QDs, ...
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Asymptotic properties of U-processes under long-range dependence
... a long-range dependent struc- ture, decomposition ideas are also ...Gaussian long- memory processes, the classical Hoeffding’s decomposition may not provide the complete asymptotic behavior of ...
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Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
... We apply the estimated confidence intervals on the time series of Dow Jones Industrial Average (DJI). The time series lengths chosen range from 512 to 16384 trading days between 28.3.1944 and 28.5.2009. As daily ...
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Multiplicative multifractal modelling of long-range-dependent network tra$c
... exhibits long-range ...of properties of multiplicative multifractal processes that are most relevant to their use as tra$c ...the long-range dependence properties of the measured ...
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Econometric estimation in long range dependent volatility models: Theory and practice
... sion of the solution Y (t) based on the so–called log–periodogram regression. Recently, Deo and Hurvich (2001) also study such an estimation procedure based on the log– periodogram regression method, and then establish ...
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A long range dependent model with nonlinear innovations for simulating daily river flows
... A FARIMA(p, d, q) model has p + q + 2 parameters: p + q for the ARMA-coefficients, one for the fractional differenc- ing parameter (these together are called the structural param- eters) and one for the variance of the ...
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Gaussian inference on certain long-range dependent volatility models
... the long memory parametric (see Fox and Taqqu (1986), Dahlhaus (1989), Giraitis and Surgailis (1990), Hosoya (1997) among others) and semi- nonparametric literature, with the exception of Robinson ...statistical ...
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A distance test of normality for a wide class of stationary processes
... short-range dependent, long-range dependent and an- tipersistent processes, and does not require knowledge or estimation of the dependence parameter of the data or of the appropriate ...
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Neurophysiological signals as predictive translational biomarkers for Alzheimer’s disease treatment: effects of donepezil on neuronal network oscillations in TgF344-AD rats
... A recent clinical study reported a high incidence of unprovoked nonconvulsive seizures in patients with AD monitored by overnight long-term video EEG [17], indi- cating that this absence-like epileptiform activity ...
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Nature of First Order Transition in Planar Rotator Model with Modified Potential
... its properties and applica- bility to physical ...portant properties: such as lack of long range order, the presence of topological defects called vortices, the vortex unbinding transition ...
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Optical properties of a long dynamic range chemical UV dosimeter based on solvent cast polyvinyl chloride (PVC)
... has long been employed in quantifying human exposure to solar UV in different environments during various activities [6-15]; and effectively used in evaluating UV minimizing strategies [16- ...dynamic range ...
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Characteristics Analysis of Web Traffic with Hurst Index
... The studies by [1], [6-8] have shown the network traffic to be self-similar with values of Hurst parameter H falling in the range of 0.5<H<1. As per section II self-similar process exhibits the ...
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On Delay-Range-Dependent and Delay-Rate-Dependent Stability for Delayed Systems
... Time delay universally emerges in various engineering systems such as networked control systems, aircraft, process control systems and long transmission lines in pneumatic systems. It is well known that time delay ...
9
Long-Range Dependence of Markov Processes
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Long range predictability of atmospheric flows
... The idea that prediction of weather patterns at sufficiently long range is impossible was strongly promoted by Lorenz in a series of well known papers. As Lorenz said, “this state of affairs arises because ...
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