標題: Titlebook: Cyclostationarity: Theory and Methods – IV; Contributions to the Fakher Chaari,Jacek Leskow,Anna Dudek Conference proceedings 2020 Springer [打印本頁] 作者: 調(diào)戲 時間: 2025-3-21 19:57
書目名稱Cyclostationarity: Theory and Methods – IV影響因子(影響力)
書目名稱Cyclostationarity: Theory and Methods – IV影響因子(影響力)學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods – IV網(wǎng)絡(luò)公開度
書目名稱Cyclostationarity: Theory and Methods – IV網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods – IV被引頻次
書目名稱Cyclostationarity: Theory and Methods – IV被引頻次學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods – IV年度引用
書目名稱Cyclostationarity: Theory and Methods – IV年度引用學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods – IV讀者反饋
書目名稱Cyclostationarity: Theory and Methods – IV讀者反饋學(xué)科排名
作者: Obscure 時間: 2025-3-21 20:21 作者: photophobia 時間: 2025-3-22 02:32 作者: 芳香一點 時間: 2025-3-22 07:20 作者: 天文臺 時間: 2025-3-22 10:07 作者: 有幫助 時間: 2025-3-22 15:24 作者: 有幫助 時間: 2025-3-22 18:45 作者: addition 時間: 2025-3-22 21:48 作者: 座右銘 時間: 2025-3-23 04:50
Combination of Kolmogorov-Smirnov Statistic and Time-Frequency Representation for P-Wave Arrival De. In recent years many methods based on statistical properties of the signal have arisen. From the mathematical perspective the problem reduces to segmentation of the raw signal into parts with different features. Having the knowledge of the particular P-wave onset moment (for couple differently loc作者: 暫時別動 時間: 2025-3-23 06:51
,Estimation of the Pointwise H?lder Exponent in Time Series Analysis, can be treated as a realization of a stochastic process with stationary or non-stationary increments. Using different quantitative methods we can study the stationarity of increments in the series and analyze the variability of their value. Stochastic processes which use Brownian motion are a frequ作者: 時代 時間: 2025-3-23 09:54
Application of the CIR Model for Spot Short Interest Rates Modelling on the Polish Market,r studying the short interest rates, i.e. the Cox, Ingersoll, Ross model (.) (henceforth CIR). We propose a new approach to estimating an instantaneous short interest rate: our attention is shifted from the whole term structure of the interest rate to the artificial notation of the short rate. In pa作者: condemn 時間: 2025-3-23 15:56 作者: synovitis 時間: 2025-3-23 21:02
Subsampling for Heavy Tailed, Nonstationary and Weakly Dependent Time Series,one of the possible ways of selection the length the subsampling window. We illustrate our results with simulated data as well as with real data set corresponding to Nord Spool data. For such data we consider practical issues of constructing the confidence band for the periodic mean function and the作者: miracle 時間: 2025-3-24 00:20
Bootstrapping the Autocovariance of PC Time Series - A Simulation Study, Minimum Volatility Method and the approach based on the logarithm of quantile are verified not to be valid for periodic nonstationary case. Finally, a heuristic method of the block length choice is proposed.作者: 啟發(fā) 時間: 2025-3-24 03:52 作者: Misnomer 時間: 2025-3-24 09:07
On Extreme Values in Stationary Weakly Dependent Random Fields, LARCH(.) fields. We show that, under suitable weak-dependence conditions, the maximum may be regarded as the maximum of an approximately independent sequence of sub-maxima, although there may be high local dependence leading to clustering of high values. These results on asymptotic max-independence作者: engrossed 時間: 2025-3-24 10:57
Subordinated Processes with Infinite Variance,ed processes. We examine the characteristic function, the codifference, the probability density function, asymptotic tail behaviour and the fractional order moments. To make the application of these processes possible we propose a simulation procedure. Finally, we demonstrate how to estimate the tai作者: Mindfulness 時間: 2025-3-24 18:08
Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator,in-Uhlenbeck process delayed (subordinated) by Gamma subordinator. The Gamma subordinator is Lévy process of Gamma distribution. The main properties are studied, like the influence of the initial condition on the stationarity of the new subordinated process. Moreover, the formulas for the expected v作者: 精美食品 時間: 2025-3-24 18:59
Combination of Kolmogorov-Smirnov Statistic and Time-Frequency Representation for P-Wave Arrival Denov (KS) statistic analysis. We apply two-sample one-sided Kolmogorov-Smirnov statistic to spectra vectors obtained from the spectrogram. On the basis of KS map it is possible to find the regime switching point which indicates the P-wave onset moment. The method is tested on a real life signal origi作者: 放逐 時間: 2025-3-25 02:46
,Estimation of the Pointwise H?lder Exponent in Time Series Analysis,e H?lder exponents allows for the analysis of the variability of a process in the surrounding of any argument of the domain. The aim of the article is to select the right surrounding in the process of estimation of the pointwise H?lder exponents for different analytical forms of generating function 作者: commute 時間: 2025-3-25 06:25 作者: Indent 時間: 2025-3-25 09:48
An Overview of Robust Spectral Estimators,case of short and long-memory univariate time series and periodic processes. A special attention is given to the .-periodogram for short-memory processes. In this case, Theorem 1 and Corollary 1 derive the asymptotic distribution of this spectral estimator. As the application of the methodologies, r作者: 體貼 時間: 2025-3-25 15:06
2363-698X It provides students, researchers and professionals with a timely guide on cyclostationary systems, nonstationary processes and relevant engineering applications..978-3-030-22531-5978-3-030-22529-2Series ISSN 2363-698X Series E-ISSN 2363-6998 作者: Ardent 時間: 2025-3-25 16:17
Barbara Frank-Job,Joachim Michaelone of the possible ways of selection the length the subsampling window. We illustrate our results with simulated data as well as with real data set corresponding to Nord Spool data. For such data we consider practical issues of constructing the confidence band for the periodic mean function and the作者: 開玩笑 時間: 2025-3-25 21:09
Angstst?rungen bei Kindern und Jugendlichen Minimum Volatility Method and the approach based on the logarithm of quantile are verified not to be valid for periodic nonstationary case. Finally, a heuristic method of the block length choice is proposed.作者: 大氣層 時間: 2025-3-26 03:34
Psychopharmakologische Behandlungent estimators is carried out for the case of the amplitude modulated signals. It is shown that the advantage of the component method over coherent grows as a rate of PCRP correlations clumping increases. The example of the using of vectorial statistical processing for diagnosis of rolling bearing a作者: FECK 時間: 2025-3-26 04:29
Rahmenbedingungen für die Behandlung LARCH(.) fields. We show that, under suitable weak-dependence conditions, the maximum may be regarded as the maximum of an approximately independent sequence of sub-maxima, although there may be high local dependence leading to clustering of high values. These results on asymptotic max-independence作者: HAIRY 時間: 2025-3-26 11:58
https://doi.org/10.1007/978-3-531-90776-5ed processes. We examine the characteristic function, the codifference, the probability density function, asymptotic tail behaviour and the fractional order moments. To make the application of these processes possible we propose a simulation procedure. Finally, we demonstrate how to estimate the tai作者: 華而不實 時間: 2025-3-26 14:10 作者: modifier 時間: 2025-3-26 17:22 作者: Inertia 時間: 2025-3-27 00:48
https://doi.org/10.1007/978-3-531-90776-5e H?lder exponents allows for the analysis of the variability of a process in the surrounding of any argument of the domain. The aim of the article is to select the right surrounding in the process of estimation of the pointwise H?lder exponents for different analytical forms of generating function 作者: set598 時間: 2025-3-27 02:32
Web Applications and AJAX Communications,tion algorithm combined with particle filters (PF). In practice, the instantaneous rate is identified with an overnight rate, therefore during the research we have adopted daily domestic interbank lending rates which are represented by interest rates on overnight deposits (WIBOR ON). To facilitate t作者: PLUMP 時間: 2025-3-27 07:15
Web Applications and AJAX Communications,case of short and long-memory univariate time series and periodic processes. A special attention is given to the .-periodogram for short-memory processes. In this case, Theorem 1 and Corollary 1 derive the asymptotic distribution of this spectral estimator. As the application of the methodologies, r作者: 最有利 時間: 2025-3-27 12:44
Barbara Frank-Job,Joachim Michaeld on diagnostics plots, in particular, are considered for the two approaches. An application to a real time series of hourly electricity volumes from the Nord Pool Spot Exchange is also presented, where the nature and use of the two models are contrasted.作者: 前奏曲 時間: 2025-3-27 15:00 作者: Mettle 時間: 2025-3-27 20:56
Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects,d on diagnostics plots, in particular, are considered for the two approaches. An application to a real time series of hourly electricity volumes from the Nord Pool Spot Exchange is also presented, where the nature and use of the two models are contrasted.作者: 原諒 時間: 2025-3-27 22:48 作者: Talkative 時間: 2025-3-28 02:54 作者: Brittle 時間: 2025-3-28 09:25 作者: 場所 時間: 2025-3-28 14:10 作者: conference 時間: 2025-3-28 15:24
Barbara Frank-Job,Joachim Michaelefficients vary periodically with several dominant components associated with two or more periods (for example, day and week for hourly data). In the second model, the autoregression coefficients consist of the additive periodic effects of several nominal variables (for example, the effect of hour i作者: Catheter 時間: 2025-3-28 21:45
Barbara Frank-Job,Joachim Michaely under a weak dependence condition. In our model that is a generalization of the work of McElroy and Politis [., .] we show that the estimator of the periodic mean function has an asymptotic distribution that depends on the degree of heavy tails and the degree of the long memory. Such an asymptotic作者: DALLY 時間: 2025-3-28 23:36 作者: Generalize 時間: 2025-3-29 04:18
Psychopharmakologische BehandlungCRP) are considered. The coherent estimators are calculated by averaging of the samples taken through the non-stationary period. The component estimators are built in the form of trigonometric polynomials, Fourier coefficients of which are calculated by weighted averaging of PCRP realization. The pr作者: 相符 時間: 2025-3-29 08:27 作者: GLOSS 時間: 2025-3-29 13:43 作者: ADORN 時間: 2025-3-29 15:55 作者: 美色花錢 時間: 2025-3-29 22:14
https://doi.org/10.1007/978-3-531-90776-50 and can be considered as a continuous extension of the autoregressive model of order one, AR(1). Furthermore, the OU process in finance it is known as the Vasicek model and is mainly used in interest rate modelling. Furthermore, it is deeply studied and its main properties are well known. However,作者: Concrete 時間: 2025-3-30 03:17
https://doi.org/10.1007/978-3-531-90776-5. In recent years many methods based on statistical properties of the signal have arisen. From the mathematical perspective the problem reduces to segmentation of the raw signal into parts with different features. Having the knowledge of the particular P-wave onset moment (for couple differently loc
