Related papers: Introducing the q-Theil index
This paper proposes methods for Bayesian inference in time-varying parameter (TVP) quantile regression (QR) models featuring conditional heteroskedasticity. I use data augmentation schemes to render the model conditionally Gaussian and…
The international trade is one of the classic areas of study in economics. Nowadays, given the availability of data, the tools used for the analysis can be complemented and enriched with new methodologies and techniques that go beyond the…
In this paper, a unified mathematical expression for the constraints leading to the equilibrium distributions of both extensive and non-extensive systems is presented. Based on this expression, a recommendation is made to replace Tsallis'…
The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…
We investigate a generalisation of the logistic map as $ x_{n+1}=1-ax_{n}\otimes_{q_{map}} x_{n}$ ($-1 \le x_{n} \le 1$, $0<a\le2$) where $\otimes_q$ stands for a generalisation of the ordinary product, known as $q$-product [Borges, E.P.…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact results on the topological properties of the limited penetrable…
A periodic temporal graph, in its simplest form, is a graph in which every edge appears exactly once in the first $\Delta$ time steps, and then it reappears recurrently every $\Delta$ time steps, where $\Delta$ is a given period length.…
Data augmentation is a crucial technique for improving model generalization and robustness, particularly in deep learning models where training data is limited. Although many augmentation methods have been developed for time series…
An accessibility graph of a network contains a link, wherever there is a path of arbitrary length between two nodes. We generalize the concept of accessibility to temporal networks. Building an accessibility graph by consecutively adding…
We study the one-dimensional Ising model with long-range interactions in the context of Tsallis non-extensive statistics by computing numerically the number of states with a given energy. We find that the internal energy, magnetization,…
Spatiotemporal modeling of economic aggregates is increasingly relevant in regional science due to the presence of both spatial spillovers and temporal dynamics. Traditional temporal disaggregation methods, such as Chow-Lin, often ignore…
Within Tsallis' nonextensive statistics, a model is elaborated to address self-similar time series as a thermodynamic system. Thermodynamic-type characteristics relevant to temperature, pressure, entropy, internal and free energies are…
Non-equilibrium systems in steady states are commonly described by generalized statistical mechanical theories such as non-extensive statistics and superstatistics. Superstatistics assumes that the inverse temperature $\beta = 1/(k_B T)$…
We describe a data structure that maintains the number of triangles in a dynamic undirected graph, subject to insertions and deletions of edges and of degree-zero vertices. More generally it can be used to maintain the number of copies of…
It is shown that there is a mapping of the replica approach to disordered systems with finite replica index $n$ on the Tsallis non-extensive statistics, if the average thermodynamic entropy differs from the information entropy for the…
GDP of China is about 11 trillion dollars and GDP of the United States is about 18 trillion dollars. Suppose that we know for the coming years, economy of the US will experience a real growth rate equal to \%3 and economy of China will…
Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…
Indexes are useful for summarizing multivariate information into single metrics for monitoring, communicating, and decision-making. While most work has focused on defining new indexes for specific purposes, more attention needs to be…
We find the wealth distribution for an economic agent in the financial market, in analogy with standard derivation of generaliz Boltzman (Tsallis) factor in statistical mechanics. In this respect, Tsallis entropic index separates two…