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Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…

Statistics Theory · Mathematics 2012-05-14 Peter M. Robinson

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

The properties of quintessence are examined through the study of the variation of the electromagnetic coupling. We consider two simple quintessence models with a modified exponential potential and study the parameter space constraints…

Astrophysics · Physics 2010-01-05 M. C. Bento , R. Gonzalez Felipe

We study the effects of noise on a recently discovered form of intermittency, referred to as in-out intermittency. This type of intermittency, which reduces to on-off in systems with a skew product structure, has been found in the dynamics…

Chaotic Dynamics · Physics 2009-11-07 Peter Ashwin , Eurico Covas , Reza Tavakol

We introduce a novel way to extract information from turbulent datasets by applying an ARMA statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded…

Here, we present a new method to evaluate the expectation value of the power spectrum of a time series. A statistical approach is adopted to define the method. After its demonstration, it is validated showing that it leads to the known…

High Energy Astrophysical Phenomena · Physics 2015-06-16 G. A. Caliandro , D. F. Torres , N. Rea

A major aspect in power line distribution networks is the constant monitoring of the network properties. With the advent of the smart grid concept, distributed monitoring has started complementing the information of the central stations. In…

Physics and Society · Physics 2019-02-07 Federico Passerini , Andrea M. Tonello

Some dynamical properties present in a problem concerning the acceleration of particles in a wave packet are studied. The dynamics of the model is described in terms of a two-dimensional area preserving map. We show that the phase space is…

Chaotic Dynamics · Physics 2011-09-14 Diego F. M. Oliveira , Marko Robnik , Edson D. Leonel

We investigate topological and spectral properties of models of European and US-American power grids and of paradigmatic network models as well as their implications for the synchronization dynamics of phase oscillators with heterogeneous…

Physics and Society · Physics 2024-03-29 Max Potratzki , Timo Bröhl , Thorsten Rings , Klaus Lehnertz

We try to retrieve the power spectra with certainty to the highest spatial frequencies allowed by current instrumentation. For this, we use 2D inversion code that were able to recover information up to the instrumental diffraction limit.…

Solar and Stellar Astrophysics · Physics 2016-10-26 S. Danilovic , M. Rempel , M. van Noort , R. Cameron

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…

Methodology · Statistics 2024-01-19 Jonas Krampe , Efstathios Paparoditis

We quantify the important effect of strong final state interactions in the weak $K\to2\pi$ amplitudes, using the measured $\pi$--$\pi$ phase shifts with J=0 and $I=0,2$. The final rescattering of the two pions provides a strong enhancement…

High Energy Physics - Phenomenology · Physics 2009-10-31 Elisabetta Pallante , Antonio Pich

Weak Wave Turbulence is a powerful theory to predict statistical observables of diverse relevant physical phenomena, such as ocean waves, magnetohydrodynamics and nonlinear optics. The theory is based upon an asymptotic closure permitted in…

Statistical Mechanics · Physics 2016-07-13 Sergio Chibbaro , Christophe Josserand

Neural electromagnetic (EM) signals recorded non-invasively from individual human subjects vary in complexity and magnitude. Nonetheless, variation in neural activity has been difficult to quantify and interpret, due to complex, broad-band…

Neurons and Cognition · Quantitative Biology 2018-07-04 Trang-Anh Nghiem , Jean-Marc Lina , Matteo di Volo , Cristiano Capone , Alan C. Evans , Alain Destexhe , Jennifer S. Goldman

Several experimental results show that it is possible to extract useful phase information from reflected GPS signals over the oceans. In this work we begin the development of the theoretical background to account for these results and fully…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Giulio Ruffini i Fores , Francois Soulat

Lyapunov exponents of heavy particles and tracers advected by homogeneous and isotropic turbulent flows are investigated by means of direct numerical simulations. For large values of the Stokes number, the main effect of inertia is to…

We consider functional data where an underlying smooth curve is composed not just with errors, but also with irregular spikes. We propose an approach that, combining regularized spline smoothing and an Expectation-Maximization algorithm,…

Methodology · Statistics 2023-07-18 Huy Dang , Marzia Cremona , Francesca Chiaromonte

Weak amplification is a signal enhancement technique which is used to measure tiny changes that otherwise cannot be determined because of technical limitations. It is based on the existence of a special type of interaction which couples a…

Quantum Physics · Physics 2015-06-04 Juan P. Torres , Graciana Puentes , Nathaniel Hermosa , Luis Jose Salazar-Serrano

A simple phenomenological model is developed for the recent torsional oscillator experiments on solid $^4$He. Within this model, for a homogeneous sample there is a specific quantitative relation between the change in the oscillator's…

Disordered Systems and Neural Networks · Physics 2009-11-13 David A. Huse , Zuhair U. Khandker

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou
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