Related papers: Humbert Generalized Fractional Differenced ARMA Pr…
This paper presents a new approach for tackling the shift-invariance problem in the discrete Haar domain, without trading off any of its desirable properties, such as compression, separability, orthogonality, and symmetry. The paper…
A variational model for the interaction between homogenization and phase separation is considered in the regime where the former happens at a finer scale than the latter. The first order $\Gamma-$limit is proven to exhibit a separation of…
The dihedral homology functor $HD:A_\infty^{{\rm inv}}(K)\to GrM(K)$ from the category $A_\infty^{{\rm inv}}(K)$ of involutive $A_\infty$-algebras over any commutative unital ring $K$ to the category $GrM(K)$ of graded $K$-modules is…
The object of this paper is to investigate the certain results involving Bateman's matrix polynomials for integral index. We obtain some properties, integral representation and recurrence relations for hypergeometric matrix function. We…
In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…
We construct the deformation functor associated to a couple of morphisms of differential graded Lie algebras, and use it to study the infinitesimal deformations of a holomorphic map of compact complex manifolds. In particular, in the case…
A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the two key features of cyclical long memory: quasi-periodicity…
Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…
The dynamical mean field theory (DMFT) has become a standard technique for the study of strongly correlated models and materials overcoming some of the limitations of density functional approaches based on local approximations. An important…
We consider the discretization of the $1d$-integral Dirichlet fractional Laplacian by $hp$-finite elements. We present quadrature schemes to set up the stiffness matrix and load vector that preserve the exponential convergence of $hp$-FEM…
The FARIMA models, which have long-range-dependence (LRD), are widely used in many areas. Through deriving a precise characterisation of the spectrum, autocovariance function, and variance time function, we show that this family is very…
In this article, we propose a spectral method for a class of multivariate inhomogeneous spatial point processes, namely the second-order intensity reweighted stationary processes. A key ingredient of our approach is utilizing the asymptotic…
Complex time series models such as (the sum of) ARMA$(p,q)$ models with additional noise, random walks, rounding errors and/or drifts are increasingly used for data analysis in fields such as biology, ecology, engineering and economics…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
Autoregressive tempered fractionally integrated moving average (ARTFIMA) time series is a useful model for velocity data in turbulence flows. In this paper, we obtain an invariance principle for the partial sum of an ARTFIMA process. The…
In this article we introduce an analytical method, namely Homotopy Analysis Transform Method (HATM) which is a combination of Homotopy Analysis Method (HAM) and Laplace Decomposition Method (LDM).This scheme is simple to apply linear and…
In this paper we discuss dynamic ARMA-type regression models for time series taking values in $(0,\infty)$. In the proposed model, the conditional mean is modeled by a dynamic structure containing autoregressive and moving average terms,…
In extracting time series data from various sources, it is inevitable to compile variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregating high frequency…
We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite process of order $1$ is fractional Brownian motion and the…