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International Conference on Statistical Properties of Nonequilibrium Dynamical Systems
certain general types of stochastic deterministic dynamical systems
2016/7/18
The International Conference on Statistical Properties of Nonequilibrium Dynamical Systems will be held in the South University of Science and Technology of China (SUSTC) in Shenzhen, China, from July...
Extended Central Composite Designs and Their Statistical Properties
Statistical Properties Composite Designs
2015/3/18
There are several desirable properties that response surface designs may have. Sometimes we need designs which have more than
one desirable property at the same time. In this paper, we have proposed ...
Statistical properties of nonuniformly expanding 1d maps with logarithmic singularities
Statistical properties of nonuniformly 1d maps logarithmic singularities
2010/12/13
For a certain parametrized family of maps on the circle, with critical points and
logarithmic singularities where derivatives blow up to infinity, a positive measure set of parameters was constructed...
Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series
Non-stationary Time Series Wavelet Transform Fractals Power Law
2010/4/27
We make use of wavelet transform to study the multi-scale, self similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock mark...