Titlebook: Cyclostationarity: Theory and Methods - II; Contributions to the Fakher Chaari,Jacek Leskow,Anna Dudek Conference proceedings 2015 The Edit

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TIA742

https://doi.org/10.1007/978-3-658-23783-7. The aim of this work is to propose two alternative multivariate autoregressive models with .-stable noise for modelling New Zealand electricity market prices. The models account for nodal price interrelations as well as price dependency on empirical factors. Moreover, a novel extension of classica

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Trumps Innenpolitik im Schatten von Obamaf interest is K-dependent but also heavy tails of the form: ., where . is the periodic function and . is a heavy tailed stationary process.We use the multivariate t- distribution with the covariance matrix . of order .. Moreover, we assume that the number of degrees of freedom . is fixed and ..We us

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Trumps organisierte Verantwortungslosigkeitc .-stable L.vy motion), that are a natural extension of second-order L.vy-driven CARMA processes. They are also the extension of discrete ARMA models with symmetric .-stable innovations. For the considered stable models, the covariance function is not defined and therefore other measures of depende

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https://doi.org/10.1007/978-3-319-16330-7Almost Periodically Correlated (APC) Time series; Cyclostationary Time Series; Damage Assessment; Nonst

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978-3-319-36201-4The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl

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Trumps organisierte Verantwortungslosigkeite alternative measure defined for infinitely divisible stochastic processes called the L.vy correlation cascade. As a special case, we consider symmetric .-stable CAR(1) process, also called the Ornstein-Uhlenbeck process. In order to illustrate theoretical results, we analyze the real financial dat

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2363-698X ntenance operations. It addresses the needs of students, researchers and professionals in the broad fields of engineering, mathematics and physics, with a special focus on those studying or working with nonstationary and/or cyclostationary processes..?.978-3-319-36201-4978-3-319-16330-7Series ISSN 2363-698X Series E-ISSN 2363-6998

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The Dependence Structure for Symmetric ,-stable CARMA(p,q) Processes,e alternative measure defined for infinitely divisible stochastic processes called the L.vy correlation cascade. As a special case, we consider symmetric .-stable CAR(1) process, also called the Ornstein-Uhlenbeck process. In order to illustrate theoretical results, we analyze the real financial dat