We apply the advanced time-and-frequency-domain method of singular spectrum analysis to study business cycle dynamics in a set of nine U.S. macroeconomic indicators. This method provides a robust way to identify and reconstruct shared oscillations, whether intermittent or modulated. We address...

We apply the advanced time-and-frequency-domain method of singular spectrum analysis to study business cycle dynamics in a set of nine U.S. macroeconomic indicators. This method provides a robust way to identify and reconstruct shared oscillations, whether intermittent or modulated. We address...

The Pearson diffusions is a flexible class of diffusions defined by having linear drift and quadratic squared diffusion coefficient. It is demonstrated that for this class explicit statistical inference is feasible. Explicit optimal martingale estimating func- tions are found, and the...

An effective and easy-to-implement frequency filter is designed by convolving a Hamming window with the ideal rectangular filter response function. Three other filters (Hodrick-Prescott, Baxter-King, and Christiano-Fitzgerald) are critically reviewed. The behavior of the Hamming-windowed filter...

The self-organization of particles in a two-phase system in the coexistence region through a diffusive mechanism is known as Ostwald ripening. A mesoscopic model derived from the spin exchange Ising model is used here in a computational study of Ostwald ripening. The typical cluster size is...

For the feasibility study of a wind energy site, accurate information on the flow field within the given full-scale site is a prerequisite. Two 2-D ultrasonic anemometers and one cup anemometer, located perpendicular to the prevailing wind direction, were used to measure the mean and...

In this paper we take up the question of a small dispersion limit for the Camassa–Holm equation. The particular limit we study involves a modification of the Camassa–Holm equation, seen in the recent theoretical developments by Himonas and Misiołek, as well as the first author, where...