For over a decade, nonparametric modelling has been successfully applied to study nonlinear structures in financial time series. It is well known that the usual nonparametric models often have less than satisfactory performance when dealing with more than one lag. When the mean has an additive...

For over a decade, nonparametric modelling has been successfully applied to study nonlinear structures in financial time series. It is well known that the usual nonparametric models often have less than satisfactory performance when dealing with more than one lag. When the mean has an additive...

This paper is to continue our study on complex beam–beam interaction models in particle accelerators with random excitations Y. Xu, W. Xu, G.M. Mahmoud, On a complex beam–beam interaction model with random forcing [Physica A 336 (2004) 347–360]. The random noise is taken as the form of...

We examine the mechanisms of action of colored multiplicative noise in a positionally disordered semiconductor with Moss–Burstein shift. It is shown that the action of multiplicative noise causes nonequilibrium first-order phase transition of the disorder–order-type in electron subsystem of...