Networks generated by local-world evolving network model display a transition from exponential network to power-law network with respect to connectivity distribution. We investigate statistical properties of the evolving networks and the responses of these networks under random errors and...

This paper reports a new three-dimensional continuous quadratic autonomous chaotic system, modified from the Lorenz system, in which each equation contains a single quadratic cross-product term, which is different from the Lorenz, Rössler, Chen, Lü systems. Basic properties of the new system...

The Economic and trade relationship between the EU and ASEAN is determined by on the ¡°soft power¡± strategy of the EU, which is different from that of the US and Japan. On the other hand, the relationship is also a reflection of economic interest demands of the EU¡¯s trade and investment....

Inference for variance components in linear mixed models of ANOVA type, including estimation and testing, has been investigated when the number of fixed effects is fixed. However, for high-dimensional data, this number is large and would be regarded as a divergent value as the sample size goes...

<Para ID="Par1">The fluxes of water and energy between the land surface and atmosphere involve many complex non-linear processes. In this study, the Noah and Noah-MP land surface models with multiple groundwater sub-models are used to assess how the treatment of canopy processes and interactions with deep...</para>

Aerosols can affect the cloud-radiation feedback and the precipitation over the Indian monsoon region. In this paper, we propose that another pathway by which aerosols can modulate the multi-scale aspect of Indian monsoons is by altering the land–atmosphere interactions. The nonlinear...

type="main" xml:id="sjos12044-abs-0001" <title type="main">ABSTRACT</title>The purpose of this article is threefold. First, variance components testing for ANOVA-type mixed models is considered, in which response may not be divided into independent sub-vectors, whereas most of existing methods are for models where...

Unless a direct hedge is available, cross hedging must be used. In such circumstances portfolio theory implies that a composite hedge (the use of two or more hedging instruments to hedge a single spot position) will be beneficial. Surprisingly, the study and use of composite hedging has been...

We propose and illustrate a Markov-switching multi-fractal duration (MSMD) model for analysis of inter-trade durations in financial markets. We establish several of its key properties with emphasis on high persistence (indeed long memory). Empirical exploration suggests MSMD's superiority...

Unless a direct hedge is available, cross hedging must be used. In such circumstances portfolio theory implies that a composite hedge (the use of two or more hedging instruments to hedge a single spot position) will be beneficial. The study and use of composite hedging has been neglected; possibly...