Showing 1 - 10 of 11
The notion of measure representation of protein sequences is introduced based on the detailed HP model. Multifractal analysis and detrended fluctuation analysis are then performed on the measure representations of a large number of long protein sequences. It is concluded that these protein...
Persistent link: https://www.econbiz.de/10010871810
Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuation analysis (MF-DFA) and the topological and fractal properties of their converted horizontal visibility graphs (HVGs). The energy...
Persistent link: https://www.econbiz.de/10011064150
The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal detrended fluctuation analysis (MF-DFA)....
Persistent link: https://www.econbiz.de/10010931557
A general solution of the Deny convolution equation restricted to a half line is obtained using certain concepts of random walk theory. The equation in question arises in several places in applied probability such as in queueing and storage theories and characterization problems of probability...
Persistent link: https://www.econbiz.de/10005006419
It is shown that there is no direct relation between the fractional exponent v of the fractional integral and the fractal structure of the memory set considered, v depends only the first contraction coefficient χ1 and the first weight P1 of the self-similar measure (or infinite self-similar...
Persistent link: https://www.econbiz.de/10011058219
This paper considers statistical inference for nonstationaryGaussian processes with long-range dependence and intermittency. The existence of such a process has been established by Anh et al. (J. Statist. Plann. Inference 80 (1999) 95–110). We systematically consider the case where the...
Persistent link: https://www.econbiz.de/10015271275
This paper considers statistical inference for nonstationary Gaussian processes with long-range dependence and intermittency. The existence of such a process has been established by Anh et al. (J. Statist. Plann. Inference 80 (1999) 95-110). We systematically consider the case where the spectral...
Persistent link: https://www.econbiz.de/10008875814
This paper considers statistical inference for nonstationaryGaussian processes with long-range dependence and intermittency. The existence of such a process has been established by Anh et al. (J. Statist. Plann. Inference 80 (1999) 95–110). We systematically consider the case where the...
Persistent link: https://www.econbiz.de/10005836896
In this paper, we consider a random quadratic form of strictly stationary processes. A central limit theorem for the quadratic form is established and an application to nonparametric series regression is given.
Persistent link: https://www.econbiz.de/10005313962
We construct a binary market model with memory that approximates a continuous-time market model driven by a Gaussian process equivalent to Brownian motion. We give a sufficient condition for the binary model to be arbitrage-free. In a case when arbitrage opportunities exist, we present the rate...
Persistent link: https://www.econbiz.de/10005319337