## Order 1 autoregressive process of finite length

AbstractThe stochastic processes of finite length defined by recurrence relations request additional relations specifying the first terms of the process analogously to…

AbstractThe stochastic processes of finite length defined by recurrence relations request additional relations specifying the first terms of the process analogously to…

AbstractEvolution equations for probability density functions (PDFs) and filtered density functions (FDFs) of random species concentrations weighted by conserved scalars…

AbstractThe log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its…

AbstractA preliminary essential procedure in time series analysis is the separation of the deterministic component from the random one. If…

AbstractThe time evolution of a physical quantity associated with a thermodynamic system whose equilibrium fluctuations are modulated in amplitude by…

AbstractThe Gaussian white noise modulated in amplitude is defined as the product of a Gaussian white noise and a slowly…

Abstract Consider the problem: $$y”(x) + f(x, y) = 0, \ \ x \in [0, 1], y(a) = \alpha, y(b)…

AbstractTime series generated by a complex hierarchical system exhibit various types of dynamics at different time scales. A financial time…

AbstractFractional Brownian motion (fBm) is a nonstationary self-similar continuous stochastic process used to model many natural phenomena. A realization of…

AbstractThe Algol type binary system WW Cygni is known to display an intricate orbital period variability phenomenon which consists in…