Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Chris Heyde"'
Autor:
Nan Xue, Xiaofan Wu, Suat Gumussoy, Ulrich Muenz, Amer Mesanovic, Chris Heyde, Zerui Dong, Guna Bharati, Sudipta Chakraborty, Leland Cockcroft, Lisa Dangelmaier
Publikováno v:
IEEE Transactions on Smart Grid. 13:4009-4021
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::70a415cae1b660b265be9b1445a4a624
https://doi.org/10.1109/tsg.2021.3135232
https://doi.org/10.1109/tsg.2021.3135232
Autor:
Ulrich Muenz, Nan Xue, Xiaofan Wu, Amer Mesanovic, Leland Cockcroft, Lisa Dangelmaier, Chris Heyde, Zerui Dong, Sudipta Chakraborty, Aditya Ashok
Publikováno v:
IEEE Electrification Magazine. 10:10-19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::20da3a573b7c25de2e59bb8d601a771a
https://doi.org/10.1109/mele.2022.3187632
https://doi.org/10.1109/mele.2022.3187632
Autor:
Chris Heyde, Allan Sly
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 387:5024-5032
Temporal scaling and infinite variance are two stylized features often seen together in times series of complex systems. We find that because of their infinite moments samples from fractional Levy flights produce bi-linear scaling functions which may
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1114c6526102edbdefc582d7bd48e339
https://doi.org/10.1016/j.physa.2008.05.029
https://doi.org/10.1016/j.physa.2008.05.029
Publikováno v:
Journal of Applied Probability. 39:730-747
A class of continuous-time models is developed for modelling data with heavy tails and long-range dependence. These models are based on the Green function solutions of fractional differential equations driven by Lévy noise. Some exact results on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b76eb0dec85fb7e496a9807b6309f75
https://doi.org/10.1239/jap/1037816015
https://doi.org/10.1239/jap/1037816015
Publikováno v:
Journal of Time Series Analysis. 22:517-535
This paper considers the case where a stochastic process may display both long-range dependence and second-order intermittency. The existence of such a process is established in Anh, Angulo and Ruiz-Medina (1999). We systematically study the estimati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d243594a4b411261b42e31ad6ae51e6
https://doi.org/10.1111/1467-9892.00239
https://doi.org/10.1111/1467-9892.00239
Publikováno v:
Selected Works of C.C. Heyde ISBN: 9781441958228
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d488b3cc35f7a80a847d71dbd46d408
https://doi.org/10.1007/978-1-4419-5823-5_56
https://doi.org/10.1007/978-1-4419-5823-5_56
Autor:
Allan Sly, Chris Heyde
Publikováno v:
Ann. Probab. 36, no. 2 (2008), 796-805
We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range dependence,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33952b600e3019acea276086df7c1506
http://arxiv.org/abs/0804.2588
http://arxiv.org/abs/0804.2588
Autor:
Chris Heyde
Publikováno v:
Statist. Sci. 10, no. 2 (1995), 214-230
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8c1ce77e667ffb5d1e812556bec8180
http://projecteuclid.org/euclid.ss/1177010039
http://projecteuclid.org/euclid.ss/1177010039