منابع مشابه
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In This Issue 2 Editors’ Notes and Product Introductions 3 Front End Turns PC Sound Card into High-Speed Sampling Oscilloscope 7 Monitoring and Sequencing in Multirail Power-Supply Systems 11 S-Parameters Allow High-Frequency Verification of RF Switch Models 15 How to Apply DC-to-DC Step-Up/Step-Down Regulators Successfully 17 Ultrahigh-Performance Differential-Output Programmable-Gain Instrume...
متن کاملOn Boas-type Problem
R.P. Boas has found necessary and sufficient conditions of belonging of function to Lipschitz class. From his findings it turned out, that the conditions on sine and cosine coefficients for belonging of function to Lip α (0 < α < 1) are the same, but for Lip 1 are different. Later his results were generalized by many authors in the viewpoint of generalization of condition on the majorant of mod...
متن کاملBoas' Formula and Sampling Theorem
In 1937, Boas gave a smart proof for an extension of the Bernstein theorem for trigonometric series. It is the purpose of the present note (i) to point out that a formula which Boas used in the proof is related with the Shannon sampling theorem; (ii) to present a generalized Parseval formula, which is suggested by the Boas’ formula; and (iii) to show that this provides a very smart derivation o...
متن کاملCoordinated Hunting by Cuban Boas
Coordinated hunting, in which individual predators relate in time and space to each other’s actions, is uncommon in animals, and is often difficult to distinguish from simply hunting in non-coordinated groups, which is much more common. The author tested if Cuban boas (Chilabothrus angulifer) hunting bats in cave passages take into account other boas’ positions when choosing hunting sites, and ...
متن کاملNoVaS Transformations: Flexible Inference for Volatility Forecasting∗
In this paper we present several new findings on the NoVaS transformation approach for volatility forecasting introduced by Politis (2003a,b, 2007). In particular: (a) we present a new method for accurate volatility forecasting using NoVaS ; (b) we introduce a “timevarying” version of NoVaS and show that the NoVaS methodology is applicable in situations where (global) stationarity for returns f...
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ژورنال
عنوان ژورنال: Revista Economia & Tecnologia
سال: 2005
ISSN: 2238-1988,2238-4715
DOI: 10.5380/ret.v1i1.29055