Estimation of the average number of continuous crossings for non-stationary non-diffusion processes

Temporal Aggregation of Stationary and Non-stationary Continuous-Time Processes

We study the autocorrelation structure of aggregates from a continuous-time process. The underlying continuous-time process or some of its higher derivative is assumed to be a stationary continuous-time auto-regressive fractionally integrated moving-average (CARFIMA) process with Hurst parameter H. We derive closed-form expressions for the limiting autocorrelation function and the normalized sp...

Minimum distance estimation of stationary and non-stationary ARFIMA processes

A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters. The estimator is easy to compute and is consistent and asymptotically normally distributed for fractionally integrated (FI) processes with an integratio...

On the average number of sharp crossings of certain Gaussian random polynomials

Cache Miss Estimation for Non-Stationary Request Processes

The aim of the paper is to evaluate the miss probability of a Least Recently Used (LRU) cache, when it is offered a non-stationary request process given by a Poisson cluster point process. First, we construct a probability space using Palm theory, describing how to consider a tagged document with respect to the rest of the request process. This framework allows us to derive a general integral f...

on the effect of linear & non-linear texts on students comprehension and recalling

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