Multivariate processes with long-range dependence properties can be encountered in many fields of application. Two fundamental characteristics such frameworks are parameters and correlations between component time series. We consider multivariate dependent linear processes, not necessarily Gaussian. show that the covariances wavelet coefficients this setting asymptotically also study asymptotic...

This work is directed toward approximating the evolution of forecast error covariances for data assimilation. We study the performance of di erent algorithms based on simpli cation of the standard Kalman lter (KF). These are suboptimal schemes (SOS's) when compared to the KF, which is optimal for linear problems with known statistics. The SOS's considered here are several versions of optimal in...

Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available population covariances, then, the VAR model is identified. The present paper extends the original XYW...

Coordinated variation among positions in amino acid sequence alignments can reveal genetic dependencies at noncontiguous positions, but methods to assess these interactions are incompletely developed. Previously, we found genome-wide networks of covarying residue positions in the hepatitis C virus genome (R. Aurora, M. J. Donlin, N. A. Cannon, and J. E. Tavis, J. Clin. Invest. 119:225-236, 2009...

20 21 Coordinated variation among positions in amino acid sequence alignments can reveal genetic 22 dependencies at non-contiguous positions, but methods to assess these interactions are 23 incompletely developed. Previously, we found genome-wide networks of covarying residue 24 positions in the hepatitis C virus genome (Aurora et al., Journal of Clinical Investigation 2009 25 119:225). Here, w...

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. ‘Microscopic’ assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations. That means, the approximate mean value equations of these equations are the game dynamical equations of evolutionary game theory. The stochastic version of the...