Extraordinary flood events occurred recently in northwest England, with several severe floods Cumbria, Lancashire and the Manchester area 2004, 2009 2015. These clustered extraordinary ev...

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...

It is often needed to label electroencephalogram (EEG) signals by segments of similar characteristics that are particularly meaningful to clinicians and for assessment by neurophysiologists. Within each segment, the signals are considered statistically stationary, usually with similar characteristics such as amplitude and/or frequency. In order to detect the segments boundaries of a signal, we ...

In this work, we analyse a pair of two-dimensional coupled reaction-diusion equations known as the Gray-Scott model, in which spot patterns have been observed. We focus on stationary patterns, and begin by deriving the asymptotic scaling of the parameters and variables necessary for the analysis of these patterns. A complete bifurcation study of these solutions is presented. The main mathematic...

Instrumental variables estimation is classically employed to avoid simultaneous equations bias in a stable environment. Here we use it to improve upon ordinary least-squares estimation of cointegrating regressions between non-stationary and/or long memory stationary variables where the integration orders of regressor and disturbance sum to less than 1, as happens always for stationary regressor...