Class specific mortality in 17th and 18th Century Vienna shows a cyclical pattern which is related to grain price cycles in the 5-10 years range. This relationship is not stable over time. Applying spectral analysis based on time-varying VARs, it can be shown that at the beginning of the observation period, comovement of grain prices and mortality is considerably high in areas populated by lowe...

Log periodogram (LP) regression is shown to be consistent and to have a mixed normal limit distribution when the memory parameter d 1⁄4 1. Gaussian errors are not required. The proof relies on a new result showing that asymptotically infinite collections of discrete Fourier transforms (dft’s) of a short memory process at the fundamental frequencies in the vicinity of the origin can be treated a...

We quantitatively investigate how the telephone channel and regional dialect might impact formant frequencies estimates extracted from tools commonly used in law enforcement. The telephone channel and regional dialect are important factors in forensic phonetics. In 90% of forensic cases, the speech sample in question is recorded after transmission via telephone (Byrne and Foulkes, 2004). In add...

This work compares the accuracy of fundamental frequency and formant frequency estimation methods and maximum a posteriori (MAP) prediction from MFCC vectors with hand-corrected references. Five fundamental frequency estimation methods are compared to fundamental frequency prediction from MFCC vectors in both clean and noisy speech. Similarly, three formant frequency estimation and prediction m...

As a universal technical language, mathematics has been widely applied in many fields, and it is more accurate than any other languages in describing information. Therefore, numerous mathematical formulas exist in all kinds of documents. There is no doubt that automatic mathematical formulas processing is very important and necessary, of which extract formulas from document images is the first ...

This article is an introduction to Malliavin Calculus for practitioners. We treat one specific application to the calculation of greeks in Finance. We consider also the kernel density method to compute greeks and an extension of the Vega index called the local vega index.

EVARIST GINÉ and DAVID M. MASON Department of Mathematics, University of Connecticut and Statistics Program, University of Delaware ABSTRACT. We apply recent results on local U–statistcs to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions. key words: kernel density estimator, uniform in bandwidth, U...

Vehicle detection in satellite images has attracted extensive research interest with widespreading application potentials. The main challenge lies in the difficulty of labeling sufficient training instances (vehicle rectangles) across all resolutions and imaging conditions of satellite images, which degenerates the performance of vehicle detectors trained correspondingly. To tackle this challen...

In this work is discussed the importance of the renewable production forecast in an island environment. A probabilistic forecast based on kernel density estimators is proposed. The aggregation of these forecasts, allows the determination of thermal generation amount needed to schedule and operating a power grid of an island with high penetration of renewable generation. A case study based on el...

We analyze several random random walks on one-dimensional lattices using spectral analysis and probabilistic methods. Through our analysis, we develop insight into the pre-asymptotic convergence of Markov chains.