Purpose – The purpose of this paper is to reduce the calculation burden and speed up the estimation process of Allan variance method while ensuring the exactness of the analysis results. Design/methodology/approach – A series of six-hour static tests have been implemented at room temperature, and the static measurements have been collected from MEMS IMU. In order to characterize the various typ...

The effects of taking into account in a perfect integrate and fire model of neuronal activity the spatial localization of the synapses are studied by superposing to the diffusion a simple discrete jump component. Different criteria are employed to assess the role of excitatory and inhibitory discrete contributions. Comparisons are performed with respect to the case where contributions coming fr...

A first international comparison of I2-stabilized Nd : YAG lasers has been made between the National Research Laboratory of Metrology (NRLM), Tsukuba, Japan, the Joint Institute for Laboratory Astrophysics JILA (formerly the Joint Institute for Laboratory Astrophysics), Boulder, CO, the National Institute of Standards and Technology (NIST), Boulder, and the University of Colorado, Boulder. The ...

For proper relative quantification by real-time PCR, compared samples should have similar PCR efficiencies. To test this prerequisite, we developed two quality tests: (i) adjustment of a test for kinetic outlier detection (KOD) to relative quantification; and (ii) comparison of the efficiency variance of test samples with the efficiency variance of samples with highly reproducible quantificatio...

Bell's degree-variance Var$!{}_{B}$ for a graph $G$, with the degree sequence ($d_1,d_2,cdots,d_n$) and size $m$, is defined as$Var!_{B} (G)=frac{1}{n} sum _{i=1}^{n}left[d_{i} -frac{2m}{n}right]^{2}$.In this paper, a new version of the irregularity measures of variance-type, denoted by $Var_q$, is introduced and discussed. Based on a comparative study, it is demonstrated that the n...

In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a log-regression estimator based on the so-called modified Allan variance MAVAR . Simulations have shown that this estimator achieves higher accuracy and better confidence when compared with other methods. In this paper we present a rigorous study of the MAVAR log-regression estimator. In particula...

We consider pricing of various types of exotic discrete variance swaps, like the gamma swaps and corridor swaps, under the 3/2-stochastic volatility models with jumps. The class of stochastic volatility models (SVM) that use a constant-elasticity-of-variance (CEV) process for the instantaneous variance exhibit nice analytical tractability when the CEV parameter takes just a few special values (...