in this paper, the range doppler algorithm (rda) for synthetic aperture radar moving on a ballistic trajectory is presented. the 3-dimension acceleration and non-uniform trajectory cause decreases in efficiency of conventional imaging algorithms. in this paper, the analytical expression for the 2-d signal spectrum for ballistic trajectory using taylor series expansion and series reversion is de...

This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets might be efficient) or alternatively I(d) with d < 1, which implies mean reversion. The multivariate framework exploiting recent developments in fr...

Perceived dependencies lead to time series profiles of prices in markets characterised by overconfident investors that manifest the empirically documented overreaction, momentum and mean reversion effects within a unified and robust modelling structure. Confirmatory bias is demonstrated to induce such perceived signal dependencies.