We suggest moment estimators for the parameters of a continuous time GARCH(1,1) process based on equally spaced observations. Using the fact that the increments of the COGARCH(1,1) process are strongly mixing with exponential rate, we show that the resulting estimators are consistent and asymptotically normal. We investigate the empirical quality of our estimators in a simulation study based on...

[1] Estimates of the dissipation of subinertial currents due to bottom boundary layer drag at the eastern and western boundaries of the North Atlantic ocean, between 15 N and 60 N, are computed using data from the world’s largest archive of ocean current meter time series. We show from these data that a significant proportion of such loss in this region is due to dissipation at the western boun...

We present a scheme for generating new valid inequalities for mixed integer programs by taking pairwise combinations of existing valid inequalities. Our scheme is related to mixed integer rounding and mixing. The scheme is in general sequence-dependent and therefore leads to an exponential number of inequalities. For some important cases, we identify combination sequences that lead to a managea...

Mixing time of a Markov chain depends on the eigenvalues of its transition matrix. We give some examples and bounds on the mixing time in terms of the eigenvalue having second largest absolute value. This paper is based on Chapters 1, 4, and 12 of [1].

to assess the effect of time and temperature (in the pumice mixing phase of olive oil extraction) on the quantity and quality features of the extracted oil, a series of experiments comprised of three levels of mixing time (10, 20, and 30 min), and three levels of mixing temperature (30, 45, and 60°c) were carried out. the recorded data were analyzed in the framework of a randomized complete blo...

Laminar mixing of glycerin in a chaotic mixer is carried by means of the blob deformation method. The mixer was a cylindrical vessel with two rotational blades which move along two different circular paths with a stepwise motion protocol. The flow visualization was performed by marking of the free surface of the flow with a tracer. The effects of controlling parameters such as rotational speed ...

this experiment was conducted to investigate the effects of different levels of canola oil and diet mixing time length on performance, carcass traits and blood lipids in broilers. in this experiment 288 ross-308 broilers were used from 11 up to 42 days as factorial arrangement (3×2) included three levels of canola oil (0, 3 and 6%) and two mixing time length (10 and 15 minute) in 6 treatments, ...