Isolating the source of nontidal oceanographic noise in seafloor pressure data is critical for improving use these geodetic applications. Residuals between nearby bottom records have typically been used to remove components, as are largely common-mode. To evaluate similarities pairs observed at a range water depths, we calculate standard deviations time series residuals from all site pairs, ins...

A dynamic multi-level factor model with possible stochastic time trends is proposed. In the model, long-range dependence and short memory dynamics are allowed in global local common factors as well innovations. Estimation of performed on prewhitened series, for which prewhitening parameter estimated semiparametrically from cross-sectional average observable series. Employing canonical correlati...

Recent studies indicating long term dependence in stock market indices have found a mean reversion process. However, studies using rescaled range (R/S) analysis have not found evidence of a mean reversion or ergodic process. Instead, evidence from these studies indicate either long term persistence in a nonperiodic cycle or short run Markovian dependence with no long term persistence. The purpo...

The long-range dependence of Internet traffic has been experimentally observed. One issue in handling long-range dependent traffic is how to simulate random traffic data with long-range dependence. The authors discuss a correlation-based simulator with a white noise input for generating long-range dependent traffic data. With the real TCP traffic traces, a simulation model of TCP arrival traffi...