This paper provides a robust statistical approach to nonstationary time series regression and inference. Fully modified extensions of traditional robust statistical procedures are developed that allow for endogeneities in the nonstation-ary regressors and serial dependence in the shocks that drive the regressors and the errors that appear in the equation being estimated. The suggested estima-to...

Introduction In practice most signals can be regarded as nonstationary, i.e., as output of a linear but time variant system. Some kinds of signals, e.g., speech signals, to some extent can be interpreted as output of a linear system with abruptly changing parameters. Problems arising in processing signals with such kind of properties are estimation of change points and dealing with the problem ...

A convergence rate is established for nonstationary iterated Tik-honov regularization, applied to ill-posed problems involving closed, densely deened linear operators, under general conditions on the iteration parameters. It is also shown that an order-optimal accuracy is attained when a certain a posteriori stopping rule is used to determine the iteration number.

In a recent paper, Weintraub, Benkard, and Van Roy (2008b) propose an approximation method for analyzing Ericson and Pakes (1995)-style dynamic models of imperfect competition. In that paper, we defined a new notion of equilibrium, oblivious equilibrium (henceforth, OE), in which each firm is assumed to make decisions based only on its own state and knowledge of the long-run average industry st...

The work deals with nonstationary invariant probability distributions of diffusion stochastic processes (DSPs). Few results on this topic are available, such as theoretical works of Il’in and Has’minskiı̆ and a recent more practical contribution of Mamontov and Willander. This is in a disproportion to an importance of nonstationary invariant DSPs which have a potentially wide application to the ...

Skin color offers a strong cue for efficient localization and tracking of human body parts in video sequences for vision-based human-computer interaction. Color-based target localization could be achieved by analyzing segmented skin color regions. However, one of the challenges of color-based target tracking is that color distributions would change in different lighting conditions such that fix...

A theoretical framework for solute flux through spatially nonstationary flows in porous media is presented. The flow nonstationarity may stem from medium nonstationarity (e.g., the presence of distinct geological layers, zones, or facies), finite domain boundaries, and/or fluid pumping and injecting. This work provides an approach for studying solute transport in multiscale media, where random ...

Needless to say, the signal detection is one of the most important problems in the signal processing area for a long time, and a great deal of investigations has been done up to the present time. Most of the conventional approaches are based on the (binary) hypothesis-testing, and treat the corrupting (additive) noise as a stationary random process because stationary process is rather easy to h...

Many natural phenomena, including geologic events and geophysical data, are fundamentally nonstationary exhibiting statistical variation that changes in space and time. Time-frequency characterization is useful for analyzing such data, seismic traces in particular. We present a novel time-frequency decomposition, which aims at depicting the nonstationary character of seismic data. The proposed ...

Wind turbines usually operate under nonstationary conditions, such as wide-range speed fluctuation and time-varying load. Its critical component, the planetary gearbox, is prone to malfunction or failure, which leads to downtime and repair costs. Therefore, fault diagnosis and condition monitoring for the planetary gearbox in wind turbines is a vital research topic. Meanwhile, the signals measu...