This paper explores equilibrium and optimal matching behavior in constant returns to scale search economies with heterogeneous agents. We show that optimal matching behavior may involve a nontrivial limit cycle, and that there may exist a continuum of cyclical perfect foresight equilibria. These results hold for a generic set of parameter values. They are due to a trading externality (Diamond 1...

This paper presents a technique for reducing additive noise from audio signals which have nonstationary properties. In the technique, we model a nonstationary signal as a set of tones having various durations. Since it is important to choose an appropriate analysis window size in Spectral Subtraction (SS) for such nonstationary signals, we propose a multi-stage SS technique, in which different ...

Kurtosis of a time signal has been a popular tool for detecting nongaussianity. Recently, kurtosis as a function frequency defined in spectral domain has been successfully used in the fault detection of induction motors, machine bearings. A link between the nongaussianity and nonstationaity has been established through Wold-Cramer’s decomposition of a nonstationary signal, and the properties of...

The performance of multihop wireless networks (MWN) is normally studied via simulation over a fixed time horizon using a steady-state type of statistical analysis procedure. However, due to the dynamic nature of network connectivity and nonstationary traffic, such an approach may be inappropriate as the network may spend most time in a transient/nonstationary state. Moreover, the majority of th...

We consider the problem of online classification in nonstationary environments. Specifically, we take a Bayesian approach to sequential parameter estimation of a logistic MCS, and compare this method with other algorithms for nonstationary classification. We comment on several design considerations.

'ins purpose of this paper is to extend scattering function concepts to nonstationary and correlated scattering and use appropriate extensions to study optimum array processors in inhomogeneous Gaussian random noise fields. For this end we will review common functional representations of nonstationary stochastic processes and indicate how these functional representations can be used for analysi...

This paper studies functional coefficient regression models with nonstationary time series data, allowing also for stationary covariates. A local linear fitting scheme is developed to estimate the coefficient functions. Consistency and asymptotic distributions of the estimators are obtained, showing different convergence rates for the stationary and nonstationary covariates. A two-stage approac...

We discuss the consequences of a variant of the Hatano-Sasa relation in which a nonstationary distribution is used in place of the usual stationary one. We first show that this nonstationary distribution is related to a difference of traffic between the direct and dual dynamics. With this formalism, we extend the definition of the adiabatic and nonadiabatic entropies introduced by M. Esposito a...

Existing sinogram restoration methods cannot handle noises and nonstationary artifacts simultaneously. Although bilateral filter provides an efficient way to preserve image details while denoising, its performance in sinogram restoration for low-dosed X-ray computed tomography LDCT is unsatisfied. The main reason for this situation is that the range filter of the bilateral filter measures simil...