The general Markov model (GMM) of nucleotide substitution does not assume the evolutionary process to be stationary, reversible, or homogeneous. The GMM can be simplified by assuming the evolutionary process to be stationary. A stationary GMM is appropriate for analyses of phylogenetic data sets that are compositionally homogeneous; a data set is considered to be compositionally homogeneous if ...

The main goal of the paper is to investigate whether real GDP follows a trend stationary or a different stationary process. Our hypothesis is that real output is characterized by a non-linear mean reverting process. It is flexible Fourier stationary unit root test proposed by Enders and Lee (2004, 2009) to assess the nonstationary properties of the real GDP per capita that has been applied for ...

This paper presents some measurements supporting the spectral compatibililty of a T1.413 FDD PSD mask compliant non-stationary service with a DMT service that is using bit swapping. EtherLoop technology modems use a Spectrum Manager function to monitor the line between bursts, and upon detecting significant coupling with an ADSL type service, switch to a safe mode of operation [1]. This safe mo...

This paper aims to examine whether a bubble is present in the housing market of China. Thus, we use the housing price-to-income ratios and housing price-to-rent ratios of 35 cities from 1998 to 2010. The methods of the panel KSS unit root test with a Fourier function and the SPSM process are likewise used. The panel KSS unit root test with a Fourier function considers the problem of non-lineari...

We analyze in this paper the asymptotic behavior of the specification test of Aït-Sahalia (1996) for the stationary density of a diffusion process, but when the diffusion is not stationary. We consider integrated and explosive processes, as well as nearly integrated ones in the spirit of the local to unity analysis in classical unit root theory. We find that the behavior of the test predicted b...

In this paper we consider the problem of testing for parameter changes in ARIMA models based on the cusum test. The proposed test procedure is applicable to testing for the change from stationary models to nonstationary models, and vice versa. The idea is to transform the time series via differencing to make the whole time series as a combination of stationary subseries. For this task, we propo...

In this paper we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same gene...

Two experiments used functional magnetic resonance imaging (fMRI) to examine the cortical areas involved in establishing an expectation about the direction of motion of an upcoming object and applying that expectation to the analysis of the object. In Experiment 1, subjects saw a stationary cue that either indicated the direction of motion of a subsequent test stimulus (directional cue) or prov...

The motion aftereffect (MAE) is an illusory drift of a physically stationary pattern induced by prolonged viewing of a moving pattern. Depending on the nature of the test pattern the MAE can be phenomenally different. This difference in appearance has led to the suggestion that different underlying mechanisms may be responsible and several reports show that this might be the case. Here, we test...