Motivated by the fact that many empirical time series--including changes of heartbeat intervals, physical activity levels, intertrade times in finance, and river flux values--exhibit power-law anticorrelations in the variables and power-law correlations in their magnitudes, we propose a simple stochastic process that can account for both types of correlations. The process depends on only two pa...

We propose a simple class of semiparametric multivariate GARCH models, allowing for asymmetric volatilities and time-varying conditional correlations. Estimates for time-varying conditional correlations are constructed by means of a convex combination of estimates for averaged correlations (across all assets) and dynamic realized (historical) correlations. Our model is very parsimonious. Estima...

We propose a simple class of multivariate GARCH models, allowing for time-varying conditional correlations. Estimates for time-varying conditional correlations are constructed by means of a convex combination of averaged correlations (across all series) and dynamic realized (historical) correlations. Our model is very parsimonious. Estimation is computationally feasible in very large dimensions...

This study aims to investigate the density and viscosity of ternary biodiesel blends. Fuel play an important role in fuel injection system, flame propagation, combustion process compression ignition engine. The are higher than high-speed diesel which is implication commercialization biodiesel. In present study, palm oil has been used for production through ultrasound-assisted transesterificatio...

1 Univariate Statistics and Histograms . . . . . . . . . . . . . . . . . . 2 1.1 Measures of Location . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Measures of Position . . . . . . . . . . . . . . . . . . . . . . . 5 1.3 Measures of Dispersion . . . . . . . . . . . . . . . . . . . . . . 7 2 Comparing the Distributions of Datasets . . . . . . . . . . . . . . . . 8 2.1 Comparing Empirical a...

Correlations in family size across generations could have a major influence on human population size in the future. Empirical studies have shown that the associations between the fertility of parents and the fertility of children are substantial and growing over time. Despite their potential long-term consequences, intergenerational fertility correlations have largely been ignored by researcher...

Practical and empirical equations of transport properties have been developed for refrigerant compounds. These equations have been used to develop correlations for experimental heat transfer coefficient (IITC) for both evaporation and condensation in smooth tubes. Model calculations have been compared with recent experimental data, and reasonable agreement has been obtained. INTRODUCTION We hav...

We present in this paper some theoretical and methodological problems related to the analysis of serial correlations in experimental data. A very common observation in behavioral and physiological experiments is the presence of long-range correlations in time series. In this case the current observation seems to keep the memory of a large set of previous observations. This kind of process has b...