It is proven that the Wahlquist perfect fluid space-time cannot be smoothly joined to an exterior asymptotically flat vacuum region. The proof uses a power series expansion in the angular velocity, to a precision of the second order. In this approximation, the Wahlquist metric is a special case of the rotating Whittaker space-time. The exterior vacuum domain is treated in a like manner. We comp...

This work deals with recursive robust estimation in autoregressive models that are contaminated by additive outliers. The importance of such procedures in applied time series is obvious: (i) the recursive character of the estimation allows to treat time series in real time (on-line) updating previous estimates by means of simple calculations after delivering new observations; (ii) robustness of...

The problem of system identification from a time series of measurements is solved by using nonparametric additive models. Having only few structural information about the system, a nonparametric approach may be more appropriate than a parametric one for which detailed prior knowledge is needed. Based on nonparametric regression, the functions in the additive models are estimated by a penalized ...

Contemporaneous outlier blocks (additive or reallocation) caused by special events frequently occur in repeated business time series. When the time series have strong inter-series dependence, shrinkage estimation techniques provide improved estimates of the time series model parameters and of the outlier block. A bootstrap estimate of the covariance matrix of the vector of outlier magnitudes en...

The partially linear additive model arises in many scientific endeavors. In this paper, we look at inference given panel data and a serially correlated error component structure. By combining polynomial spline series approximation with least squares and the estimation of correlation, we propose a weighted semiparametric least squares estimator (WSLSE) for the parametric components, and a weight...

To perform a task a subject executes mental processes. An experimental manipulation, such as a change in stimulus intensity, is said to selectively influence a process if it changes the duration of that process leaving other process durations unchanged. For random process durations a definition of a factor selectively influencing a process by increments is given in terms of stochastic dominance...

Many risk management strategies, including hedging the price risk using forward or futures contracts require accurate forecasts of basis, i.e., spot price minus the futures price. Recent literature in this area has applied nonlinear time-series models, which are refinements of the linear autoregressive models that allow the parameters to transition from one regime to another. These parametric n...

Motivated by the substantial development of special functions, we contribute to establish some rigorous results on general series identities with bounded sequences and hypergeometric functions different arguments, which are generally applicable in nature. For application purpose, apply our e.g. Trigonometric Elliptic integrals, Dilogarithmic function, Error Incomplete gamma many other functions.