simple harmonizable processes (shp) introduced by soltani and parvardeh (2006) are a large class of nonstationary processes which includes stationary and periodically correlated (pc) processes. detection and estimation of shp structure are important problems when dealing with nonstationary data. in this paper, we study the spectral properties of simple processes and propose a method to detect a...

Stochastic, processes can be stationary or nonstationary. They depend on the magnitude of shocks. In other words, in an auto regressive model of order one, the estimated coefficient is not constant. Another finding of this paper is the relation between estimated coefficients and residuals. We also develop a catastrophe and chaos theory for change of roots from stationary to a nonstationary one ...

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

stochastic, processes can be stationary or nonstationary. they depend on the magnitude of shocks. in other words, in an auto regressive model of order one, the estimated coefficient is not constant. another finding of this paper is the relation between estimated coefficients and residuals. we also develop a catastrophe and chaos theory for change of roots from stationary to a nonstationary one ...

supercritical water oxidation has attracted attention of many researchers ever since the ideahas emerged about three decades ago as a promising technique in the waste managementindustry. providing more details about the behavior of a supercritical water oxidation systemunder various operating conditions and extending available data can greatly assist more accurateand reliable design of such sys...

We introduce a new class of nonstationary covariance functions for spatial modelling. Nonstationary covariance functions allow the model to adapt to spatial surfaces whose variability changes with location. The class includes a nonstationary version of the Matérn stationary covariance, in which the differentiability of the spatial surface is controlled by a parameter, freeing one from fixing th...

ALNOWIBET, KHALID ABDULAZIZ Nonstationary Erlang Loss Queues and Networks. (Under the direction of Dr. Harry Perros) The nonstationary Erlang loss model is a queueing system consisting of a finite number of servers and no waiting room with a nonstationary arrival process or a time-dependent service rate. The Erlang loss model is commonly used to model and evaluate many communication systems. Of...

We relate laws of large numbers and central limit theorems for nonstationary counting processes to corresponding limits for their inverse processes. We apply these results to develop approximations for queues that are unstable in a nonstationary manner. We obtain unstable nonstationary analogs of the queueing relation L = λW and associated central-limit-theorem versions. For modeling and to obt...

A nonstationary cascade algorithm for the nonstationary re

In view of the good properties of nonstationary wavelet frames and the better flexibility of wavelets in Sobolev spaces, the nonstationary dual wavelet frames in a pair of dual Sobolev spaces are studied in this paper. We mainly give the oblique extension principle and the mixed extension principle for nonstationary dual wavelet frames in a pair of dual Sobolev spaces H(R) and H−s(Rd). Keywords...