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Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal...
Persistent link: https://www.econbiz.de/10013551782
We compute the shift in the epoch of matter-radiation equality due to the possible existence of a different statistical (non-extensive) background. The shift is mainly caused by a different neutrino–photon temperature ratio. We then consider the prospects to use future large galaxy surveys and...
Persistent link: https://www.econbiz.de/10010873828
Experiments in which thick clay plates and glass rods are fractured have revealed different behavior of fragment mass distribution function in the small and large fragment regions. In this paper we explain this behavior using non-extensive Tsallis statistics and show how the crossover between...
Persistent link: https://www.econbiz.de/10010874585
We examine how the Black–Scholes derivative pricing formula is modified when the underlying security obeys non-extensive statistics and Fokker–Planck dynamics. An unusual feature of such securities is that the volatility in the underlying Ito–Langevin equation depends implicitly on the...
Persistent link: https://www.econbiz.de/10010588605
We derive and study quasicanonical Gibbs distribution function which is characterized by the thermostat with finite number of particles (quasithermostat). We show that this naturally leads to Tsallis non-extensive statistics and thermodynamics, with Tsallis parameter q is found to be related to...
Persistent link: https://www.econbiz.de/10010589754
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis invariant but the matrix elements are not statistically...
Persistent link: https://www.econbiz.de/10010590469
We present a multiscale signal analysis based on the multifractal spectrum obtained by the Wavelet Transform Modulus Maxima technique. We analyze time series from turbulent data: the first step is to obtain the PDF of the flutuations for velocities records and then to fit them by means of the...
Persistent link: https://www.econbiz.de/10011057480
It is proved that the only additive and isotropic information measure that can depend on the probability distribution and also on its first derivative is a linear combination of the Boltzmann–Gibbs–Shannon and Fisher information measures. Power-law equilibrium distributions are found as a...
Persistent link: https://www.econbiz.de/10011057662
There is experimental and theoretical evidence that the broad rapidity distribution of net proton yield (p−p̄) in central heavy-ion collisions at SPS energies could be a signal of non-equilibrium properties of the system. We show that the broad rapidity shape can be well reproduced in the...
Persistent link: https://www.econbiz.de/10011058080
A simple superstatistical Lagrangian stochastic model (Phys. Fluids 15 (2003) L1; Phys. Rev. Lett. 91 (2003) 84503) that accounts explicitly for fluctuations in the rate of dissipation of turbulent kinetic energy has been shown to be in remarkably close agreement with recently acquired data for...
Persistent link: https://www.econbiz.de/10011058496