The purpose of this paper is to study the self-similar properties of discrete-time long memory processes. We apply our results to specific processes such as GARMA processes and GIGARCH processes, heteroscedastic models and the processes with switches and jumps.

Temporal scaling and infinite variance are two stylized features often seen together in times series of complex systems. We find that because of their infinite moments samples from fractional Lévy flights produce bi-linear scaling functions which may be incorrectly attributed as evidence of...

In this paper we recursively describe the Tutte polynomial of an infinite family of outerplanar, small-world and self-similar graphs. In particular, we study the Abelian Sandpile Model on these graphs and obtain the generating function of the recurrent configurations. Further, we give some exact...

Operator scaling random fields are useful for modeling physical phenomena with different scaling properties in each coordinate. This paper develops a general parameter estimation method for such fields which allows an arbitrary set of scaling axes. The method is based on a new approach to...

The purpose of this paper is to study the self-similar properties of discrete-time long memory processes. We apply our results to specific processes such as GARMA processes and GIGARCH processes, heteroscedastic models and the processes with switches and jumps.

Feminist geography and geographic information system(GIS) have been the most dynamic research areas over the last decade. Unfortunately, high breast cancer mortality rates have been reported in the northern part of the United states, with recent attention focused on the northern part of the...

Der Organisation und Gestaltung von Städten wohnt der Versuch des Menschen inne, sich durch technische und soziale Überformungen von natürlichen Gegebenheiten und Rhythmen zu entkoppeln. Künstliche und institutionalisierte Rhythmen sind zu Taktgebern des städtischen Lebens geworden, nach...