The study of social networks and especially of stochastic dynamics of diseases spread in human population has recently attracted considerable attention in statistical physics. In this work we present a new statistical method of analyzing the spread of epidemic processes of grippe and acute...

Regular and stochastic behavior in the time series of Parkinsonian pathological tremor velocity is studied on the basis of the statistical theory of discrete non-Markov stochastic processes and flicker-noise spectroscopy. We have developed a new method of analyzing and diagnosing Parkinson's...

In this paper, we consider the age-related alterations of heart rate variability on the basis of the study of non-Markovian effects. The age dynamics of relaxation processes is quantitatively described by means of local relaxation parameters, calculated by the specific localization procedure. We...

This study aims to investigate whether the phenomena found by Shnoll et al. when applying histogrampattern analysis techniques to stochastic processes from chemistry and physics are also present infinancial time series, particularly exchange rate and index data. The phenomena are related to...

This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...

Purpose ? To develop an integrated approach to forecasting spot foreign exchange rates by incorporating some principles underlying long-term dependence.Design/methodology/approach ? The paper utilises the random-walk framework to develop a stochastic forecast model wherein the sign (positive or...

An important assumption underlying traditional theories of financial time-series behaviour is that consecutive changes in the price of an asset (ie. asset returns) are independent of each other. For analysts seeking to predict the future value of an asset, this implies that the best step-ahead...