Found 166 Documents (Results 1–100)
Signals of detailed balance violation in nonequilibrium stationary states: subtle, manifest, and extraordinary. (English) Zbl 07881349
ENSO phase locking, asymmetry and predictability in the INMCM Earth system model. (English) Zbl 1533.86006
Fractional advection diffusion asymmetry equation, derivation, solution and application. (English) Zbl 1534.60161
On the asymmetry in the volatility of financial time series: a buffered transition approach. (English) Zbl 07739796
Asymmetry in stochastic volatility models with threshold and time-dependent correlation. (English) Zbl 07734249
Stationary states of the one-dimensional facilitated asymmetric exclusion process. (English) Zbl 1532.60200
The EWMA Heston model. (English) Zbl 1518.91264
Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry. (English) Zbl 1518.91269
MSC:
91G15
Models of lateral asymmetry dynamics: realistic oscillations by time delay and frequency dependence. (English) Zbl 07910720
Hori, Michio (ed.) et al., Lateral asymmetry in animals. Predator-prey interactions, dynamics, and evolution. Singapore: Springer. Ecol. Res. Monogr., 143-176 (2022).
Time-dependence of the effective temperatures of a two-dimensional Brownian gyrator with cold and hot components. (English) Zbl 1519.82086
Stochastic resonance induced weak signal enhancement over controllable potential-well asymmetry. (English) Zbl 1498.34162
A dynamic Markov regime-switching asymmetric GARCH model and its cumulative impulse response function. (English. French summary) Zbl 1487.60134
CP-violating transport theory for electroweak baryogenesis with thermal corrections. (English) Zbl 1487.83010
Forecasting regular and extreme gold price volatility: the roles of asymmetry, extreme event, and jump. (English) Zbl 1479.62086
Some computational aspects of maximum likelihood estimation of the skew-\(t\) distribution. (English) Zbl 07616796
Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 3-28 (2020).
MSC:
62P10
In search of time lost: asymmetry of time and irreversibility in natural processes. (English) Zbl 1490.81009
Coherence and stochastic resonance in a second-order asymmetric tri-stable system with memory effects. (English) Zbl 1490.94039
Markov chains: ergodicity, quasi-stationarity and asymmetry. (Chinese. English summary) Zbl 1499.60255
Analyzing the spectral (a)symmetry of the massless Dirac operator on the 3-torus. (English) Zbl 1480.35341
Reviewer: Mevludin Licina (Sarajevo)
Volatility asymmetry in functional threshold GARCH model. (English) Zbl 1444.62109
Reviewer: Pavel Stoynov (Sofia)
Time-varying asymmetry and tail thickness in long series of daily financial returns. (English) Zbl 1507.62328
Right-side-stretched multifractal spectra indicate small-worldness in networks. (English) Zbl 1510.05272
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates. (English) Zbl 1397.62407
The correct regularity condition and interpretation of asymmetry in EGARCH. (English) Zbl 1401.62144
Autoregressive functions estimation in nonlinear bifurcating autoregressive models. (English) Zbl 1459.62167
Disturbance scaling in bidirectional vehicle platoons with different asymmetry in position and velocity coupling. (English) Zbl 1376.93073
Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles. (English) Zbl 1372.62094
Asymmetric detrended fluctuation analysis reveals asymmetry in the RR intervals time series. (English) Zbl 07251990
Cosmology for particle physicists. (English) Zbl 1358.83111
Rangarajan, Raghavan (ed.) et al., Surveys in theoretical high energy physics 2. Lecture notes from SERC schools. Based on the presentations at the XXI and XXII SERC main school, Ahmedabad and Hyderabad, India, February 11 – March 3, 2006 and January 18 – February 7, 2017. Singapore: Springer; New Delhi: Hindustan Book Agency (ISBN 978-981-10-2590-7/hbk; 978-981-10-2591-4/ebook). Texts and Readings in Physical Sciences 15, 187-261 (2016).
Reviewer: Vladimir Dzhunushaliev (Almaty)
On the control of the difference between two Brownian motions: an application to energy markets modeling. (English) Zbl 1350.60084
On the control of the difference between two Brownian motions: a dynamic copula approach. (English) Zbl 1350.60083
A surcharge pricing scheme for supply chain coordination under JIT environment. (English) Zbl 1346.90082
Self-organization of laterally asymmetrical movements as a consequence of space-time optimization. (English) Zbl 1343.92051
Introduction to particle cosmology. The standard model of cosmology and its open problems. (English) Zbl 1334.85001
Unitext for Physics. Berlin: Springer (ISBN 978-3-662-48077-9/hbk; 978-3-662-48078-6/ebook). xi, 251 p. (2016).
Reviewer: Claudia-Veronika Meister (Darmstadt)
MSC:
85-02
85A40
83F05
81V25
83C55
83D05
85A25
83C35
81V05
81T20
83C40
83C75
83C57
53Z05
83C10
80A10
Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves. (English) Zbl 1356.62132
Bayesian analysis of tail asymmetry based on a threshold extreme value model. (English) Zbl 1471.62186
The asymmetry volatility of return in Chinese equity market based on the structural breaks. (Chinese. English summary) Zbl 1324.91081
Revisiting the intertemporal risk-return relation: asymmetrical effect of unexpected volatility shocks. (English) Zbl 1402.91924
Probing space-time noncommutativity in the top quark pair production at \(e^{+}e^{-}\) collider. (English) Zbl 1303.81198
The nonlinear diffusion of a Planckian particle in superspace-time. (English. Russian original) Zbl 1284.83144
Russ. Phys. J. 56, No. 9, 1076-1082 (2014); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. No. 9, 92-98 (2013).
Modelling nonlinearities in equity returns: the mean impact curve analysis. (English) Zbl 1283.91072
MSC:
91B25
91B84
Brans-Dicke scalar tensor theory of gravitation may explain time asymmetry of physical processes. (English) Zbl 1340.83006
The marvelous consequences of Hardy spaces in quantum physics. (English) Zbl 1264.81171
Kielanowski, Piotr (ed.) et al., Geometric methods in physics. XXX workshop, Białowieża, Poland, June 26 – July 2, 2011. Selected papers based on the presentations at the workshop. Basel: Birkhäuser (ISBN 978-3-0348-0447-9/hbk; 978-3-0348-0448-6/ebook). Trends in Mathematics, 211-228 (2013).
Time asymmetry of the universe. (English. Russian original) Zbl 1257.82064
Russ. Phys. J. 54, No. 10, 1093-1101 (2012); translation from Izv. Vyssh. Uchebn. Zaved., Fiz., No. 10, 36-43 (2011).
Reviewer: Hans-Jürgen Schmidt (Potsdam)
The resource allocation problem for demand forecasting and performance measurement. (English) Zbl 1243.91088
Effect of asymmetry in a bistable system with quantum fluctuations: strong friction limit. (English) Zbl 1247.82055
From Hardy spaces to quantum jumps: a quantum mechanical beginning of time. (English) Zbl 1226.81101
MSC:
81S10
Markov chain small-world model with asymmetry: a unified and multivariate perspective. (English) Zbl 1225.60129
Geometry of dynamical systems and topological stability: from bifurcation, chaos and fractals to dynamics in natural and life sciences. (English) Zbl 1215.37001
MSC:
37-01
Asymmetric time evolution and indistinguishable events. (English) Zbl 1256.81073
Kielanowski, Piotr (ed.) et al., XXIX workshop on geometric methods in physics, Białowieża, Poland, June 27 – July 3, 2010. Selected papers based on the presentations at the workshop. Melville, NY: American Institute of Physics (AIP) (ISBN 978-0-7354-0861-6/hbk). AIP Conference Proceedings 1307, 27-32 (2010).
Cross-covariance functions for multivariate random fields based on latent dimensions. (English) Zbl 1183.62164
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-\(t\) innovations. (English) Zbl 1190.62155
Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks. (English) Zbl 1429.62649
Is there a reversibility paradox? Recentering the debate on the thermodynamic time arrow. (English) Zbl 1223.82029
MSC:
82C03
Volatility forecasting using threshold heteroskedastic models of the intra-day range. (English) Zbl 1452.62748
A double-threshold GARCH model of stock market and currency shocks on stock returns. (English) Zbl 1152.91740
Specification error caused by level shifts and temporary changes in ARMA-GARCH models. (English) Zbl 1149.62326
Conjecturing the mathematical axiom that provides a unified theory of resonance and decay and connects it to causal time evolution. (English) Zbl 1221.81016
Reviewer: Viorel Iftimie (Bucureşti)
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