On stationarity conditions for a certain periodic random process

Conditions for third-order stationarity and ergodicity of a harmonic random process

A method for time-frequency signal analysis is presented. Theproposed method belongs to the general class of smoothed pseudo Wignerdistributions. It is derived from the analysis of the Wigner distributiondefined in the frequency domain. This method provides some substantialadvantages over the Wigner distribution. The well-known cross termeffects are reduced or completely rem...

Dynamic Random Coefficient Models A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models

In this note we look at sufficient conditions for stationarity of a simple random coefficient model and find that this model is guaranteed to be stationary under strict conditions. JEL codes: C22

Stationarity and random locations

We introduce a notion called “intrinsic location functional”. This is a large family of random locations including, for example, the location of the path supremum/infimum over an interval, the first/last hitting time, among many others. On one hand, it is proved that under stationarity, the distributions of intrinsic location functionals must satisfy the same very specific constraints, in spite...

ON TE EXISTENCE OF PERIODIC SOLUTION FOR CERTAIN NONLINEAR THIRD ORDER DIFFERENTIAL EQUATIONS

ON THE EXISTENCE OF PERIODIC SOLUTIONS FOR CERTAIN NON-LINEAR DIFFERENTIAL EQUATIONS

Here we consider some non-autonomous ordinary differential equations of order n and present some results and theorems on the existence of periodic solutions for them, which are sufficient conditions, section 1. Also we include generalizations of these results to vector differential equations and examinations of some practical examples by numerical simulation, section 2. For some special cases t...