In this paper we introduce a fractionally integrated exponential continuous time GARCH(p, d, q) process. It is defined in such a way that it is a continuous time extension of the discrete time FIEGARCH(p, d, q) process. We investigate stationarity and moment properties of the new model. It is also shown that the long memory effect introduced in the log-volatility propagates to the volatility pr...

Hitherto, instrumentation network design methodologies have been based solely upon sensor capital costs. Within this framework the cost of new instrumentation is minimized subject to constraints indicating the desired level of performance. While, these formulations account for the cost of a network, they do not reflect the potential benefit of adding sensors. To capture this potential profit, w...

background: leishmaniasis is an obligate intercellular protozoon that affects animals and human. it has zoonosis and/or anthroponosis transmission. human and veterinary medicine, environmental science and wildlife conservation special­ists have many commonalities in case of visceral leishmaniasis. still the above disciplines respond against leishmaniasis in a separate way.   the aim of this re­...

Nowadays, the optimal control of a heat integrated industrial plant becomes one of the most important research areas in the chemical industry. There are at least two main reasons why this topic is interesting: first, the reduction of production costs applying the heat integration techniques and second, process optimization through advanced control alternatives, when taking into account the impr...

Process monitoring and process adjustment strategies are two important parts of the process improvement methods, and they are often considered separately but should be integrated together. Integrated moving average (IMA) model is the most common disturbance model, and step shift model is one type of more complicated disturbance model that often exists in many real applications. In this paper we...