In this contribution we generalize the test of sphericity as a test of stationarity for time-series. The sphericity statistics is in our case a measure of distance between the empirical correlations calculated on two contiguous segments of the same process. We prove that under the hypothesis of stationarity the logarithm of the sphericity converges in distribution to a quadratic form in a multi...

An exploratory study of the bispectrum of economic time series, " Appl. Bispectra of ocean waves in time series analysis, " ed. by M. Rosenblatt, pp. 125-139, 1963. M. J. Hinich, " Testing for Gaussianity and linearity of a stationary time series, " J. Real time bispectral analysis of Gear noise and its applications to contactless diagnosis, ". I. A test for linearity of stationary time series,...

background over the last decade there has been an increase in healthcare expenditures while at the same time the inequity in distribution of resources has grown. these two issues have urged the researchers to review the determinants of healthcare expenditures. in this study, we surveyed the determinants of health expenditures in economic cooperation organization (eco) countries.   methods we us...

KPSS kursuna devam eden öğretmen adaylarının epistemolojik inançları ile ölçme değerlendirme okuryazarlıkları arasındaki ilişkilerin incelenmesi amacını taşıyan bu çalışma nicel araştırma yöntemlerinden biri olan ilişkisel tarama modelinde tasarlanmıştır. Uygun örnekleme yöntemiyle belirlenmiş 216 adayı araştırmanın grubunu oluşturmaktadır. Veri toplama aracı olarak Ölçme Değerlendirme Okuryaza...

We explore the upper bound of Lyapunov exponent for test particles that maintain equilibrium in radial direction near charged black brane with hyperscaling violating factor. The influences parameters (hyperscaling violation $\theta$ and dynamical $z$) are investigated. show can violate chaos bound. is more easily violated near-extremal branes. When null energy condition ($T_{\mu\nu}\xi^\mu\xi^\...

Traditionally, the strong uncorrelating transformation (SUT) is applied to the zero-lag sample autocovariance and pseudoautocovariance matrices of the observed mixtures for separating complexvalued stationary sources. The performance of the SUT in that context has been recently analyzed. In this work we extend the analysis to the case where the SUT is applied to “generalized” covariance and pse...