Guttman and Tiao [1], and Chang [2] showed that the effect of outliers may cause serious bias in estimating autocorrelations, partial correlations, and autoregressive moving average parameters (cited in Chang et al. [3]). This paper presents a modified weighted symmetric estimator for a Gaussian first-order autoregressive AR(1) model with additive outliers. We apply the recursive median adjustm...

We describe a finite difference version of the eth formalism, which allows use of spherical coordinates in 3-dimensional systems with global second order accuracy. We briefly present the application of the formalism to the evolution of linear scalar waves and to the calculation of the curvature scalar of a curved geometry on a topologically spherical manifold.

We examine whether the U.S. rate of price inflation has become harder to forecast and, to the extent that it has, what changes in the inflation process have made it so. The main finding is that the univariate inflation process is well described by an unobserved component trend-cycle model with stochastic volatility or, equivalently, an integrated moving average process with time-varying paramet...

As biomechanists, improving technique with an aim of injury prevention is an essential application of biomechanics in recreational runners. A mixed sample of elite and recreational runners, belonging to either sex, could give useful movement patterns of movement. In order to obtain any useful pattern of movement we would like to know if we should use an elite or a recreational sample as a refer...