The problem of determining if a bivariate normal correlation changes with respect to time or some other covariate is considered. It is assumed that the means and standard deviations of the normal random variables can be consistently estimated from the entire data run, and do not need to be re-estimated for each covariate value. A new estimator of a bivariate normal correlation is given that has...

Toshihiro Tanizawa∗ Kochi National College of Technology, 200-1 Monobe-Otsu, Nankoku, Kochi 783-8508, Japan Abstract We examine two properties of complex networks, the robustness against targeted node removal (attack) and the transport efficiency in terms of degree correlation in node connection by numerical evaluation of exact analytic expressions. We find that, while the assortative correlati...

The short range repulsion between nucleons is treated by a unitary correlation operator which shifts the nucleons away from each other whenever their uncorrelated positions are within the replusive core. By formulating the correlation as a transformation of the relative distance between particle pairs, general analytic expressions for the correlated wave functions and correlated operators are g...

S U M M A R Y The Green’s function that describes wave propagation between two receivers can be reconstructed by cross-correlation provided that the receivers are surrounded by sources on a closed surface. This technique is referred to as ‘interferometry’ in exploration seismology. The same technique for Green’s function extraction can be applied to the solution of the diffusion equation if the...

For the wave equation, the Green’s function that describes the wave propagating between two receivers can be reconstructed by cross-correlation if the receivers are enclosed by sources on a closed surface. This technique is normally called interferometry. The ordinary operator used in this technique is cross-correlation. The same technique for Green’s function extraction can be applied to the s...

This paper proposes new methods for the econometric analysis of outlier contaminated multivariate conditionally heteroscedastic time series. Robust alternatives to the Gaussian quasi-maximum likelihood estimator are presented. Under elliptical symmetry of the innovation vector, consistency results for M-estimation of the general conditional heteroscedasticity model are obtained. We also propose...

A combination of borehole Stoneley waves from full waveform acoustic logs and direct shear wave logs was used to estimate formation permeability and shear wave velocity. Data sets used here were collected by ARea's array full waveform acoustic logging tool and shear wave logging tool. The Pand S-wave velocities of the formation are determined by threshold detection with cross-correlation correc...