Time and frequency characterization of precision clocks and oscillators is an important task in the maintenance of time and frequency standards. Recently, time domain signal characterization of clocks is generally preferred and several pedormance measures of clocks and oscillators are defined in ITU-T Recommendation G.810. Among these measures, Maximum Time Interval Error (MTIE), Time Deviation...

This study gives strategies for estimating the modified Allan variance (MVAR), and formulas for computing the equivalent degrees of freedom (edf) of the estimators. A thirddifference formulation of MVAR leads to a tractable formula for edf in the presence of power-law phase noise. The effect of estimation stride on edf is shown. First-degree rational-function approximations for edf are derived,...

In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a log-regression estimator based on the so-called modified Allan variance MAVAR . Simulations have shown that this estimator achieves higher accuracy and better confidence when compared with other methods. In this paper we present a rigorous study of the MAVAR log-regression estimator. In particula...

Given a sequence of fractional frequency deviates, we investigate the relationship between the sample variance of these deviates and the total variance (Totvar) estimator of the Allan variance. We demonstrate that we can recover exactly twice the sample variance by renormalizing the Totvar estimator and then summing it over dyadic averaging times 1, 2, 4, . . . , 2 along with one additional ter...

Despite many proposed alternatives, the predominant model in portfolio selection is still mean-variance. However, the main weakness of the mean-variance model is in the specification of the expected returns of the individual securities involved. If this process is not accurate, the allocations of capital to the different securities will in almost all certainty be incorrect. If, however, this pr...

http://dx.doi.org/10.1016/j.foreco.2015.03.052 0378-1127/ 2015 Elsevier B.V. All rights reserved. ⇑ Corresponding author. E-mail addresses: [email protected] (F. Vodde), [email protected] (K. Jõgiste), [email protected] (J. Engelhart), [email protected] (L.E. Frelich), [email protected] (W.K. Moser), [email protected] (A. Sims), [email protected] (M. Metslaid). Floor Vodde a,⇑,...

The term “design experiments” was introduced in 1992, in articles by Ann Brown (1992) and Allan Collins (1992). Design experiments were developed as a way to carry out formative research to test and refine educational designs based on principles derived from prior research. More recently the term design research has been applied to this kind of work. In this article, we outline the goals of des...

Fractional frequency distributions of e.g. authors with a certain (fractional) number of papers are very irregular and, therefore, not easy to model or to explain. This paper gives a first attempt to this by assuming two simple Lotka laws (with exponent 2) : one for the number of authors with n papers (total count here) and one for the number of papers with n authors, ncN. Based on an earlier m...

Survey data are often used to fit linear regression models. The values of covariates used in modeling are not controlled as they might be in an experiment. Thus, collinearity among the covariates is an inevitable problem in the analysis of survey data. Although many books and articles have described the collinearity problem and proposed strategies to understand, assess and handle its presence, ...

The New York Appellate Court ruled on 11 December 1977 in favor of Steven and Hetty Park and against Herbert Chessin for the wrongful life [5] of the Parks' child. In a wrongful life [5] case, a disabled or sometimes deceased child brings suit against a physician for failing to inform its parents of possible genetic defects, thereby causing harm to the child when born. Park v. Chessin [4] was t...