Based on the observed data which were collected from 177 gauging stations, the stochastic properties of sequential variations of natural runoff of main rivers in China has been probed with the theory of stochastic process and technology of time series analysis. The theory and technology can demonstrate many kinds of characteristics of the annul runoff time series; the trend, periodicity, serial...

Temporal analysis of radiation from Astrophysical sources like Active Galactic Nuclei, X-ray Binaries and Gamma-ray bursts provide information on the geometry and sizes of the emitting regions. Robustly establishing that two light-curves in different energy bands are correlated and measuring the phase and time-lag between them is an important and frequently used temporal diagnostic. Analytical ...

We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image processing applications. The method, which we call bispectrum correlation coefficient method, makes use of the cross-correlation of the bispectra. Three kinds ...

We demonstrate that margin requirements of central counterparties show a significantly different behavior when calculated with portfoliowise treatment instead taking the weighted sum components without accounting for their correlation structures. This is shown via simulating trajectories joint stochastic volatility–stochastic model. Results indicate an unnecessarily large overmargin requirement...