We present what we believe to be the first experimental demonstration of a novel coherent lensless imaging technique: holography with extended reference by autocorrelation linear differential operator. Upon taking derivatives of the field autocorrelation this technique allows the direct reconstruction of an object complex-valued transmissivity from a measurement of its Fraunhofer diffraction pa...

It is shown that the Newey-West (1987) Heteroskedasticity and Autocorrelation Consistent (HAC) covariance matrix estimator can greatly understate the standard errors of OLS regression coefficient estimates in finite samples, and therefore comparably overstate t-statistics. Although the bias vanishes in infinite samples and is tolerable in samples as small as 10, it can lead to t-statistics that...

1 Asymptotic theory for the sample autocorrelation and the extremes of stochastic volatility On a personal level, I am very grateful to Professor Thomas Mikosch for accepting to supervise my Ph.D. studies and for his help and support. Staff and Faculty of the Department of Mathematical Sciences at Copenhagen University helped me a lot since I arrived in Denmark, and they were very friendly and ...

Abstract. In fully developed turbulence, the velocity field possesses long-range correlations, 10 denoted by a scaling power spectrum or structure functions. Here we consider the autocorrelation 11 function of velocity increment Δu`(t) at separation distance time `. Anselmet et al. [Anselmet 12 et al. J. Fluid Mech. 140, 63 (1984)] have found that the autocorrelation function of velocity 13 inc...

• Autocorrelation Function (ACF): Autocorrelation is a statistical measure of the relationship, if any, between a random variable and itself, at different time lags. The autocorrelation coefficient can range between +1 (very high positive correlation) and -1 (very high negative correlation). The Autocorrelation function (ACF) shows the value of the autocorrelation coefficient for different time...