This paper establishes existence of subgame perfect equilibrium in pure strategies for a general class sequential multi-lateral bargaining games, without assuming stationary setting. The only required hypothesis is that utility functions are continuous on the space economic outcomes. In particular, no assumption feasible payoffs needed. result covers arbitrary and even time-varying protocols (a...

IT is a widely accepted view that Internet tra c and thus the related quantities show long-range dependence (LRD). Besides other features, in practice, this means slowly decaying correlations, often according to some power law: C(τ) ∼ τ−α. Recent results suggest that this phenomenon is valid only on certain time scales, depending on the actual measurement. Stationary periods were detected in va...

As climate change became an increasingly prominent topic in both scientific and public discourse over the past two decades, technical terms like "stationarity" and "nonstationarity" also became more conspicuous. Historically, such terms arose in the mathematics literature, and have been commonly used in engineering and related disciplines. Indeed, stationarity and nonstationarity have tradition...

We present a new approach to modelling non-stationarity in EEG time series by a generalized state space approach. A given time series can be decomposed into a set of noise-driven processes, each corresponding to a different frequency band. Non-stationarity is modelled by allowing the variances of the driving noises to change with time, depending on the state prediction error within the state sp...