Generalized Space-Time Autoregressive (GSTAR) model is one of the models that usually used for modeling and forecasting space and time series data. The aim of this paper is to study further about the stationarity conditions for parameters in the GSTAR model and the relation to Vector Autoregressive (VAR) model. We focus on the theoretical study about stationarity condition in GSTAR(11) and the ...

Motion perception is compromised at equiluminance. Because previous investigations have been primarily carried out under fixation conditions, it remains unknown whether and how equiluminant color motion comes into play in the velocity compensation for retinal image motion due to smooth pursuit eye movement. We measured the retinal image velocity required to reach subjective stationarity for a h...

The study at hand concentrates on existing stationarity tests as well as some of their variants and generalizations. It also focuses on the results of applying time series methods to univariate non-stationary data in order to stress the importance that stationarity plays in generating accurate and reliable estimates and forecast models to describe the data. Part A of the study focuses on variou...

We consider the blind separation of an instantaneous mixture of non stationary source signals, possibly normally distributed. The asymptotic Cramér-Rao bound is exhibited in the case of known source distributions: it reveals how non stationarity and non Gaussianity jointly governs the achievable performance via an index of non stationarity and an index of non Gaussianity.

An overview of some statistical concepts using simple time series models: Stationarity, mean reversion, autocorrelation, impulse responses, autoregressive processes, stability. A section on simulating white noise, random walk, autoregressive processes comments on results in …le Simple_simul.xls. Lack of stationarity is illustrated, and impulse response functions are computed for processes with ...

A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R and in some cases provide a full characterisation of the stationarity property. In particular, a full characterisation of stationary multivariate Brown–Resnick processes is given.

Extremality, stationarity and regularity notions for a system of closed sets in a normed linear space are investigated. The equivalence of different abstract “extremal” settings in terms of set systems and multifunctions is proved. The dual necessary and sufficient conditions of weak stationarity (the Extended extremal principle) are presented for the case of an Asplund space.

Different stationarity and regularity concepts for extended real-valued functions on metric spaces are considered in the paper. The properties are characterized in terms of certain local constants. A classification scheme for stationarity/regularity constants and corresponding concepts is proposed. The relations between different constants are established.