Search results for "Processes"
showing 10 items of 3831 documents
Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering
2013
In this paper we discuss univariate and multivariate statistical properties of volatility with the aim of understanding how these two aspects are interrelated. Specifically, we focus on the relationship between the cross-correlation among stock's volatilities and the volatility clustering. Volatility clustering is related to the memory property of the volatility time-series and therefore to its predictability. Our results show that there exists a relationship between the level of predictability of any volatility time-series and the amount of its inter-dependence with other assets. In all considered cases, the more the asset is linked to other assets, the more its volatility keeps memory of …
Flexible space-time process for seismic data
2009
Point processes are well studied objects in probability theory and a powerful tool in statistics for modelling and analyzing the distribution of real phenomena, such as the seismic one. Point processes can be specified mathematically in several ways, for instance, by considering the joint distributions of the counts of points in arbitrary sets or defining a complete intensity function. The conditional intensity function is a function of the point history and it is itself a stochastic process depending on the past up to time t. In this paper some techniques to estimate the intensity function of space-time point processes are developed, by following semi-parametric approaches and diagnostic m…
Having a choice: does it influence pleasantness and food intake?
2014
Having a choice: does it influence pleasantness and food intake?. 6. European conference on sensory and consumer research: a sense of life
Chemical Composition and Free Radical Scavenging Activity of the Essential Oil of Achillea ligustica Growing Wild in Lipari (Aeolian Islands, Sicily)
2013
In the present study the chemical composition of the essential oils from aerial parts and flowers of Achillea ligustica All., collected in Lipari (Aeolian Islands) was evaluated by GC and GC-MS. ( Z)-Chrysanthenyl acetate was the most abundant component of both oils (29.6% in A1 and 27.8% in F1), followed by viridiflorol (16.8% in A1 and 21.6% in F1), bornyl acetate (8.7% in A1 and 11.6% in F1) and 1,8-cineole (7.4% in A1 and 9.3% in F1). A comparison was made of the composition of the different populations studied so far. Futhermore, the free radical scavenging activity of the oil was determined by DPPH and ABTS methods.
Influence of flavour transfer between different gel phases on perceived aroma
2007
International audience; Multiphasic models of stirred fruit yoghurts made from a bilayer that consisted of a pectin and a dairy gel were developed in order to study the transfer of strawberry flavour compounds between the two phases. Several parameters (i.e., the flavour concentration, the fat content of the dairy gel and the storage temperature) affecting flavour compound transfer, using an experimental design, together with their effect on sensory perception were investigated. Strawberry flavour transfer between the two gels was high enough to affect the sensory perception of the dairy gels. The parameters that modified the partitioning of ethyl esters between the pectin and dairy gel (i.…
Identification of Russian accented Finnish by native and non-native listeners with and without Finnish proficiency
2018

 
 
 The study focuses on how different groups of listeners, that is native Finnish speakers (n = 18), non-native learners of Finnish (n = 12) and non-native non-learners of Finnish (n = 18), judge samples (n = 80) of Russian accented Finnish in an auditory experiment. The samples are read-aloud phrases of three Finnish speakers and three L1 Russian beginner learners of Finnish who were recorded three times at six-month intervals during their residence in Finland. The results show that the listener groups differ significantly from each other in the ability to identify the Russian accented samples. In addition, all the listener groups reported to have paid more attention to p…
Using fractal dimensions for characterizing intra-urban diversity : the example of Brussels
2003
International audience; The objective of this paper is to compare fractal-based parameters calculated by different fractal methods for urban built-up areas and to link the observed spatial variations to variables commonly used in urban geography, urban economics, or land-use planning. Computations are performed on Brussels, Belgium. Two fractal methods (correlation and dilation) are systematically applied for evaluating the fractal dimension of built-up surfaces; correlation is used to evaluate the fractal dimension of the borders (lines). Analyses show that while fractal dimension is ideal for distinguishing the morphology of Brussels, each estimation technique leads to slightly different …
Local characteristics of functional marked point processes with applications to seismic data
2022
We present a family of local inhomogeneous mark-weighted summary statistics for general marked point processes. These capture various types of local dependence structures depending on the specified involved weight function. We use them to propose a local random labeling test. This procedure enables us to identify points and thus regions where the random labeling assumption does not hold, for example, when the (functional) marks are spatially dependent. We further present an application to a seismic point pattern with functional marks provided by seismic waveforms. Indeed, despite the relatively long history of point process theory, few approaches to analyzing spatial point patterns where th…
22GHz image of 3C 273
2017
RadioAstron is a 10m orbiting radio telescope mounted on the Spektr-R satellite, launched in 2011, performing Space Very Long Baseline Interferometry (SVLBI) observations supported by a global ground array of radio telescopes. With an apogee of ~350000km, it is offering for the first time the possibility to perform as-resolution imaging in the cm-band. The RadioAstron Active Galactic Nuclei (AGN) polarization Key Science Project (KSP) aims at exploiting the unprecedented angular resolution provided by RadioAstron to study jet launching/collimation and magnetic-field configuration in AGN jets. The targets of our KSP are some of the most powerful blazars in the sky. We present observations at…
VRi light curves of the lensed QSO HE 0435-1223
2011
We present VRi photometric observations of the quadruply imaged quasar HE0435-1223, carried out with the Danish 1.54m telescope at the La Silla Observatory. Our aim was to monitor and study the magnitudes and colors of each lensed component as a function of time.