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The Second European Conference on Geostatistics for Environmental Ap plications took place in Valencia, November 18-20, 1998. Two years have past from the first meeting in Lisbon and the geostatistical community has kept active in the environmental field. In these days of congress inflation, we feel that continuity can only be achieved by ensuring quality in the papers. For this reason, all papers in the book have been reviewed by, at least, two referees, and care has been taken to ensure that the reviewer comments have been incorporated in the final version of the manuscript. We are thankful to the members of the scientific committee for their timely review of the scripts. All in all, there are three keynote papers from experts in soil science, climatology and ecology and 43 contributed papers providing a good indication of the status of geostatistics as applied in the environ mental field all over the world. We feel now confident that the geoENV conference series, seeded around a coffee table almost six years ago, will march firmly into the next century.
Most mathematical examples illustrate the truth of a statement; counterexamples demonstrate a statement's falsity. This third edition features the author's revisions and corrections plus a substantial new appendix. 2012 edition.
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
This dissertation consists of three essays on modeling and parameter estimation for covariance non-stationary processes. The first essay considers the non-linear deformation of time scale for G(lambda)-stationary processes developed by Jiang, Gray and Woodward [2006]. After the appropriate Box-Cox transformation, processes which are nonstationary in the regular time domain, become stationary in the transformed time scale, thus allowing application of traditional econometric tools. We also study the consistency properties of the Q-statistic which is used to estimate parameters of time deformation connecting regular and transformed time scales. As an empirical illustration, the cyclical behavior of the U.S. unemployment series is studied in the context of a structural time series model with explicit trend and cycle modeling. Fitting the model in the deformed time provides different frequency estimates as well as improved inference statistic comparing to the model estimated in the regular time domain. Second essay investigates the case when the parameters of time deformation for G(lambda)-stationary processes are time-varying, thereby allowing cyclical behavior to vary over the observed data interval. Forecast of unemployment series performed in the deformed time with varying frequencies provides a better fit to the data over the long-term forecasting horizon. We also estimate the dynamics of parameter lambda and show that it can be modeled by first-order Markov chain process. While there are many works considering application of Markov-switching models to macroeconomics series, our approach is different in the sense that we consider regime shifts not in the original data, but in the time scale along which the data is measured. In the last essay we consider Method of Moments (MM) as an alternative approach for the parameter estimation in State Space models (SSM). Estimation and inference in non-Gaussian or non-linear models is usually carried out using importance sampl.
About the Series: This important new series of five volumes has been written with both the professional engineers and the academic in mind. Christian Lalanne explores every aspect of vibration and shock, two fundamental and crucially important areas of mechanical engineering, from both the theoretical and practical standpoints. As all products need to be designed to withstand the environmental conditions to which they are likely to be subjected, prototypes must be verified by calculation and laboratory tests, the latter according to specifications from national or international standards. The concept of tailoring the product to its environment has gradually developed whereby, from the very start of a design project, through the to the standards specifications and testing procedures on th e prototype, the real environment in which the product being tested will be functioning is taken into account. The five volumes of Mechanical Shock and Vibration cover all the issues that need to be addressed in this area of mechanical engineering. The theoretical analyses are placed in the context of the real world and of laboratory tests - essential for the development of specifications. Volume IV: Fatigue Damage Fatigue damage in a system with one degree of freedom is one of the two criteria applied when comparing the severity of vibratory environments. The same criterion is also employed for a specifciation representing the effects produced by the set of vibrations imposed in a real environment. In this volume, which is devoted to the calculation of fatigue damage, the author explores the hypotheses adopted to describe the behavior of material suffering fatigue and the laws of fatigue accumulation. He also considers the methods of counting the response peaks, which are used to establish the histogram when it is impossible to use the probability density of the peaks obtained with a Gaussian signal. The expressions for mean damage and its standard deviation are established and other hypotheses are tested.