Additive normal tempered stable processes for equity derivatives and power-law scaling

Power-law shot noise and its relationship to long-memory α-stable processes

IEEE Transactions on Signal Processing ◽

10.1109/78.847775 ◽

2000 ◽

Vol 48 (7) ◽

pp. 1883-1892 ◽

Cited By ~ 37

Author(s):

A.P. Petropulu ◽

J.-C. Pesquet ◽

Xueshi Yang

Keyword(s):

Power Law ◽

Shot Noise ◽

Long Memory ◽

Stable Processes

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Power-law shot noise and its relationship to α-stable processes

Ninth IEEE Signal Processing Workshop on Statistical Signal and Array Processing (Cat. No.98TH8381) ◽

10.1109/ssap.1998.739423 ◽

2002 ◽

Author(s):

A.P. Petropulu ◽

Y. Jijun

Keyword(s):

Power Law ◽

Shot Noise ◽

Stable Processes

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Analysis of power law assumptions for short-period comets and Kuiper bodies

International Astronomical Union Colloquium ◽

10.1017/s0252921100031584 ◽

1999 ◽

Vol 173 ◽

pp. 289-293 ◽

Cited By ~ 1

Author(s):

J.R. Donnison ◽

L.I. Pettit

Keyword(s):

Power Law ◽

Pareto Distribution ◽

Limited Data ◽

Short Period ◽

Probability Plots ◽

Exponential Probability

AbstractA Pareto distribution was used to model the magnitude data for short-period comets up to 1988. It was found using exponential probability plots that the brightness did not vary with period and that the cut-off point previously adopted can be supported statistically. Examination of the diameters of Trans-Neptunian bodies showed that a power law does not adequately fit the limited data available.

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Hearing in Mice by GSR Audiometry: II. Magnitude of Unconditioned GSR as a Function of Intensity and Frequency Interactions

Journal of Speech and Hearing Research ◽

10.1044/jshr.1101.169 ◽

1968 ◽

Vol 11 (1) ◽

pp. 169-178 ◽

Cited By ~ 4

Author(s):

Alan Gill ◽

Charles I. Berlin

Keyword(s):

Power Law ◽

Response Magnitude ◽

Single Units ◽

Spectral Content ◽

Hearing Sensitivity ◽

Subjective Magnitude ◽

Orderly Fashion ◽

Viiith Nerve

The unconditioned GSR’s elicited by tones of 60, 70, 80, and 90 dB SPL were largest in the mouse in the ranges around 10,000 Hz. The growth of response magnitude with intensity followed a power law (10 .17 to 10 .22 , depending upon frequency) and suggested that the unconditioned GSR magnitude assessed overall subjective magnitude of tones to the mouse in an orderly fashion. It is suggested that hearing sensitivity as assessed by these means may be closely related to the spectral content of the mouse’s vocalization as well as to the number of critically sensitive single units in the mouse’s VIIIth nerve.

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510 Heart rate variability (power-law-regression) and age in patients with decompensated chronic heart failure

European Journal of Heart Failure Supplements ◽

10.1016/s1567-4215(04)90376-1 ◽

2004 ◽

Vol 3 (1) ◽

pp. 131

Author(s):

H SCHMIDT

Keyword(s):

Heart Failure ◽

Heart Rate ◽

Heart Rate Variability ◽

Chronic Heart Failure ◽

Power Law

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How Useful is the Power Law of Practice for Recognizing Practice in Concentration Tests?

European Journal of Psychological Assessment ◽

10.1027/1015-5759.23.3.157 ◽

2007 ◽

Vol 23 (3) ◽

pp. 157-165 ◽

Cited By ~ 4

Author(s):

Carmen Hagemeister

Keyword(s):

Logistic Regression ◽

Reaction Time ◽

Power Law ◽

Error Rate ◽

Reaction Times ◽

Practice Effect ◽

Practice Effects ◽

Rate Decrease ◽

Small Practice

Abstract. When concentration tests are completed repeatedly, reaction time and error rate decrease considerably, but the underlying ability does not improve. In order to overcome this validity problem this study aimed to test if the practice effect between tests and within tests can be useful in determining whether persons have already completed this test. The power law of practice postulates that practice effects are greater in unpracticed than in practiced persons. Two experiments were carried out in which the participants completed the same tests at the beginning and at the end of two test sessions set about 3 days apart. In both experiments, the logistic regression could indeed classify persons according to previous practice through the practice effect between the tests at the beginning and at the end of the session, and, less well but still significantly, through the practice effect within the first test of the session. Further analyses showed that the practice effects correlated more highly with the initial performance than was to be expected for mathematical reasons; typically persons with long reaction times have larger practice effects. Thus, small practice effects alone do not allow one to conclude that a person has worked on the test before.

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