5 resultados para Serial correlation

em Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco


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In this study we define a cost sharing rule for cost sharing problems. This rule is related to the serial cost-sharing rule defined by Moulin and Shenker (1992). We give some formulas and axiomatic characterizations for the new rule. The axiomatic characterizations are related to some previous ones provided by Moulin and Shenker (1994) and Albizuri (2010).

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Eguíluz, Federico; Merino, Raquel; Olsen, Vickie; Pajares, Eterio; Santamaría, José Miguel (eds.)

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In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are two different concepts even when wavelet analysis is used. It is known that statistics based on nonstationary integrated variables have non-standard asymptotic distributions. However, wavelet analysis offsets the integrating order of nonstationary series so that traditional asymptotics on stationary variables suffices to ascertain the statistical properties of wavelet-based statistics. Based on this, this note shows that wavelet correlations cannot be used as a test of cointegration.

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In this paper we give a generalization of the serial cost-sharing rule defined by Moulin and Shenker (1992) for cost sharing problems. According to the serial cost sharing rule, agents with low demands of a good pay cost increments associated with low quantities in the production process of that good. This fact might not always be desirable for those agents, since those cost increments might be higher than others, for example with concave cost functions. In this paper we give a family of cost sharing rules which allocates cost increments in all the possible places in the production process. And we characterize axiomatically each of them by means of an axiomatic characterization related to the one given for the serial cost-sharing rule by Moulin and Shenker (1994).

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[EN] In the recent years a series of optical correlation techniques have been developed in order to be able to measure flow velocity with high spatial resolution while being non-invasive in order to be employed in-vivo on biological organisms. The technique employed in my thesis work, scanning laser image correlation (SLIC), is a powerful approach for the detection of flow motions because it overcomes some limitations of the classical spectroscopy techniques. SLIC method consists in repeated laser scans over a linear pattern and on the cross correlation of the signal emitted by the excited fluorophores in different positions along the scan line. Therefore, the resulting measurements for flow velocity are really accurate.