DNA Sequence Representation methods

DNA sequence representation methods are used to denote a gene structure effectively and help in similarities/dissimilarities analysis of coding sequences. Many different kinds of representations have been proposed in the literature. They can be broadly classified into Numerical, Graphical, Geometrical and Hybrid representation methods. DNA structure and function analysis are made easy with graphical and geometrical representation methods since it gives visual representation of a DNA structure. In numerical method, numerical values are assigned to a sequence and digital signal processing methods are used to analyze the sequence. Hybrid approaches are also reported in the literature to analyze DNA sequences. This paper reviews the latest developments in DNA Sequence representation methods. We also present a taxonomy of various methods. A comparison of these methods where ever possible is also done

The role of lower partial moments in stochastic modeling

Lower partial moments plays an important role in the analysis of risks and in income/poverty studies. In the present paper, we further investigate its importance in stochastic modeling and prove some characterization theorems arising out of it. We also identify its relationships with other important applied models such as weighted and equilibrium models. Finally, some applications of lower partial moments in poverty studies are also examined

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis