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Statistical Investigation of Increments of Currency Rates Logarithms
Currency Rates Logarithms Statistical Investigation Statistics Theory
2011/9/15
Abstract: We consider the currency rates dynamics for 12 currencies, including dollar and euro, with respect to Russian rouble. We prove that the Samuelson model (geometric Brownian motion) is not sui...
The DO-climate events are probably noise induced: statistical investigation of the claimed 1470 years cycle
DO-climate event statistical investigation 1470 years cycle
2008/11/4
The significance of the apparent 1470 years cycle in the recurrence of the Dansgaard-Oeschger (DO) events, observed in the Greenland ice cores, is debated. Here we present statistical significance tes...