The model of free nutation and regularities of latitude variation process

1999 ◽  
Vol 1 (6) ◽  
pp. 477-484
Author(s):  
Yu. N. Avsyuk ◽  
I. A. Gerasimov
Keyword(s):  
Latitude Variation ◽  
Free Nutation ◽  
Variation Process

Non-Polar Variation of Latitude

1972 ◽  
Vol 1 ◽  
pp. 93-101 ◽  
Author(s):  
S. Yumi
Keyword(s):  
Polar Motion ◽  
Polar Coordinates ◽  
Normal Variation ◽  
Latitude Variation ◽  
Local Trend

ABSTRACTAnalysing the residual latitude of the station, local trend in latitude variation other than by the polar motion was found.Residual latitude was calculated for each of 26 stations which gave the continuous records of observation during 6 years comprising — 1962 — 1967 as a difference between observed variation of latitude and – normal variation calculated by the polar coordinates Iderived from all the results of 26 stations.As far as the results during these six years are concerned, local trend at any station it seemed to be expressed in terms of 3λ.Assumed effect of local trend on the coordinates values of the instantaneous pole is also discussed.

Spread-F and the Latitude Variation of Occurrence of Whistlers

Nature ◽  
1961 ◽  
Vol 189 (4760) ◽  
pp. 215-216 ◽  
Author(s):  
D. G. SINGLETON
Keyword(s):  
Latitude Variation ◽  
Spread F

scholarly journals Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index

2021 ◽  
Vol 52 (3) ◽  
pp. 397-412
Author(s):  
Mabel Adeosun ◽  
Olabisi Ugbebor
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Models ◽  
Asymptotic Properties ◽  
Higher Order ◽  
Asymptotic Results ◽  
Jump Detection ◽  
Limit Distributions ◽  
Price Process ◽  
Variation Process ◽  
Asymptotic Variances

In this paper, we studied the particular cases of higher-order realized multipower variation process, their asymptotic properties comprising the probability limits and limit distributions were highlighted. The respective asymptotic variances of the limit distributions were obtained and jump detection models were developed from the asymptotic results. The models were obtained from the particular cases of the higher-order of the realized multipower variation process, in a class of continuous stochastic volatility semimartingale process. These are extensions of the method of jump detection by Barndorff-Nielsen and Shephard (2006), for large discrete data. An Empirical Application of the models to the Nigerian All Share Index (NASI) data shows that the models are robust to jumps and suggest that stochastic models with added jump components will give a better representation of the NASI price process.

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