There is a growing need for statistical methods that generate an ensemble of plausible realizations of a hierarchical process from a single run or experiment. The main challenge is how to construct such an ensemble in a ...

We propose a method for filtering self-similar geophysical signals corrupted by an antoregressive noise using a combination of non-decimated wavelet transform and a Bayesian model. In the application part, we consider ...

Over the past decade, several studies suggested possible analogy between price dynamics in the foreign exchange market and atmospheric turbulent flows. Such analogies suggest that applications in business and industry can ...

The conceptual framework for modeling the inertial subrange is strongly influenced by the Richardson cascade, now the subject of various reinterpretations. One apparent departure from the Richardson cascade is attributed ...