105 citations · 529 across the 26 of their papers we have counts for
26 papers
Hydrodynamic Lift on Boats
Joseph L. McCauley
Boats float supported only by buoyancy at rest and at very low speeds. As the speed increases, a hull capable of planing makes a sharp transition to a lifting surface while plowing…
Anomalous Scaling of Stochastic Processes and the Moses Effect
Lijian Chen, Kevin E. Bassler, Joseph L. McCauley +1
The state of a stochastic process evolving over a time is typically assumed to lie on a normal distribution whose width scales like . However, processes where the prob…
Scaling for speed on the water
Joseph L. McCauley
Dimensional analysis combined with limited experimental data for the performance of fully submerged propellers have been available since the 1950s. I present two new scale-free hyd…
Time vs. Ensemble Averages for Nonstationary Time Series
Joseph L. McCauley
We analyze the question whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correla…
ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns
Joseph L. McCauley
ARCH and GARCH models assume either i.i.d. or (what economists lable as) white noise as is usual in regression analysis while assuming memory in a conditional mean square fluctuati…
Integration I(d) of Nonstationary Time Series: Stationary and nonstationary increments
Joseph L. McCauley, Kevin E. Bassler, Gemunu H. Gunaratne
The method of cointegration in regression analysis is based on an assumption of stationary increments. Stationary increments with fixed time lag are called integration I(d). A clas…