Generic and specific recurrent neural network models: Applications for large and small scale biopharmaceutical upstream processes. [PDF]
Smiatek J +8 more
europepmc +1 more source
NGARCH, IGARCH and APARCH Models for Pathogens at Marine Recreational Sites
The environmental literature lacks the use of volatility based models for environmental stochastic processes. To overcome this deficiency, we use EGARCH, IGARCH, TGARCH, GJR-GARCH, NGARCH, AVGARCH and APARCH models for functional relationships of the ...
Ghulam Ali
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Multiresolution granger causality testing with variational mode decomposition: a python software. [PDF]
Saâdaoui F, Rabbouch H.
europepmc +1 more source
The Wold Isomorphism for Cyclostationary Sequences
In 1948 H. Wold introduced an isometric isomorphism between a Hilbert (linear) space formed from the weighted shifts of a numerical sequence and a suitable Hilbert space of values of a second order stochastic sequence. Recently W.A.
Timo Koski, Harry Hurd
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Efficient estimation in Markov chain models: an introduction
We outline the theory of efficient estimation for semiparametric Markov chain models, and illustrate in a number of simple cases how the theory can be used to determine lower bounds for the asymptotic variance of estimators and to construct efficient ...
Wolfgang Wefelmeyer
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Spatiotemporal Heterogeneity Learning: Generalized SpatioTemporal Semi-Varying Coefficient Models With Structure Identification. [PDF]
Gu Z, Li X, Wang G, Wang L.
europepmc +1 more source
X Chromosome Evolution in Cetartiodactyla. [PDF]
Proskuryakova AA +14 more
europepmc +1 more source
Epidemic change-point detection in general integer-valued time series. [PDF]
Diop ML, Kengne W.
europepmc +1 more source
Bootstrapping Cointegration Tests Under Structural Co-Breaks: A Robust Extended ECM test. [PDF]
The aim of the paper is the analysis of ECM (Error Correction Model) bootstrap cointegration tests under structural breaks. Classical ECM tests depend on some nuisance parameters, which is an undesirable feature for empirical applications.
Escribano, Álvaro, Arranz, Miguel A.
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