Results 151 to 160 of about 4,548 (274)
Fisheries Management and Ecology, EarlyView.ABSTRACT To study variables that may trigger the dispersion of the currently expanding European catfish in its native distribution limits, 42 individuals were captured from Upper Lake Constance (lentic) and 42 from two streaming tributaries (lotic), fitted with pressure and temperature loggers, and released at the site of capture (control: lotic or ...
Albert Ros +4 more
wiley +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method
International Statistical Review, EarlyView.Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang +2 more
wiley +1 more source
Adaptive Kalman Filtering Developed from Recursive Least Squares Forgetting Algorithms [PDF]
Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter.
Lai, Brian, Bernstein, Dennis S.
core +1 more source
Adaptive crosstalk-resistant noise-cancellation using Kalman filters [PDF]
, 2013 A crosstalk-resistant method of noise-cancellation is used to separate a mixture of two non-stationary signals.(eg speech). Whereas this idea has been used previously using least-mean squares (LMS) in a cross-coupling mode, this new approach uses Kalman ...
Moir, T
core
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
An ARAIM adaptation for Kalman Filter
, 2017 This work propose a new Kalman filter-based method for integrity monitoring, following the solution separation approach of the Advanced Receiver Autonomous Integrity Monitoring (ARAIM) algorithm. This method evaluates the separation of state correction using different subsets of measurement to detect abnormalities as well as potential faulty satellites
TRAN, TRUNG HIEU, Gustavo Belforte
openaire +1 more source
Inflation Inequality Across Household Income Groups in Brazil: Persistence, Trend and Volatility
The Manchester School, EarlyView.ABSTRACT This article investigates inflation inequality across four income strata in Brazil (very low, low, middle, and high income) from July 2006 to April 2025, using the Headline IPCA as a benchmark. We test the hypothesis that inflation dynamics and transmission mechanisms are structurally unequal and disproportionately affect lower‐income ...
Sinara do Valle, Cleomar Gomes da Silva
wiley +1 more source
Hidden AR process and adaptive Kalman filter
Annals of the Institute of Statistical Mathematics41 ...
openaire +3 more sources
Economic Growth Vulnerability Across Euro Area Countries
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We analyse growth vulnerability in the four largest Euro Area (EA) economies, measured as a lower quantile of the growth distribution conditional on EA‐wide and country‐specific macroeconomic/financial factors. Growth densities are obtained under a normal activity scenario and under stressed conditions.
Claudio Lissona, Esther Ruiz
wiley +1 more source