Results 221 to 230 of about 4,733 (266)

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

Journal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis   +2 more
wiley   +1 more source

Comparison of Jaw Muscle Activity, Masticatory Performance, and Salivation Across Three Chewing Patterns: A Within-Subjects Experimental Study. [PDF]

Int J Dent
Paphangkorakit J, Hongsuwan S, Rattanasrithong N, Rodma B, Chaichit R.   +4 more
europepmc   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Fatigue Crack Propagation Properties of Ordinary Plain Concrete Under Three-Point Loading. [PDF]

Materials (Basel)
Chen H, Song J, Li D.
europepmc   +1 more source

Coordinating Bank Dividend and Capital Regulation

Mathematical Finance, EarlyView.
ABSTRACT This paper examines how state‐dependent dividend restrictions (taxes and bans) and capital requirements influence a bank's capital buffer accumulation and risk‐taking decisions. In the model, the bank distributes dividends and issues costly equity to maximise shareholder value, while its loans generate stochastic income under time‐varying ...
Salvatore Federico, Andrea Modena, Luca Regis   +2 more
wiley   +1 more source

Harmonic trophic potentials and memory effects in ecological dynamics in resource-limited ecosystems through the Generalized Lotka-Volterra model with biomass constraints. [PDF]

Theory Biosci
Marinho JAO, da Rocha HO, Reis FPP.
europepmc   +1 more source

How LLMs might think

Mind &Language, EarlyView.
Do large language models (“LLMs”) think? Daniel Stoljar and Zhihe Vincent Zhang have recently developed an argument from rationality for the claim that LLMs do not think. We contend, however, that the argument from rationality not only falters, but leaves open an intriguing possibility: that LLMs engage only in arational, associative forms of thinking ...
Joseph Gottlieb, Ethan Kemp, Matthew Trager   +2 more
wiley   +1 more source

A unified Haar wavelet collocation framework for fractional volterra integro-differential equations with application to tumor-immune dynamics modeling. [PDF]

Sci Rep
Hamood MM, Sharif AA, Ghadle KP.
europepmc   +1 more source

Gesturing While Writing: An Alternate Perspective on Mimetic Prosody

Critical Quarterly, EarlyView.
Paul Magee
wiley   +1 more source

Weak Exogeneity, Driving Trends and Non‐Causality. Is Dynamic Adjustment Informative About Causality?

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In VECMs (or CVARs), the weak exogeneity of some of the variables (for the long‐run parameters) is related to the equilibrium adjustment dynamics. This has sometimes led to the statistical concept of weak exogeneity being given a causal interpretation.
Emanuele Lopetuso, Michael P. Clements
wiley   +1 more source