Results 201 to 210 of about 12,105 (264)

On the Gaussian distribution of the Mann-Kendall tau in the case of autocorrelated data. [PDF]

PLoS One
Gamot T, Thibeau-Sutre N, Van Dooren TJM.   +2 more
europepmc   +1 more source

Subtle to significant: Enhancing heaviness perception with stochastic resonance. [PDF]

J Exp Psychol Hum Percept Perform
Grunkemeyer AA, Kelty-Stephen DG, Likens AD.   +2 more
europepmc   +1 more source

Uncertainty and inconsistency of COVID-19 non-pharmaceutical intervention effects with multiple competitive statistical models. [PDF]

Sci Rep
Müller B, Padberg I, Lorke M, Brinks R, Cripps S, Gomes MGM, Haake D, Ioannidis JPA.   +7 more
europepmc   +1 more source

Risk assessment of two new pesticides based on the intestinal fungal community construction and growth status of predatory insects (<i>Arma custos</i>). [PDF]

Front Microbiol
Yang X, Xu F, Zhang B, Huang M, Zhang G.
europepmc   +1 more source

Persistent multispecies dissemination of <i>armA</i>-carrying IncR plasmids among clinical and environmental bacterial populations in a Spanish veterinary hospital. [PDF]

J Clin Microbiol
Serna C, Pulido-Vadillo M, Matamoros BR, Favieres JF, Montero N, García Berdún C, García ME, Blanco JL, Delgado-Blas JF, Gonzalez-Zorn B.   +9 more
europepmc   +1 more source

Historical isolates provide insights into the evolution of Acinetobacter baumannii international clone 2 and its resistome

Neil M, Grenier F, Allard N, Langridge GC, Castillo-Ramírez S, Haraoui L, Evans BA.   +6 more
europepmc   +1 more source

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A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL

Journal of Time Series Analysis, 1987
Abstract. We have shown that it is not always possible to embed a real‐valued discrete parameter Gaussian AR(1) model in a real‐valued continuous parameter Gaussian AR(1). The problem with general ARMA models is also discussed.
Chan, K. S., Tong, H.
openaire   +3 more sources

Moments of the ARMA–EGARCH model [PDF]

The Econometrics Journal, 2003
Summary: This paper considers the moment structure of the general ARMA-EGARCH model. In particular, we derive the autocorrelation function of any positive integer power of the squared errors. In addition, we obtain the autocorrelations of the squares of the observed process and cross correlations between the levels and the squares of the observed ...
Menelaos Karanasos, J. Kim
openaire   +2 more sources