Results 81 to 90 of about 7,605 (274)

A Stochastic Approach to Noise Modeling for Barometric Altimeters

Sensors, 2013
The question whether barometric altimeters can be applied to accurately track human motions is still debated, since their measurement performance are rather poor due to either coarse resolution or drifting behavior problems.
Angelo Maria Sabatini, Vincenzo Genovese
doaj   +1 more source

Another Look at the (Ir)Relevance of Long‐Run Risks for Equity Risk Premia

Journal of Money, Credit and Banking, EarlyView.
Abstract I investigate the empirical asset pricing implications of a three‐factor macro model that extends the baseline consumption model Consumption Capital Asset Pricing Model (CCAPM) by adding the innovations in expected long‐run consumption growth (consumption growth news) and expected long‐run consumption variance (variance news) as risk factors ...
PAULO MAIO
wiley   +1 more source

On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors, [PDF]

This paper considers adaptive estimation in nonstationary autoregressive moving average models with the noise sequence satisfying a generalised autoregressive conditional heteroscedastic process.
Michael McAleer, Shiqing Ling
core  

Self-tuning control of non-linear systems using gaussian process prior models [PDF]

, 2005
Gaussian Process prior models, as used in Bayesian non-parametric statistical models methodology are applied to implement a nonlinear adaptive control law. The expected value of a quadratic cost function is minimised, without ignoring the variance of the
Sbarbaro, D., Kocijan, J., Daniel Sbarbaro, D. Mike Titterington, Shi, Jian Qing, Jian Qing Shi, Murray-Smith, Roderick, Titterington, D. Mike, Agathe Girard, Titterington, D.M., Pearlmutter, Barak A., Juš Kocijan, Girard, A., Barak A. Pearlmutter, Murray-Smith, R., Shi, J.Q., Roderick Murray-Smith, Pearlmutter, B.A.   +17 more
core   +1 more source

EU ETS Market Expectations and Rational Bubbles

Journal of Money, Credit and Banking, EarlyView.
Abstract The European Union Emissions Trading System (EU ETS) experienced sharp allowance price increases from 2018 onward, prompting claims that rational bubbles were driving the surge. We reassess this hypothesis using expectations based on futures prices.
CHRISTOPH WEGENER, ROBINSON KRUSE‐BECHER, TONY KLEIN   +2 more
wiley   +1 more source

Hierarchical equilibria of branching populations [PDF]

In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without a unknown mean parameter. We show that they can be approximated in probability by the analogous processes which are obtained from the ...
Hao Yu
core  

Uso de la función de correlación cruzada en la identificación de modelos ARMA Use of the Crosscorrelation Function in the Identification of ARMA Models

Revista Colombiana de Estadística, 2008
La función de correlación cruzada muestral (FCCM) ha sido empleada para estudiar la fortaleza y la dirección de la relación lineal entre dos procesos estocásticos conjuntamente estacionarios.
ELKIN CASTAÑO, JORGE MARTÍNEZ
doaj  

Leadership and the Virtue of Humanity: Conceptual Clarity, Systematic Review, and Future Research Agenda

Journal of Management Studies, EarlyView.
Abstract Humanity – the virtue enabling meaningful human connection – is vital to the leadership we need to survive our polycrisis context. As a prerequisite to sustainable human community, the virtue of humanity is considered universal. It has been claimed as a ‘higher‐order virtue’, comprised of and enacted by – but irreducible to – a suite of ‘lower‐
Toby Newstead, Saeed Loghman, Alexander Newman, Ronald Riggio   +3 more
wiley   +1 more source

USE OF THE CROSSCORRELATION FUNCTION IN THE IDENTIFICATION OF ARMA MODELS USO DE LA FUNCIÓN DE CORRELACIÓN CRUZADA EN LA IDENTIFICACIÓN DE MODELOS ARMA

Revista Colombiana de Estadística, 2008
The sample cross-correlation function (SCCF) has been used to study the strength and direction of the linear relation between two jointly stationary stochastic processes.
Castaño Elkin, Martínez Jorge
doaj  

The Cross and Conflict: How Do Christians Impact Protest Dynamics?

Journal for the Scientific Study of Religion, EarlyView.
ABSTRACT This study examines the relationship between Christian actors, practices, and sacred sites in US protests and demonstrations, focusing on how political ideology shapes conflict outcomes. Using event‐level data from the Armed Conflict Location & Event Data Project (ACLED), the analysis explores 63,000 protest events from 2020 to 2024 ...
Joel Day
wiley   +1 more source