Results 281 to 290 of about 1,122,279 (323)

A comparison of Kaplan-Meier-based inverse probability of censoring weighted regression methods. [PDF]

Lifetime Data Anal
Overgaard M.
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

The shifted convolution problem in function fields. [PDF]

Math Ann
Florea A, Lalín M, Malik A, Sahay A.
europepmc   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Signpost Testing to Navigate the Parameter Space of the Gaussian Graphical Model With High-Dimensional Data. [PDF]

Biom J
Ruan K, van de Wiel MA, van Wieringen WN.   +2 more
europepmc   +1 more source

Extreme Values and Convergence of the Voronoi Entropy for 2D Random Point Processes and for Long-Range Order. [PDF]

Entropy (Basel)
Frenkel M, Legchenkova I, Bormashenko E, Shoval S, Nosonovsky M.   +4 more
europepmc   +1 more source

Exact Solution and Large-Scale Scaling Analysis of the Imaginary Creutz-Stark Ladder. [PDF]

Entropy (Basel)
Qi Y, Lin H, Lu Q, Long D, Ruan D, Long GL.   +5 more
europepmc   +1 more source

Poroelasticity derived from the microstructure for intrinsically incompressible constituents. [PDF]

Z Angew Math Phys
Penta R, Lonati C, Miller L, Marzocchi A.   +3 more
europepmc   +1 more source