Early and Late Buzzards: Comparing Different Approaches for Quantile-Based Multiple Testing in Heavy-Tailed Wildlife Research Data. [PDF]
Baumeister M +5 more
europepmc +1 more source
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
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 +3 more
wiley +1 more source
Fractional-order stochastic delayed neural networks with impulses: mean square finite-time contractive synchronization. [PDF]
Palanisamy G +3 more
europepmc +1 more source
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Inference and prediction for stochastic models of biological populations undergoing migration and proliferation. [PDF]
Simpson MJ, Plank MJ.
europepmc +1 more source
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
An Efficient Method for Magnetic Field Extrapolation Based on a Family of Analytical Three-Dimensional Magnetohydrostatic Equilibria. [PDF]
Nadol L, Neukirch T.
europepmc +1 more source
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu +3 more
wiley +1 more source
The sobol sensitivity analysis of the pressure, stresses, and displacement arising from poroelastic modelling of hard mechanical systems. [PDF]
Asghari H +5 more
europepmc +1 more source
The Impact of Democratization and Globalization on Environmental Sustainability in Brazil
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu +3 more
wiley +1 more source

