Results 131 to 140 of about 152,162 (212)

Fractional-order stochastic delayed neural networks with impulses: mean square finite-time contractive synchronization. [PDF]

Sci Rep
Palanisamy G, Kandasamy U, Rihan FA, Ben Said S.   +3 more
europepmc   +1 more source

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

Early and Late Buzzards: Comparing Different Approaches for Quantile-Based Multiple Testing in Heavy-Tailed Wildlife Research Data. [PDF]

Biom J
Baumeister M, Munko M, Gladow KP, Ditzhaus M, Chakarov N, Pauly M.   +5 more
europepmc   +1 more source

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Inference and prediction for stochastic models of biological populations undergoing migration and proliferation. [PDF]

J R Soc Interface
Simpson MJ, Plank MJ.
europepmc   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

The sobol sensitivity analysis of the pressure, stresses, and displacement arising from poroelastic modelling of hard mechanical systems. [PDF]

Sci Rep
Asghari H, Miller L, Penta R, Melnikov A, Spitas C, Merodio J.   +5 more
europepmc   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

Analytical and data-driven fractional-order malaria transmission model with vector and non-vector pathways. [PDF]

BMC Infect Dis
Ahman QO, Okpara PA, Agbata BC, Senewo EO, Didigwu NE.   +4 more
europepmc   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source