Kolmogorov-Smirnov and Cramér-von Mises tests for the k-sample problem with left-truncated and right-censored data. [PDF]
Lifetime Data AnalLago A +2 more
europepmc +1 more source
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Rocking podium isolation systems have gained significant research interest as a method of limiting seismic demands on superstructures and eliminating residual post‐earthquake drifts through self‐centring behaviour. However, while numerous models of varying complexity, including analytical, phenomenological, and physical formulations, have been
Marawan Zaki +2 more
wiley +1 more source
Inference in generalized linear models with robustness to misspecified variances. [PDF]
J Am Stat AssocDe Santis R +4 more
europepmc +1 more source
Immersed Boundary Projection Method for Boundaries With Slip Velocities
International Journal for Numerical Methods in Fluids, EarlyView.A formulation of the immersed boundary method for incompressible flow over arbitrarily‐shaped bodies with surface slip described by the Navier boundary condition is presented. The wall slip velocity and the boundary force are determined implicitly through a projection to satisfy both the boundary condition and the divergence‐free condition of the ...
Takehiro Fujii, Takeshi Omori
wiley +1 more source
Experimental Study of Low-Cycle Fatigue and Recovery of Polymer Blends for Viscous Damping Walls. [PDF]
Polymers (Basel)He S, Sun F, Xu D, Wu X.
europepmc +1 more source
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
Learning under uncertainty-Conservation of populations and persistence of dynamic resources through adaptive switching feedback controllers. [PDF]
PLoS OneSmith P, Guiver C.
europepmc +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley +1 more source
A flexible bounded stochastic framework for uncertainty and reliability in physical systems. [PDF]
Sci RepAlballa T +3 more
europepmc +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
Journal of Futures Markets, EarlyView.ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley +1 more source