Results 211 to 220 of about 4,690 (265)

On the asymptotic validity of confidence sets for linear functionals of solutions to integral equations. [PDF]

Biometrika
Smucler E, Robins JM, Rotnitzky A.
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Adaptive Path Integral Diffusion: AdaPID. [PDF]

Entropy (Basel)
Chertkov M, Behjoo H.
europepmc   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

SPARCC: Semi-Parametric Robust Estimation in a Right-Censored Covariate Model. [PDF]

J Am Stat Assoc
Lee SH, Richardson BD, Ma Y, Marder KS, Garcia TP.   +4 more
europepmc   +1 more source

Pseudo, or Not? Neo‐Goodwinian Growth Cycles With Financial Linkages

Metroeconomica, EarlyView.
ABSTRACT A profit‐led Goodwin mechanism generates the observed counterclockwise activity–labor share cycle. Introducing a financial linkage can reproduce this pattern even when demand is not profit‐led. This paper extends neo‐Goodwinian theory by incorporating the valuation ratio into a four‐dimensional model.
Rudiger von Arnim, Luis Felipe Eick
wiley   +1 more source

Collaborative Inference for Accelerated Failure Time Model Using Clinical Center-Level Summary Statistics. [PDF]

Stat Med
Hu M, Shi X, Gong Z, Song PX.
europepmc   +1 more source

Time Averaged CCE

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A popular approach to interactive effects panel data models is the common correlated effects (CCE) estimator of Pesaran (Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica 74, 967–1012, 2006). The current paper proposes a modified version of this estimator that is useful in a number of cases
Yousef Kaddoura, Yiannis Karavias, Joakim Westerlund   +2 more
wiley   +1 more source

Dynamic Long-Term Prediction With Intermediate Event Information: A Flexible Model With Bivariate Time-Varying Coefficients. [PDF]

Stat Med
Wang Y, Li W, Li R, Ning J.
europepmc   +1 more source

CO2 Fertilisation of Growth in Wild C4 Grasses may be Amplified by Upregulated Photosynthesis

Plant, Cell &Environment, EarlyView.
ABSTRACT Rising atmospheric CO2 is expected to have limited direct effects on C4 photosynthesis because the carbon‐concentrating mechanism maintains near‐saturating CO2 at Rubisco. Consequently, growth responses of C4 plants to elevated CO2 (eCO2) are generally attributed to indirect improvements in plant water relations.
Edith J. Singini, Sally Archibald, Colin P. Osborne, Brad S. Ripley   +3 more
wiley   +1 more source