Results 241 to 250 of about 15,893 (296)

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee   +2 more
wiley   +1 more source

Sparse Causal Dynamic Linear Regression

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley   +1 more source

Quantifying urban and landfill methane emissions in the United States using TROPOMI satellite data. [PDF]

open access: yesSci Adv
Wang X   +10 more
europepmc   +1 more source

Effective When Distinctive: The Role of Phonetic Similarity in Nested Dependency Learning Across Preschool Years

open access: yesLanguage Learning, EarlyView.
Abstract Parallel tracking of distant relations between speech elements, so‐called nonadjacent dependencies (NADs), is crucial in language development but computationally demanding and acquired only in late preschool years. As processing of single NADs is facilitated when dependent elements are perceptually similar, we investigated how phonetic ...
Dimitra‐Maria Kandia   +3 more
wiley   +1 more source

Machine Learning Inversion Method for Elastoplastic Constitutive Parameters of Encapsulation Materials. [PDF]

open access: yesNanomaterials (Basel)
Gao M   +8 more
europepmc   +1 more source

The 3D genome of Gigaspora margarita unveils stable chromatin and nucleolar organization and symbiont‐dependent genome dynamics

open access: yesNew Phytologist, EarlyView.
Summary Arbuscular mycorrhizal fungi (AMF) are widespread plant symbionts that enhance nutrient acquisition and influence ecosystem productivity. Previous chromosome‐level assemblies of the model species Rhizophagus irregularis revealed a two‐compartment genome architecture (active A and repressed B chromatin compartments), yet its conservation across ...
Ken Mugambi   +10 more
wiley   +1 more source

A primer on variational inference for physics-informed deep generative modelling. [PDF]

open access: yesPhilos Trans A Math Phys Eng Sci
Glyn-Davies A   +4 more
europepmc   +1 more source

Efficient hyperparameter estimation in Bayesian inverse problems using sample average approximation. [PDF]

open access: yesPhilos Trans A Math Phys Eng Sci
Chung J   +3 more
europepmc   +1 more source

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