Results 241 to 250 of about 15,893 (296)
Robust Estimation and Inference for Time‐Varying Unconditional Volatility
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
Toward ambulatory monitoring of vocal behavior at the physiological level using deep ensembles and Bayesian neural networks. [PDF]
Zhang Z.
europepmc +1 more source
Sparse Causal Dynamic Linear Regression
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]
Wang X +10 more
europepmc +1 more source
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]
Gao M +8 more
europepmc +1 more source
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]
Glyn-Davies A +4 more
europepmc +1 more source
Efficient hyperparameter estimation in Bayesian inverse problems using sample average approximation. [PDF]
Chung J +3 more
europepmc +1 more source

