Results 171 to 180 of about 308,158 (292)

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

Bound states in the continuum: From fundamental physics to emerging photonic paradigms. [PDF]

iScience
Zhang S, Fan Y, Ma Y, Zong M, Sun H, Yang Z, Xu Z.   +6 more
europepmc   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Intrinsically chiral exciton polaritons in an atomically-thin semiconductor. [PDF]

Nat Commun
Wurdack MJ, Iorsh I, Vavreckova S, Bucher T, Król M, Fedorova Z, Estrecho E, Ilin D, Klimmer S, Mawlong LPL, Deng H, Song Q, van der Laan T, Soavi G, Pertsch T, Eilenberger F, Staude I, Kivshar Y, Ostrovskaya EA.   +18 more
europepmc   +1 more source

A partial envelope approach for modelling multivariate spatial‐temporal data

Canadian Journal of Statistics, EarlyView.
Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja, Wenbo Wu, Victor De Oliveira, Keying Ye   +3 more
wiley   +1 more source

BIC

, 2018
openaire   +1 more source

Environmental, Social, and Governance (ESG) Performance and Equity Misvaluation: The Moderating Role of Country‐Level Factors

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study explores how corporate environmental, social, and governance (ESG) performance affects equity misvaluation and how country‐level factors—national culture, environmental performance indicators, and world governance indicators (WGIs)—moderate the relationship between corporate ESG performance and misvaluation.
Xinyu Wang, Jun Xie, Hidemichi Fujii, Alexander Ryota Keeley, Shunsuke Managi   +4 more
wiley   +1 more source

Clinical impact and cost-effectiveness of rapid versus non-rapid antiretroviral therapy initiation in HIV-positive men who have sex with men in China using modelling and 96-week multicenter cohort data. [PDF]

Sci Rep
Zhou K, Wang X, Zhou D, Dai L, Tang W.
europepmc   +1 more source

Product‐Related CSR in the Digital Era: Communication Patterns That Drive Consumer Interactions on Social Media

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT To meet rising sustainability demands, companies increasingly use social media to communicate product‐related CSR initiatives. Consumers' interactions with these messages largely depend on the messages' perceived credibility. However, there remains limited understanding of how firms combine communication characteristics into distinct patterns ...
Judith Derenthal, Waldemar Toporowski
wiley   +1 more source

CS-[BiC-PiC]-NiCl₄: a green and effective heterogeneous catalyst for one-pot synthesis of 2,3-dihydroquinazolin-4(1<i>H</i>)-one derivatives. [PDF]

RSC Adv
Seyedi N, Mousapour M, Rizehbandi M, Shirini F.   +3 more
europepmc   +1 more source