Results 141 to 150 of about 56,399 (238)

Poisson count time series

open access: yesJournal of Time Series Analysis, EarlyView.
This article reviews and compares popular methods, some old and some recent, that produce time series having Poisson marginal distributions. The article begins by narrating ways where time series with Poisson marginal distributions can be produced.
Jiajie Kong, Robert Lund
wiley   +1 more source

Sentiment-Driven Statistical Modelling of Stock Returns over Weekends

open access: yesComputation
We propose a two-stage statistical learning framework to investigate how financial news headlines posted over weekends affect stock returns. In the first stage, Natural Language Processing (NLP) techniques are used to extract sentiment features from news
Pablo Kowalski Kutz, Roman N. Makarov
doaj   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza   +3 more
wiley   +1 more source

COMPOSITION OF BINOMIAL POLYNOMIAL [PDF]

open access: yesCommunications of the Korean Mathematical Society, 2007
openaire   +1 more source

Eye Movements, Item Modality, and Multimodal Second Language Vocabulary Learning: Processing and Outcomes

open access: yesLanguage Learning, EarlyView.
Abstract This study examined second language vocabulary processing and learning in reading only (RO) versus reading while listening (RWL). 119 English learners read or read‐while‐listening to a story embedded with 25 pseudowords, 10 times each, and had their eye movements tracked.
Jonathan Malone   +3 more
wiley   +1 more source

Coexistence in Sympatry With Gene Flow Before Speciation Has Completed

open access: yesMolecular Ecology, EarlyView.
ABSTRACT Incipient species often coexist in sympatry before complete reproductive isolation has evolved between them. How do they persist in the face of hybridization and gene flow? The challenge is more acute than ordinary ecological coexistence not only because gene flow erodes and recombines genetic differences, but also because selection against ...
Dolph Schluter   +4 more
wiley   +1 more source

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