Results 131 to 140 of about 23,657 (263)

Drift-diffusion dynamics of hippocampal replay. [PDF]

PLoS Comput Biol
Wu Z, Wei XX.
europepmc   +1 more source

Estimation of the Intercept Parameter in Integrated Galton–Watson Processes

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the estimation of the intercept parameter in an integrated Galton–Watson process, an important building block for many count‐valued time series models. In this unit root setting, the ordinary least squares estimator is known to be inconsistent, whereas the existing weighted least squares (WLS) estimator is consistent only in the case ...
Yang Lu
wiley   +1 more source

Characterizing cellular receptor dynamics in live fluorescence imaging using stochastic modeling and machine learning. [PDF]

iScience
Nardi G, Sano MS, Bilay M, Brelot A, Olivo-Marin JC, Lagache T.   +5 more
europepmc   +1 more source

Testing for Rough Volatility When Prices Are Purely Discontinuous

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of nonparametric testing for rough volatility, using high‐frequency data with a fixed time span, in a setting where the price is purely discontinuous. More specifically, we analyze the asymptotic properties of a test we developed in previous work in a pure‐jump setting.
Carsten H. Chong, Viktor Todorov
wiley   +1 more source

Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]

Entropy (Basel)
Abedi M.
europepmc   +1 more source

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source

Phylogenetic Reconstruction of Lung Evolution in Extant Squamata

Journal of Zoology, EarlyView.
The Squamata group exhibits remarkable diversity in lung structure. However, a comprehensive understanding of how this variation evolved within the clade is still lacking. To reconstruct the evolutionary history of lungs of living squamates, we conducted comparative phylogenetic analyses using categorized lung traits, such as lung type, respiratory ...
Barbara de Godoi Champini, Ray Brasil Bueno de Souza, Wilfried Klein   +2 more
wiley   +1 more source

Analytical and artificial neural network modeling of double-diffusive magnetized electroosmotic ellis nanofluid flow through a tapered non-uniform channel. [PDF]

Discov Nano
Rehman SU, Hadidi HM, Jari H, Azyabi A, Alshehery S, Sado AE, Dallak AM.   +6 more
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

Simulating Dilute-Solution Properties and Behavior of Flexible Macromolecules: A Review of Brownian Dynamics, Monte Carlo Methods, and Computational Tools (SIMUFLEX and MONTEHYDRO) with Applications to Biomacromolecules and Selected Synthetic Polymers. [PDF]

Int J Mol Sci
García de la Torre J, Hernández-Cifre JG.   +1 more
europepmc   +1 more source