Results 241 to 250 of about 3,426,931 (297)

Misspecified Canonical Cointegrating Regressions

Journal of Time Series Analysis, EarlyView.
ABSTRACT Least squares (LS) estimation of canonical cointegrating regression (CCR) is explored allowing for potential misspecification from singularity in the system and multicointegration among the variables. The following properties are established: (i) superconsistent estimation with increased rates of convergence in degenerate directions; and (ii ...
Igor L. Kheifets, Peter C. B. Phillips
wiley   +1 more source

From Lévy walks to Brownian motion in schools of zebrafish (Danio rerio). [PDF]

Eur Phys J E Soft Matter
da Silva AM, Leal FCB, Cadena PG, Oliveira VM, Souza AJF, Romaguera ARC, Barbosa ALR.   +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

Discovering interpretable low-dimensional dynamics using maximum entropy. [PDF]

Phys Rev E
Chung MC, Mohan T, Dixit PD, Guan J.
europepmc   +1 more source

Numerical study of magnetohydrodynamic nanofluid flow over a porous surface under convective heating and zero mass flux conditions. [PDF]

Discov Nano
Lone SA, Swarup C, Al-Essa LA, Raizah Z, Saeed A, Bognár G.   +5 more
europepmc   +1 more source

Computational and machine learning analysis of bio-convective magnetized Ree-Eyring nanofluid flow on Riga plate with thermal radiation and activation energy. [PDF]

Discov Nano
Saeed A, Al-Essa LA, Raizah Z, Bayram M, Bognár G.   +4 more
europepmc   +1 more source

An analytical stochastic stage-structured model for pest population dynamics: a case study on Cydia pomonella in Italy. [PDF]

J Math Biol
Perçin BT, Baiocco S, Cavina F, Pradolesi G, Pasquali S.   +4 more
europepmc   +1 more source

Levenberg-marquardt based ANN solution for MHD nanofluid flow and heat transportation over a thin needle with thermophoresis effects. [PDF]

Discov Nano
Ali H, Majeed A, Saidani T, Ali P.
europepmc   +1 more source

Dynamic roughening of cities driven by multiplicative noise. [PDF]

Nat Commun
Hendrick M, Manoli G.
europepmc   +1 more source