Results 211 to 220 of about 5,933,118 (327)

Computational Fluid Dynamics of the Flow of the Deformable Toroidal Embolic Agents Within Straight and Stenotic Pipes by Full Eulerian FSI Method. [PDF]

Int J Numer Method Biomed Eng
Matsumiya K, Sugiyama K, Inagaki NF, Takagi S, Ito T.   +4 more
europepmc   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Internet of things enabled indoor activity monitoring for visually impaired people with hybrid deep learning and optimized algorithms for enhanced safety. [PDF]

Sci Rep
Al Duhayyim M.
europepmc   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Levy Noise Affects Ornstein-Uhlenbeck Memory. [PDF]

Entropy (Basel)
Eliazar I.
europepmc   +1 more source

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

Comparing Robust Versions of Distance Covariance: A Comment on the Biloop Approach

International Statistical Review, EarlyView.
Dominic Edelmann
wiley   +1 more source

Spontaneous Strategies Used During Novel Word Learning

Language Learning, EarlyView.
Abstract This online study examined spontaneous strategies of English‐speaking adults during associative word learning, the relationship of these strategies with learning outcomes and within‐task evolution of strategy use. Participants were to learn to name 14 object–pseudoword pairs across five successive encoding/recall blocks, followed by delayed ...
Matti Laine, Claudia Peñaloza, Tilda Eräste, Anton Kunnari, Antoni Rodríguez‐Fornells   +4 more
wiley   +1 more source

Modeling COVID-19 transmission: effects of age structure and vaccination. [PDF]

Sci Rep
Ali S, Boulaaras S, Ali N, Ahmad I, Khan A, Ullah Z.   +5 more
europepmc   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source