Results 241 to 250 of about 5,976,249 (348)

Dream habits in a large cohort of preteens and their relation to sleep and nocturnal awakenings

Journal of Sleep Research, Volume 34, Issue 2, April 2025.
Summary The present study examined dream habits, and their relation to sleep patterns, in 1151 preteens (597 boys; 554 girls; 11.31 ± 0.62 years old). Dream questionnaires assessed the frequency of dream recall, nightmare, and lucid dream, as well as the intensity of emotions experienced in dreams. Sleep variables included sleep duration and efficiency,
Jean‐Baptiste Eichenlaub, Romain Bouet, Mathieu Pinelli, Sophie Portrat   +3 more
wiley   +1 more source

Testing the Isotropic Cauchy Hypothesis. [PDF]

Entropy (Basel)
Fahs J, Abou-Faycal I, Issa I.
europepmc   +1 more source

Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process

Journal of Time Series Analysis, EarlyView.
In recent years, significant advancements have been made in the field of identifying financial asset price bubbles, particularly through the development of time‐series unit‐root tests featuring fractionally integrated errors and panel unit‐root tests.
Katsuto Tanaka, Weilin Xiao, Jun Yu
wiley   +1 more source

Exact Expressions for Kullback-Leibler Divergence for Univariate Distributions. [PDF]

Entropy (Basel)
Nawa V, Nadarajah S.
europepmc   +1 more source

Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting

Journal of Time Series Analysis, EarlyView.
This article considers a stochastic volatility model featuring an asymmetric stable error distribution and a novel way of accounting for the leverage effect. We adopt simulation‐based methods to address key challenges in parameter estimation, the filtering of time‐varying volatility, and volatility forecasting.
Francisco Blasques, Siem Jan Koopman, Karim Moussa   +2 more
wiley   +1 more source

Biot-Savart law in the geometrical theory of dislocations. [PDF]

R Soc Open Sci
Kobayashi S, Tarumi R.
europepmc   +1 more source

A new heteroskedasticity‐robust test for explosive bubbles

Journal of Time Series Analysis, EarlyView.
We propose a new class of modified regression‐based tests for detecting asset price bubbles designed to be robust to the presence of general forms of both conditional and unconditional heteroskedasticity in the price series. This modification, based on the approach developed in Beare (2018) in the context of conventional unit root testing, is achieved ...
David I. Harvey, Stephen J. Leybourne, A. M. Robert Taylor, Yang Zu   +3 more
wiley   +1 more source

RWOA: A novel enhanced whale optimization algorithm with multi-strategy for numerical optimization and engineering design problems. [PDF]

PLoS One
Wei J, Gu Y, Lu B, Cheong N.
europepmc   +1 more source

A Mixture Transition Distribution Modeling for Higher‐Order Circular Markov Processes

Journal of Time Series Analysis, EarlyView.
ABSTRACT This study considers the stationary higher‐order Markov process for circular data by employing the mixture transition distribution modeling. The underlying circular transition distribution is based on Wehrly and Johnson's bivariate joint circular models.
Hiroaki Ogata, Takayuki Shiohama
wiley   +1 more source

metacp: a versatile software package for combining dependent or independent p-values. [PDF]

BMC Bioinformatics
Nikolitsa EK, Kontou PI, Bagos PG.
europepmc   +1 more source