Results 281 to 290 of about 3,258,064 (367)

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

Time-Dependent Particle-Breaking Hartree-Fock Model for Electronically Open Molecules. [PDF]

J Phys Chem A
Pedersen J, Sannes BS, Paul Née Matveeva R, Coriani S, Høyvik IM.   +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

Resolving elliptic boundary value problem and integral equation in relational partial metric space. [PDF]

Heliyon
Joshi M, Tomar A, Sajid M, Padaliya SK.
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

Uniaxial, biaxial, and planar tension properties of deep fascia and a constitutive model to simultaneously reproduce these strain states. [PDF]

Front Bioeng Biotechnol
Aparici-Gil A, Peña E, Pérez MM.
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

A finite element model for biomechanical characterization of ex vivo peripheral nerve dysfunction during stretch. [PDF]

Physiol Rep
Vasas NC, Forrest AM, Meyers NA, Christensen MB, Pierce JL, Kaufmann SM, Lanaghen KB, Paniello RC, Barkmeier-Kraemer JM, Vande Geest JP.   +9 more
europepmc   +1 more source

A Novel Test for the Presence of Local Explosive Dynamics

Journal of Time Series Analysis, EarlyView.
ABSTRACT In economics and finance, speculative bubbles take the form of locally explosive dynamics that eventually collapse. We propose a test for the presence of speculative bubbles in the context of mixed causal‐noncausal autoregressive processes.
F. Blasques, S. J. Koopman, G. Mingoli, S. Telg   +3 more
wiley   +1 more source

Event-Driven Maximum Correntropy Filter Based on Cauchy Kernel for Spatial Orientation Using Gyros/Star Sensor Integration. [PDF]

Sensors (Basel)
Cui K, Liu Z, Han J, Ma Y, Liu P, Gao B.
europepmc   +1 more source