Results 141 to 150 of about 2,017,563 (356)
On the Asymptotic Distribution of Variance Weighted KS Statistics [PDF]
arXiv, 2012 This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data generating process only through the variance of a single random variable, leading to critical values that can be ...
arxiv
Bias in the Estimation of Non-Linear Transformations of the Conditional Variance of Returns [PDF]
, 2003 Richard Harris, Cherif Guermat
openalex +1 more source
Advanced Science, EarlyView.Hypoxic and low‐glucose conditions in tumor tissues trigger colorectal tumor cell pyroptosis via sequential activation of the Caspase‐1/Caspase‐6/GSDMC axis. High mobility group box 1 (HMGB1), released from GSDMC‐mediated pyroptotic tumor cells, upregulates CXCL2 expression in adjacent tumor cells, thereby recruiting myeloid‐derived suppressor cells ...
Hanchao Gao +11 more
wiley +1 more source
Asymptotic variance of stationary reversible and normal Markov processes [PDF]
arXiv, 2014 We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class of Metropolis-Hastings algorithms which satisfy a central limit theorem and invariance principle when the variance ...
arxiv
Stability of nonlinear AR-GARCH models [PDF]
This paper studies the stability of nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a nonlinear first order generalized ...
Meitz, Mika, Saikkonen, Pentti
core
Advanced Science, EarlyView.How can we fully understand brain function and disease without uncovering the causal coordination between molecular and neural activity across space and time? MEA‐seqX tackles this challenge by integrating advanced electrophysiology, spatial transcriptomics, and artificial intelligence predictions, revealing multiscale dynamics.
Brett Addison Emery +9 more
wiley +1 more source
Modeling Nonstationary Financial Volatility with the R Package tvgarch
Journal of Statistical SoftwareCertain events can make the structure of volatility of financial returns to change, making it nonstationary. Models of time-varying conditional variance such as generalized autoregressive conditional heteroscedasticity (GARCH) models usually assume ...
Susana Campos-Martins, Genaro Sucarrat
doaj +1 more source
CONDITIONAL DEMAND AND ENDOGENEITY? A CASE STUDY OF DEMAND FOR JUICE PRODUCTS [PDF]
The question of endogeneity of conditional expenditures, as well as prices, in conditional demand equations for justices is examined. Both conditional expenditures and prices were found to be uncorrelated with the conditional demand errors, based on Wu ...
Behr, Robert M. +2 more
core +1 more source
Nonparametric estimation of the conditional variance function with correlated errors [PDF]
, 2006 Juan Manuel Vilar Fernández +1 more
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Advanced Science, EarlyView.This work proposes a novel strategy targeting gut microbiota for managing polycystic ovary syndrome (PCOS). Inulin, a gut microbiota modulator, notably boosts the growth of short‐chain fatty acids (SCFAs)‐producers, represented by Bifidobacterium, thereby improving glucolipid metabolism and ovarian function of PCOS through suppressing the inflammatory ...
Lulu Geng +8 more
wiley +1 more source