Results 71 to 80 of about 2,504 (186)
Sparse Causal Dynamic Linear Regression
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source
AbstractIn this paper we use the concept of resource cumulation to model various forms of computation. The space of cumulations (called a cumulator) is simply represented as a five tuple consisting of a well-founded partial order, a monoid and a volume function.
openaire +1 more source
Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss +2 more
wiley +1 more source
Variance Ratio Tests for Panels With Cross‐Section Dependence
ABSTRACT This paper develops panel variance ratio statistics to examine serial dependence in time series with cross‐sectional dependence. We derive asymptotic properties for panels where the cross‐section dimension N$$ N $$ is fixed or grows with T. Using a factor structure to explain cross‐sectional dependence, we propose a common correlation effects ...
Seongman Moon, Carlos Velasco
wiley +1 more source
ABSTRACT A popular approach to interactive effects panel data models is the common correlated effects (CCE) estimator of Pesaran (Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica 74, 967–1012, 2006). The current paper proposes a modified version of this estimator that is useful in a number of cases
Yousef Kaddoura +2 more
wiley +1 more source
Wavelet‐Based Hurst Exponent Estimation
The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa +2 more
wiley +1 more source
The amphiphilic copolymer incorporating a hydrophobic chain conjugated with artesunate into a biocompatible sulfobetaine polymer is synthesized by solid‐state copolymerization of sulfobetaine methacrylate and methacrylamide derivative conjugating artesunate.
Naoki Doi +9 more
wiley +1 more source
Combinatorics of Free Cumulants
26 pages ...
Bernadette Krawczyk, Roland Speicher
openaire +3 more sources
Tensor‐valued diffusion MRI enables microstructure characterization but can be confounded by the presence of restricted diffusion. We introduce ResQ, a framework that incorporates restriction weighting into q‐space trajectory imaging and we evaluate it in a longitudinal study of prostate cancer xenografts treated by external radiotherapy. ResQ revealed
Filip Szczepankiewicz +10 more
wiley +1 more source
Liposomes of the same composition obtained with microfluidics (μF) and thin film hydration methods exhibit different physicochemical properties, due to residual traces of ethanol from the μF protocol. This affects the insertion of a synthetic lipophilic ligand (HIOTD) and its ability to complex Cu(II).
Leonardo Severini +9 more
wiley +1 more source

