Results 61 to 70 of about 31,697 (261)
, 2008 Let $\{X_j\}$ be independent, identically distributed random variables. It is well known that the functional CUSUM statistic and its randomly permuted version both converge weakly to a Brownian bridge if second moments exist.
Aue, Alexander +2 more
core +2 more sources
Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
Variance changes detection in multivariate time series [PDF]
, 2004 This paper studies the detection of step changes in the variances and in the correlation structure of the components of a vector of time series. Two procedures are considered.
Daniel Peña +4 more
core +2 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman +2 more
wiley +1 more source
Thoracic Cancer, 2021 Background We aim to assess the learning curve of robotic portal lobectomy with four arms (RPL‐4) in patients with pulmonary neoplasms using prospectively collected data.
Mu‐Zi Yang +8 more
doaj +1 more source
Studies on the GAN-Based Anomaly Detection Methods for the Time Series Data
IEEE Access, 2021 Anomaly detection (AD) for times series data using the generative adversarial network (GAN) has been proposed in recent years. According to the previous study, the GAN-based AD outperformed the cumulative sum (CUSUM) chart.
Chang-Ki Lee +2 more
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley +1 more source
Applied Sciences, 2019 The aim of this study was to evaluate the learning curve of robotic thyroid surgery with regard to both operation time and temporary hypoparathyroidism using quantitative statistical analysis. A total of 194 patients who underwent total thyroidectomy and
Jae Hyun Park +3 more
doaj +1 more source
Quality and Reliability Engineering International, EarlyView.ABSTRACT In modern manufacturing environments, traditional statistical process control (SPC) methods often struggle with complex, dynamic data patterns, particularly when observations are autocorrelated. Control charts are useful tools used in SPC to detect any significant drift in a process.
Jeanette Maria Louw +3 more
wiley +1 more source
An efficiency comparison of control chart for monitoring process variance: Non-normality case [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2005 The purposes of this research are to investigate the relation between upper control limit and parameters of weighted moving variance linear weight control chart (WMVL), weighted moving variance: exponential weight control chart (WMVE ), successive ...
Sangkawanit, R., Budsaba, K.
doaj