Results 181 to 190 of about 12,021 (279)

Functional Vašiček Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka   +4 more
wiley   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli   +2 more
wiley   +1 more source

An Unusual Site of Mature Cystic Teratoma in the Fallopian Tube: A Rare Case Report. [PDF]

open access: yesInt J Womens Health
Batubara NH   +5 more
europepmc   +1 more source

Sparse Causal Dynamic Linear Regression

open access: yesJournal of Time Series Analysis, EarlyView.
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

Intraspecific Variation in Reproductive Aspects of Female Soldier Crabs, Mictyris guinotae, Between the River Mouth and Upper Reach Habitats

open access: yesMarine Ecology, EarlyView.
ABSTRACT The soldier crab, Mictyris guinotae, is a dominant intertidal crustacean associated with sand flats in the vicinity of the Urauchi River estuary on Iriomote Island, Japan. We compared various aspects of its reproductive biology at two sites (the river mouth and upper reach) on exposed bare sand flats 300 m and 3000 m upstream from the mouth ...
Masaki Jinno   +3 more
wiley   +1 more source

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