Results 241 to 250 of about 1,082,690 (294)
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DETECTING AND MODELING TAIL DEPENDENCE
International Journal of Theoretical and Applied Finance, 2004The aim of this work is to develop a nonparametric tool for detecting dependence in the tails of financial data. We provide a simple method to locate and measure serial dependence in the tails, based on runs tests. Our empirical investigations on many financial time series reveal a strong departure from independence for daily logreturns, which is not ...
Bellini F., FIGA' TALAMANCA, GIANNA
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Insurance: Mathematics and Economics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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2012
This chapter presents modeling method and evaluation techniques for computing dependability metrics of systems. The chapter begins providing a summary of seminal works. After presenting the background, the most prominent model types are presented, and the respective methods for computing exact values and bounds. This chapter focuses particularly on non-
Maciel, Paulo R. M. +3 more
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This chapter presents modeling method and evaluation techniques for computing dependability metrics of systems. The chapter begins providing a summary of seminal works. After presenting the background, the most prominent model types are presented, and the respective methods for computing exact values and bounds. This chapter focuses particularly on non-
Maciel, Paulo R. M. +3 more
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Modeling Voltage-Dependent Channels
2009This chapter describes the voltage-gated ion channels. It considers the different types of formalisms in modeling ionic currents as the action potential and voltage-clamp recordings of the T-type calcium current in thalamic neurons. The chapter specifically reviews the voltage-clamp behavior of the sodium channel and the genesis of action potentials ...
Destexhe, Alain, Huguenard, J.R.
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2004
We introduce here the extension of 𝕌𝕃𝕄, called the Bivariate Lilliputian Model and denoted 𝔹𝕃𝕄.
Teresa Kowalczyk +2 more
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We introduce here the extension of 𝕌𝕃𝕄, called the Bivariate Lilliputian Model and denoted 𝔹𝕃𝕄.
Teresa Kowalczyk +2 more
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2015
In this chapter, we describe the data-driven supervised dependency parsing models and then summarize the recent reported performance of previous work on Penn English Treebank, a widely used data set.
Wenliang Chen, Min Zhang
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In this chapter, we describe the data-driven supervised dependency parsing models and then summarize the recent reported performance of previous work on Penn English Treebank, a widely used data set.
Wenliang Chen, Min Zhang
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Modeling manufacturing dependability
IEEE Transactions on Robotics and Automation, 1997In this paper, an analytical approach for the availability evaluation of cellular manufacturing systems is presented, where a manufacturing system is considered operational as long as its production capacity requirements are satisfied. The advantage of the approach is that constructing a system level Markov chain (a complex task) is not required.
A. Zakarian, A. Kusiak
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Proceedings of AUTOTESTCON '94, 2002
Model based diagnostic systems are becoming quite popular partially because of the large number of successful applications. Many tools exist for the use of the model based approach, each with a diagnostic advisor. However, experience at modeling over 250 systems has shown that the process of modelling is not straight forward and requires a number of ...
W.R. Simpson, J.W. Sheppard
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Model based diagnostic systems are becoming quite popular partially because of the large number of successful applications. Many tools exist for the use of the model based approach, each with a diagnostic advisor. However, experience at modeling over 250 systems has shown that the process of modelling is not straight forward and requires a number of ...
W.R. Simpson, J.W. Sheppard
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2013
In the models considered so far the responses \(Y _{1},\ldots,Y _{n}\) have been assumed to be independent given the model parameters. Though convenient, this independence assumption is implausible in two common situations. First, in the case of time series—observations measured over time—the responses typically exhibit strong serial dependence.
Dirk P. Kroese, Joshua C. C. Chan
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In the models considered so far the responses \(Y _{1},\ldots,Y _{n}\) have been assumed to be independent given the model parameters. Though convenient, this independence assumption is implausible in two common situations. First, in the case of time series—observations measured over time—the responses typically exhibit strong serial dependence.
Dirk P. Kroese, Joshua C. C. Chan
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Political Analysis, 2000
As applications of duration analysis have burgeoned in political science, scholars have become increasingly aware of the potential substantive importance of duration dependence: the extent to which the conditional hazards of the events of interest are rising or falling over time.
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As applications of duration analysis have burgeoned in political science, scholars have become increasingly aware of the potential substantive importance of duration dependence: the extent to which the conditional hazards of the events of interest are rising or falling over time.
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