Results 271 to 280 of about 808,768 (351)

Tensor Changepoint Detection and Eigenbootstrap

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta   +2 more
wiley   +1 more source

Estimation and Inference for Higher‐Order Stochastic Volatility Models With Leverage

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Statistical inference—estimation and testing—for stochastic volatility models is challenging and computationally expensive. This problem is compounded when leverage effects are allowed. We propose efficient, simple estimators for higher‐order stochastic volatility models with leverage [SVL(p)$$ (p) $$], based on a small number of moment ...
Md. Nazmul Ahsan   +2 more
wiley   +1 more source

A Novel Test for the Presence of Local Explosive Dynamics

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT In economics and finance, speculative bubbles take the form of locally explosive dynamics that eventually collapse. We propose a test for the presence of speculative bubbles in the context of mixed causal‐noncausal autoregressive processes.
F. Blasques   +3 more
wiley   +1 more source

Generalized dynamics of cooperating bacteria

open access: yes
Massing JC   +3 more
europepmc   +1 more source

No Mate, No Problem: Molecular Mechanisms Involved in Parthenogenesis in the Cosmopolitan Earthworm Aporrectodea trapezoides (Annelida, Clitellata)

open access: yesMolecular Ecology, EarlyView.
ABSTRACT Approximately, 40% of earthworm species can reproduce by parthenogenesis. This is the case for the cosmopolitan species, Aporrectodea trapezoides, although sexual forms have been described sporadically. We analyse the genotypes and microbiomes of 30 individuals from four localities where both forms appear in order to understand the ...
Irene de Sosa   +9 more
wiley   +1 more source

Nonlinear Topological Photonics: Capturing Nonlinear Dynamics and Optical Thermodynamics. [PDF]

open access: yesACS Photonics
Wong S   +5 more
europepmc   +1 more source

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