Results 61 to 70 of about 23,064 (196)

Does any fish scale of a fish have the same number of marks? A case study for two Mugilidae species

Journal of Fish Biology, EarlyView.
Abstract This study evaluates the difference in growth marks in scales from nine body areas of two Mugilidae species from the Gulf of Mexico: Mugil curema and Mugil cephalus. It addresses whether the different body areas show more (or fewer) marks, and which area(s) would be more useful in fish biology studies relying on mark analysis.
Ebenecer Guerra, Arturo Bell Enríquez‐García, Víctor H. Cruz‐Escalona, Eloísa Pacheco‐Almanzar, Sergio Álvarez‐Hernández, Emigdio Marín‐Enríquez, Ana Laura Ibáñez   +6 more
wiley   +1 more source

Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley   +1 more source

Notes on nilspaces: algebraic aspects

Discrete Analysis, 2017
Notes on nilspaces: algebraic aspects, Discrete Analysis 2017:15, 59 pp. One of the fundamental insights in modern additive combinatorics is that there is a hierarchy of notions of "pseudorandomness" or "higher order Fourier uniformity" that can be ...
Pablo Candela
doaj   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Multifractal Structure of Irregular Sets via Weighted Random Sequences

Fractal and Fractional
We study the multifractal structure of irregular sets arising from Fibonacci-weighted sums of sequences of random variables. Focusing on Cantor-type subsets Kε of the unit interval, we construct sequences of free and forced blocks, where the free blocks ...
Najmeddine Attia, Taoufik Moulahi
doaj   +1 more source

On Exponential‐Family INGARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang, Thomas Fung, Kyle Macaskill, Rowan Aukes   +3 more
wiley   +1 more source

Comparative Study of Noise Control in Micro Turbojet Engines with Chevron and Ejector Nozzles Through Statistical, Acoustic and Imaging Insight

Applied Sciences
In connection with subsonic jet noise production, this study investigates acoustic noise reduction in micro turbojet engines by comparing ejector and chevron nozzle configurations to a baseline.
Alina Bogoi, Grigore Cican, Mihnea Gall, Andrei Totu, Daniel Eugeniu Crunțeanu, Constantin Levențiu   +5 more
doaj   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos, Hernando Ombao   +3 more
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source