Results 191 to 200 of about 9,274 (303)

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

Cointegration in a MIDAS Regression

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

open access: yesScandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios   +2 more
wiley   +1 more source

Global Wind Field Reconstruction in the Mesosphere and Lower Thermosphere (MLT) During Geomagnetic Storms by Fusing TIDI and SABER Data: A Generative Adversarial Network (GAN) Approach

open access: yesGeoscience Data Journal, Volume 13, Issue 3, July 2026.
ABSTRACT The Mesosphere and Lower Thermosphere establish an essential connection between Earth's lower atmosphere and upper atmosphere because wind patterns essential for atmospheric movement also influence energy distribution and chemical movements during geomagnetic storms that disrupt satellite operations and space weather prediction systems.
Yunhao Si
wiley   +1 more source

ALERA‐V Version 1.0: An Objective Analysis Dataset of the Venus Atmosphere

open access: yesGeoscience Data Journal, Volume 13, Issue 3, July 2026.
Using observations from the Venus orbiter Akatsuki, we present the first objective analysis dataset of the Venus atmosphere. ALERA‐V, generated with the ALEDAS‐V system using the LETKF, is expected to support studies of atmospheric dynamics and the planning of future satellite missions.
Yukiko Fujisawa   +13 more
wiley   +1 more source

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