Results 121 to 130 of about 7,656 (241)

Cointegration in a MIDAS Regression

Oxford 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

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +1 more source

Fractional Brownian Motion Analysis for Spreading of Novel Coronavirus

, 2022
Lima L.
europepmc   +1 more source

Unraveling the Dynamics of Oxytocin in Hypothalamic Neurons. [PDF]

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Oxytocin (OT) plays an important role in regulating social behavior, and dysregulation of the oxytocinergic system leads to social impairments, such as autism spectrum disorder. Central OT release is poorly understood. Using live‐cell imaging to track vesicle trajectories, combined with machine learning‐based classification, the analysis reveals ...
Aznar-Escolano B, Egorova V, Villanueva J, Gutiérrez LM, González-Vélez V, Gil A, Jurado S.   +6 more
europepmc   +2 more sources

Hurst exponents, Markov processes, and fractional Brownian motion

There is much confusion in the literature over Hurst exponents. Recently, we took a step in the direction of eliminating some of the confusion. One purpose of this paper is to illustrate the difference between fBm on the one hand and Gaussian Markov ...
Gunaratne, Gemunu H., McCauley, Joseph L., Bassler, Kevin E.   +2 more
core  

Inference on Common Trends in a Cointegrated Nonlinear SVAR

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian 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, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

Bio‐Propelled Stomatocyte Nanomotors with Glutathione‐Responsiveness for Osteoarthritis Treatment

Angewandte Chemie, Volume 138, Issue 23, 1 June 2026.
Glutathione (GSH)‐responsive stomatocyte nanomotors with encapsulated MTX utilize oxygen to achieve autonomous motion and undergo GSH‐induced dissociation, enhancing cellular uptake, tissue penetration, and MTX release within the osteoarthritis (OA) region, thereby improving therapeutic efficacy.
Jianhong Wang, Mengsi Zhan, Hanglong Wu, Maarten Bransen, Ioanna Balmpouzi, Xianwen Lou, Junjie Liu, Nina Wang, Zhiqiang Wang, Heiner Friedrich, Jingxin Shao, Jan C. M. van Hest, Xiangyang Shi   +12 more
wiley   +2 more sources

The valuation of currency options by fractional Brownian motion. [PDF]

Springerplus, 2016
Shokrollahi F, Kılıçman A.
europepmc   +1 more source

Spaceborne and spaceborn: Physiological aspects of pregnancy and birth during interplanetary flight

Experimental Physiology, EarlyView.
Abstract Crewed interplanetary return missions that are on the planning horizon will take years, more than enough time for initiation and completion of a pregnancy. Pregnancy is viewed as a sequence of processes – fertilization, blastocyst formation, implantation, gastrulation, placentation, organogenesis, gross morphogenesis, birth and neonatal ...
Arun V. Holden
wiley   +1 more source