Results 121 to 130 of about 3,960 (256)
Ibis, EarlyView.The post‐breeding period is a critical yet overlooked phase in the annual cycle of migratory birds, where individuals must resolve competing bioenergetic trade‐offs between recovery from breeding, moult and migratory fuelling. Using GPS data from 54 adult Lesser Kestrels Falco naumanni tracked across Spain, we analysed 76 post‐breeding tracks to ...
Javier Hernández‐Cabello +5 more
wiley +1 more source
Reflected fractional Brownian motion in one and higher dimensions. [PDF]
Phys Rev E, 2020 Vojta T +5 more
europepmc +1 more source
Erythrocyte ‘Feierzeit’ reaction: Novel filamentous and vesicular response to n‐butyl acetate
Journal of Microscopy, EarlyView.Abstract Human erythrocytes (red blood cells; RBCs) undergo spontaneous disassembly after several hours of exposure to n‐butyl acetate (nBA). Images of the morphological changes were captured in time‐lapse sequences using differential interference contrast (DIC) light microscopy.
Philip W. Kuchel
wiley +1 more source
Serotonergic Axons as Fractional Brownian Motion Paths: Insights Into the Self-Organization of Regional Densities. [PDF]
Front Comput Neurosci, 2020 Janušonis S +3 more
europepmc +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
Testing for Rough Volatility When Prices Are Purely Discontinuous
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of nonparametric testing for rough volatility, using high‐frequency data with a fixed time span, in a setting where the price is purely discontinuous. More specifically, we analyze the asymptotic properties of a test we developed in previous work in a pure‐jump setting.
Carsten H. Chong, Viktor Todorov
wiley +1 more source
On Simulation of Manifold Indexed Fractional Gaussian Fields
Journal of Statistical Software, 2010 To simulate fractional Brownian motion indexed by a manifold poses serious numerical problems: storage, computing time and choice of an appropriate grid.
Alexandre Brouste +2 more
doaj
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source