Results 151 to 160 of about 3,960 (256)

Monitoring Ongoing Clinical Trials under Fractional Brownian Motion with Drift. [PDF]

Stat Biopharm Res
Zhang P, Joe Shih W, Lin Y, Lan KKG, Xie T.   +4 more
europepmc   +1 more source

Analytical Ultracentrifugation in Aotearoa: A Brief History of the Technique and its Place Among Other Tools Used to Investigate Biomolecular Interactions

Journal of the Royal Society of New Zealand, Volume 56, Issue 4, August 2026.
Analytical ultracentrifugation (AUC) is a powerful and versatile tool for studying biomolecular interactions. The purpose of this commentary is to provide foundational knowledge of the technique and its uses through the presentation of two case studies in which AUC provides key data to answer research questions.
Liam S. Turk, Zachary D. Tillett, Rebecca E. McKenzie, Sarah L. Draper, Gavin F. Painter, Renwick C. J. Dobson   +5 more
wiley   +1 more source

Visual information and expert's idea in Hurst index estimation of the fractional Brownian motion using a diffusion type approximation. [PDF]

Sci Rep, 2017
Taheriyoun AR, Moghimbeygi M.
europepmc   +1 more source

The Debt‐Equity Spread

The Journal of Finance, Volume 81, Issue 4, Page 2005-2062, August 2026.
ABSTRACT We propose a measure of the valuation gap between debt and equity—debt‐equity spread (DES)—based on the difference between actual and equity‐implied credit spreads. DES predicts cross‐sectional stock and bond returns in opposite directions.
HUI CHEN, ZHIYAO CHEN, JUN LI
wiley   +1 more source

Bayesian two-stage modeling of longitudinal and time-to-event data with an integrated fractional Brownian motion covariance structure. [PDF]

Biometrics
Palipana A, Song S, Gupta N, Szczesniak R.   +3 more
europepmc   +1 more source

Combined phylogenetic and geographic data can predict plant–pest interactions with high accuracy

New Phytologist, Volume 251, Issue 4, Page 2107-2123, August 2026.
Schematic overview of the study pipeline. Summary Non‐native plant pests can pose major threats to biodiversity, with destructive ecological and economic consequences. The ability to predict future threats would allow limited resources to be concentrated on managing the most serious risks. We built a Bayesian model to predict hosts at risk from Agrilus,
Elvira Hernández‐Gutiérrez, Richard A. Nichols, Laura J. Kelly   +2 more
wiley   +1 more source

Cointegration in a MIDAS Regression

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 712-725, August 2026.
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, Volume 88, Issue 4, Page 742-764, August 2026.
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

Inference on Common Trends in a Cointegrated Nonlinear SVAR

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 658-676, August 2026.
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

Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-positive patients. [PDF]

Stat Med, 2016
Stirrup OT, Babiker AG, Carpenter JR, Copas AJ.   +3 more
europepmc   +1 more source