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
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 +2 more
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 +2 more
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Bayesian two-stage modeling of longitudinal and time-to-event data with an integrated fractional Brownian motion covariance structure. [PDF]
BiometricsPalipana A +3 more
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Nonparametric Cure Models Through Extreme‐Value Tail Estimation
Scandinavian Journal of Statistics, EarlyView.ABSTRACT In survival analysis, the estimation of the proportion of subjects who will never experience the event of interest, termed the cure rate, has received considerable attention recently. Its estimation can be a particularly difficult task when follow‐up is not sufficient, that is, when the censoring mechanism has a smaller support than the ...
Jan Beirlant +2 more
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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
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Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
Communications on Pure and Applied Mathematics, Volume 79, Issue 6, Page 1449-1466, June 2026.ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
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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 +3 more
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MedComm – Biomaterials and Applications, Volume 5, Issue 2, June 2026.Schematic illustration of the development, optimization, and therapeutic evaluation of the Leucas aspera phytosome‐based thermogel for topical antipsoriatic therapy, highlighting its enhanced solubility, skin deposition, and in vivo efficacy in an imiquimod‐induced psoriasis model. Created with BioRender.com.
Ananda Kumar Chettupalli +2 more
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