Results 171 to 180 of about 1,381,228 (303)

Beyond the breeding grounds: identifying post‐breeding staging areas, corridors and ecological niche of the Lesser Kestrel

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, Beatriz Rodríguez‐Moreno, Manuel B. Morales, Fernando Garcés‐Toledano, Juan Martínez‐Dalmau, Pedro P. Olea   +5 more
wiley   +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

Functional Vašiček Model

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, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Fractional Brownian Motion Analysis for Spreading of Novel Coronavirus

, 2022
Lima L.
europepmc   +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

Global Asset Return in Pension Funds: a dynamical risk analysis [PDF]

The aim of the paper is to develop a technique for rebalancing pension fund portfolios in function of their pointwise level of risk. The performance of pension funds is often measured by their global asset returns because of the latter’s influence on ...
Sergio, Bianchi, Alessandro, Trudda
core  

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source

Fractional Brownian motion analysis for epidemic spreading of diseases

, 2021
Lima L.
europepmc   +1 more source

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

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

Fractional geometric Brownian motion

, 2018
The subject of this thesis is to study the geometric fracional Brownian motion. To do this, the necessary theory is presented. The first chapter summarizes the basic theory of stochastic processes. The second chapter deals with fractional Brownian motion.
Pacák, Daniel
core