Results 111 to 120 of about 242,413 (342)

Gold and silver as safe havens: A fractional integration and cointegration analysis. [PDF]

PLoS One, 2023
Caporale GM, Gil-Alana LA.
europepmc   +1 more source

Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case [PDF]

Semiparametric estimation of the memory parameter is studied in models of fractional integration in the nonstationary case, and some new representation theory for the discrete Fourier transform of a fractional process is used to assist in the analysis. A
Katsumi Shimotsu, Peter C.B. Phillips
core  

Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indices [PDF]

, 2007
Three stock market indices (the Nikkei 225, the Standard and Poor’s 500 and the Dow Jones EURO STOXX 50) are analysed in this paper using a parametric procedure for fractional integration.
Caporale, GM, Gil-Alana, LA
core  

Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law [PDF]

, 2023
Jorge A. Leòn, Yanghui Liu, Samy Tindel
openalex   +1 more source

E2A selectively regulates TGF‐β–induced apoptosis in KRAS‐mutant non‐small cell lung cancer

Molecular Oncology, EarlyView.
Ability to induce apoptosis by TGF‐β is frequently lost in advanced lung adenocarcinoma despite intact TGF‐β signaling. We identify E2A as a mutant KRAS–dependent mediator of resistance to TGF‐β–induced apoptosis. TGF‐β induces E2A via SMAD3 in mutant KRAS cells, and E2A silencing restores apoptosis and enhances radiation response in cell lines ...
Sergei Chuikov, Shiva Krishna Katkam, Zhefan Wang, Venkateshwar G. Keshamouni   +3 more
wiley   +1 more source

Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity

Econometrics
This paper makes a twofold contribution. First, it develops the dynamic factor model of by allowing for fractional integration instead of imposing the classical dichotomy between I(0) stationary and I(1) non-stationary series.
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Pedro Jose Piqueras Martinez   +2 more
doaj   +1 more source

Numerical solution of fractional Mathieu equations by using block-pulse wavelets

Journal of Ocean Engineering and Science, 2019
In this paper, we introduce a method based on operational matrix of fractional order integration for the numerical solution of fractional Mathieu equation and then apply it in a number of cases.
P. Pirmohabbati, A.H. Refahi Sheikhani, H. Saberi Najafi, A. Abdolahzadeh Ziabari   +3 more
doaj   +1 more source

Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches. [PDF]

Soc Indic Res, 2022
Solarin SA, Lafuente C, Gil-Alana LA, Blanch MJG.   +3 more
europepmc   +1 more source

Cell‐cycle‐specific lesion evolution rather than inhibition of double‐strand‐break repair underpins cisplatin radiosensitization

Molecular Oncology, EarlyView.
We analyze cisplatin–DNA adducts (CDAs) and double‐strand breaks (DSBs) in a cell‐cycle‐dependent manner. We find that CDAs form similarly across all cell cycle phases. DSBs arise only in S‐phase. CDAs might not directly impair DSB repair, but S‐phase DSB lesions evolve in the presence of CDAs and disrupt repair in G2, also causing radiosensitization ...
Ye Qiu, Xixi Lin, Emil Mladenov, Veronika Mladenova, Jürgen Thomale, Ali Sak, Yao Wang, Yunxuan Deng, Eleni Gkika, Martin Stuschke, George Iliakis   +10 more
wiley   +1 more source

The persistence of precious metals and oil during the COVID-19 pandemic: evidence from a fractional integration and cointegration approach. [PDF]

Environ Sci Pollut Res Int, 2022
Usman N, Akadiri SS.
europepmc   +1 more source