Results 221 to 230 of about 16,252 (305)

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, Volume 40, Issue 3, Page 1672-1686, July 2026.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

FusionLSTM-CNF: a confidence-calibrated multi-modal late fusion framework for robust stock movement prediction under uncertainty. [PDF]

Sci Rep
Wang TW, Shaikh ZA, Yong SL, Elmannai H, Por LY.   +4 more
europepmc   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

Journal of Time Series Analysis, Volume 47, Issue 4, Page 839-853, July 2026.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos, Hernando Ombao   +3 more
wiley   +1 more source

Analysis and Prediction of the Earthquake Frequency Sequence in the Anninghe Fault Zone Based on the SARIMA Model. [PDF]

Entropy (Basel)
Fang X, Xue Y.
europepmc   +1 more source

Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients

Journal of Time Series Analysis, Volume 47, Issue 4, Page 854-875, July 2026.
ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley   +1 more source

Hybrid time series and machine learning models for forecasting cardiovascular mortality in India: an age specific analysis. [PDF]

BMC Public Health
Teja MD, Rayalu GM.
europepmc   +1 more source

Hydride Nitrides: Crystal Structure Redetermination of LiSr2H2N and the Isostructural LiBa2H2N

European Journal of Inorganic Chemistry, Volume 29, Issue 16, 4 June 2026.
The quaternary hydride nitrides LiSr2H2N and LiBa2H2N are obtained in a non‐centrosymmetric crystal structure, different from previous reports. Crystal growth of the honey‐ and pale‐yellow compounds and essentially single phase synthesis is successful using alkali metal flux. The resulting fully ordered structures do not account for a structural reason
Chen Liang, Rainer Niewa
wiley   +1 more source

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

Entropy (Basel)
Urniezius R, Petrauskas R, Vaitkus V, Karimov J, Brazauskas K, Repsyte J, Kacerauskiene E, Harms T, Dargiene J, Ezerskis D.   +9 more
europepmc   +1 more source

Preparation of Rocksalt‐Type Semiconductor Ca2TaN3 via Hot Isostatic Pressing

Zeitschrift für anorganische und allgemeine Chemie, Volume 652, Issue 9, 3 June 2026.
The rocksalt‐type nitride Ca2TaN3 was prepared via hot isostatic pressing at 1400°C and 150 MPa of static dinitrogen pressure. The yellow compound is a semiconductor with a bandgap of 2.5 eV. The rocksalt‐type double nitride Ca2TaN3 was synthesized via hot isostatic pressing (HIP) at 1400°C and 150 MPa static dinitrogen pressure from Ca3N2 and Ta3N5 ...
Adriana Grünwald, Julian Malburg, Dominik Werhahn, Simon D. Kloß   +3 more
wiley   +1 more source

Investigating the impact of investor attention on AI-based stocks: A comprehensive analysis using quantile regression, GARCH, and ARIMA models. [PDF]

PLoS One
Ravichandran S, Afjal M.
europepmc   +1 more source