Results 201 to 210 of about 1,750 (289)

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

open access: yesInternational Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler   +3 more
wiley   +1 more source

Efficient Inference in First Passage Time Models. [PDF]

open access: yesStat Comput
Liu S, Fengler A, Frank MJ, Harrison MT.
europepmc   +1 more source

The Origins of Ploem's Filter Cube: A Pandora's Box

open access: yesJournal of Microscopy, EarlyView.
Abstract Ploem's filter cube, central to modern epifluorescence microscopy, integrates three matched optical components: an excitation filter, an emission filter, and a dichroic mirror. Together, these elements enable the separation of excitation and emission light paths, producing high‐contrast fluorescence images.
Jack Gordon   +3 more
wiley   +1 more source

Histological analysis of incremental markings and crown growth characteristics in mandibular first molars of the red fox, Vulpes vulpes (Canidae, Mammalia)

open access: yesJournal of Anatomy, EarlyView.
This paper histologically analyzed incremental markings in dental enamel of red fox and grey wolf. Our results demonstrate that previous studies have misidentified these markings, which led to miscalculation of dental growth parameters. Abstract The present study analyzed incremental markings in the enamel of eight mandibular first molars (M1) of red ...
Horst Kierdorf, Uwe Kierdorf
wiley   +1 more source

A Unified Approach to Estimating Production Functions: Proxy Variables and Dynamic Panel Data

open access: yesThe Journal of Industrial Economics, EarlyView.
ABSTRACT We propose a new approach to production function estimation that integrates the strengths of the proxy‐variable (PV) and dynamic panel data (DPD) methods. Our framework augments the set of instruments for the level equation in Blundell and Bond [8] with a Berkson‐type instrument motivated by economic theory, following Olley and Pakes [28 ...
Jose Miguel Abito   +1 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Home - About - Disclaimer - Privacy