Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
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]
Liu S, Fengler A, Frank MJ, Harrison MT.
europepmc +1 more source
The Origins of Ploem's Filter Cube: A Pandora's Box
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
A parallel CUDA implementation of the Gauss-Legendre-spherical-t method for electrostatic interactions. [PDF]
Gonzales JE, Hwang W, Brooks BR.
europepmc +1 more source
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
Fast approximate Bayesian inference of HIV indicators using PCA adaptive Gauss-Hermite quadrature. [PDF]
Howes A +3 more
europepmc +1 more source
A Unified Approach to Estimating Production Functions: Proxy Variables and Dynamic Panel Data
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
A Survey of Lattice-Based Physical-Layer Security for Wireless Systems with <i>p</i>-Modular Lattice Constructions. [PDF]
Khodaiemehr H +5 more
europepmc +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
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
An Iterative Error Correction Procedure for Single Sheet Testers Using FEM 3D Model. [PDF]
Krobot R, Dadić M.
europepmc +1 more source

