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 +4 more
wiley +1 more source
Topological phase structures of conical refraction beams: expanding orbital angular momentum applications for nanoscale biosensing. [PDF]
NanophotonicsGaliakhmetova D +7 more
europepmc +1 more source
Robust Estimation and Inference for Time‐Varying Unconditional Volatility
Journal of Time Series Analysis, EarlyView.ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee +2 more
wiley +1 more source
Adaptive super-resolution UAV inspection and image perception strategy planning for distribution networks. [PDF]
Sci RepLiu J, Xu G, Ma Y.
europepmc +1 more source
A Comprehensive Dataset of Chemical Reactions Covering Second and Third Row Elements with Million-Scale Quantum Chemical Calculations. [PDF]
Sci DataLee K +6 more
europepmc +1 more source
On the Application of a Hybrid Incomplete Exponential Sum to Aperiodic Hamming Correlation of Some Frequency-Hopping Sequences. [PDF]
Entropy (Basel)Li P, Han H.
europepmc +1 more source
New bounds of the smoothing parameter for lattices. [PDF]
PLoS OneGuo H, Liu F, Wang L, Tian K.
europepmc +1 more source
Neural-network-inspired federated coordination for noise-tolerant distributed optimization in cyber-physical demand-side management. [PDF]
Front Comput NeurosciGharbi A +3 more
europepmc +1 more source