Results 71 to 80 of about 647,764 (285)
Life Cycle Consumption and Portfolio Choice Under Real Interest Rate Risk
ABSTRACT We set up a life cycle model with real interest rate risk to demonstrate that real interest rates have implications for optimal household consumption and investments. Lower interest rates lead to higher optimal stock investments and lower consumption.
Marcel Fischer, Natascha Jankowski
wiley +1 more source
Fisher information under Gaussian quadrature models [PDF]
This paper develops formulae to compute the Fisher information matrix for the regression parameters of generalized linear models with Gaussian random effects. The Fisher information matrix relies on the estimation of the response variance under the model assumptions.
Antonio Hermes Marques da Silva Júnior +2 more
openaire +4 more sources
Unidimensional continuous-variable quantum key distribution
We propose the continuous-variable quantum key distribution protocol based on the Gaussian modulation of a single quadrature of the coherent states of light, which is aimed to provide simplified implementation compared to the symmetrically modulated ...
Grosshans, Frédéric +1 more
core +3 more sources
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
Mt. Jade (or “Yushan” in Chinese) is the highest peak in northeast Asia. The topography is very rugged and complicated. Such terrain makes it difficult to obtain the correct results for terrain corrections (TCs). This paper developed an improved approach,
Kwo-Hwa Chen
doaj +1 more source
31P MRSI Coil Combination Using 23Na Sensitivity Information
ABSTRACT Purpose To optimally combine receive channels for 31P MRSI when the SNR is relatively low using sensitivity maps obtained from 23Na signals. Methods This study utilized a dedicated X‐nuclei 15‐channel head coil array capable of imaging both 23Na and 31P.
Jiying Dai +5 more
wiley +1 more source
Gaussian‐like measurement likelihood based particle filter for extended target tracking
Extended target tracking based on the star‐convex model is a multi‐dimensional nonlinear estimation problem. To approximate the shape of an extended target, the star‐convex model requires a higher‐order Fourier series expansion, which will increase the ...
Yiduo Liu, Hongbing Ji, Yongquan Zhang
doaj +1 more source
Bayesian Inference for Spatially‐Temporally Misaligned Data Using Predictive Stacking
ABSTRACT Air pollution remains a major environmental risk factor that is often associated with adverse health outcomes. However, quantifying and evaluating its effects on human health is challenging due to the complex nature of exposure data. Recent technological advances have led to the collection of various indicators of air pollution at increasingly
Soumyakanti Pan, Sudipto Banerjee
wiley +1 more source
Quantum noise and mixedness of a pumped dissipative non-linear oscillator
Evolutions of quantum noise, characterized by quadrature squeezing parameter and Fano factor, and of mixedness, quantified by quantum von Neumann and linear entropies, of a pumped dissipative non-linear oscillator are studied.
?yczkowski K +22 more
core +1 more source
A New Unit‐Lindley Mixed‐Effects Model With an Application to Electricity Access Data
ABSTRACT This paper introduces a novel unit‐Lindley mixed‐effects model (NULMM) within the generalized linear mixed model (GLMM) framework, designed for analyzing correlated response variables bounded within the unit interval. Parameter estimation was conducted via maximum likelihood, using Laplace approximation and adaptive Gaussian‐ Hermite ...
Nirajan Bam +2 more
wiley +1 more source

