Results 161 to 170 of about 3,353 (215)

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Simulation-Based Optimization over Discrete Spaces Using Projection to Continuous Latent Spaces. [PDF]

Ind Eng Chem Res
Hernández-Morales G, Cansino-Loeza B, Jiménez-Gutiérrez A, Zavala VM.   +3 more
europepmc   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source

Modelling and improving approach for carrying capacity in multi-modal super network by considering travel time. [PDF]

PLoS One
Huang X.
europepmc   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

Multi-objective optimization of a regional biogas supply chain using organic waste. [PDF]

Sci Rep
Malashin IP, Martysyuk D, Nelyub V, Borodulin A, Gantimurov A, Tynchenko V.   +5 more
europepmc   +1 more source

Identifying omic biomarkers for chronic inflammatory diseases associated with periodontitis using percolation on multi-disease gene co-expression networks. [PDF]

Commun Med (Lond)
Wang X, Liu L, Yang F, Huang C, Mei Z, Li J, Ma S.   +6 more
europepmc   +1 more source

A trait‐based integration of competition and abiotic tolerance underlies plant success

New Phytologist, EarlyView.
Competitive effect and abiotic tolerance show positive associations with species' niche breadth and local dominance. Summary Understanding what determines species' ecological success is a central challenge in ecology. Competitive ability and abiotic tolerance are expected to be strong predictors of species success, yet theory predicts a trade‐off ...
Jan Douda, Jana Doudová, Přemysl Král, Jan Häusler, Anežka Holeštová, Leandro Eusebio, Jiří Květoň, Alena Havrdová   +7 more
wiley   +1 more source

Research on railway emergency resource scheduling strategy under multiple uncertainty coupling. [PDF]

PLoS One
Sun J, Wan Y, Lu G, Tang Z.
europepmc   +1 more source