Results 151 to 160 of about 52,895 (269)

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

Stochastic Simulation Model for Forecasting Index‐Linked Public Expenditure

Public Budgeting &Finance, EarlyView.
Abstract This paper introduces a system dynamics (SD) model for analyzing public sector cost growth, where costs are tied to indices. The SD model isolates the effects of automatic indexation, providing probabilistic projections of expenditure growth. It enables testing of alternative indexation strategies and cost‐reduction measures. Findings show how
Miia Rissanen, Jyrki Savolainen, Mikael Collan   +2 more
wiley   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

Invariance Principle for Lifts of Geodesic Random Walks. [PDF]

J Theor Probab
Junné J, Redig F, Versendaal R.
europepmc   +1 more source

Spaceborne and spaceborn: Physiological aspects of pregnancy and birth during interplanetary flight

Experimental Physiology, EarlyView.
Abstract Crewed interplanetary return missions that are on the planning horizon will take years, more than enough time for initiation and completion of a pregnancy. Pregnancy is viewed as a sequence of processes – fertilization, blastocyst formation, implantation, gastrulation, placentation, organogenesis, gross morphogenesis, birth and neonatal ...
Arun V. Holden
wiley   +1 more source

A new method of off-site inverse carbon accounting and its application in agriculture carbon measurement. [PDF]

PLoS One
Shen H, Liu Y, Zou B, Li K.
europepmc   +1 more source

Thermal Expansion Coefficient of Curdlan Tripropionate Measured by Thermal Mechanical Analysis and Wide‐Angle X‐Ray Diffraction

Journal of Applied Polymer Science, Volume 143, Issue 21, June 5, 2026.
This study demonstrates the thermal expansion behavior of curdlan tripropionate films using thermal mechanical analysis and synchrotron WAXD. Both amorphous and crystalline films show characteristic expansion near the glass transition, providing structural insights for designing heat‐resistant polysaccharide‐based plastics.
Taizo Kabe, Tadahisa Iwata
wiley   +1 more source

A Bertrand model with Brownian motion and behavioral errors. [PDF]

Sci Rep
Gao B, Gao X, He S.
europepmc   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, Volume 46, Issue 6, Page 1079-1097, June 2026.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Building a predator: macroevolutionary patterns in the skull of abelisaurid dinosaurs. [PDF]

Proc Biol Sci
Pereyra EES, Ezcurra MD, Paschetta C, Méndez AH.   +3 more
europepmc   +1 more source