Results 91 to 100 of about 888,711 (295)
Operando Tracking of Oxygen‐Vacancy Dynamics and Negative Capacitance in Ca‐Doped BiFeO3
Advanced Functional Materials, EarlyView.Operando electrochemical impedance spectroscopy, combined with electrocoloration, enables a direct correlation between real‐space ionic redistribution and the corresponding frequency‐domain electrical response. In lateral Ca‐doped BiFeO3 devices, time‐resolved impedance snapshots capture the evolution from bulk‐dominated mixed conduction to an ...
Jeonghun Suh +3 more
wiley +1 more source
Bayesian estimation of stochastic volatility models with fat tails and correlated errors applied to the South African financial market [PDF]
, 2011 Includes bibliographical references (leaves 39-40).In this study we apply Markov Chain Monte Carlo methods in the Bayesian framework to estimate Stochastic Volatility models using South African financial market data.
Savanhu, Richard
core +1 more source
Heavy tails and electricity prices [PDF]
In the first years after the emergence of deregulated power markets it became apparent that for the valuation of electricity derivatives we cannot simply rely on models developed for financial or other commodity markets.
Rafal Weron
core
Tail biting in pigs: is it possible to rear the heavy pig avoiding tail docking? [PDF]
, 2013 Tail biting in pigs has been identified as a behavioural problem for decades. It has serious consequences for animal welfare and for the income of the farmers The inability to prevent occurrence of this adverse behavior under commercial farm conditions ...
Scollo, A.
core
Advanced Functional Materials, EarlyView.This Perspective highlights atom probe tomography as a powerful tool for understanding the atomic‐scale defect chemistry in HfO2‐based ferroelectrics. 3D mapping of dopants, point defects, and interface chemistry can provide new insight into defect‐driven mechanisms underpinning the ferroelectricity in the system and guide the design of more reliable ...
Kasper Hunnestad +3 more
wiley +1 more source
Robust Risk Management. Accounting for Nonstationarity and Heavy Tails [PDF]
In the ideal Black-Scholes world, financial time series are assumed 1) stationary (time homogeneous) and 2) having conditionally normal distribution given the past.
Vladimir Spokoiny, Ying Chen
core
A test procedure for detecting super-heavy tails
, 2009 The aim of this work is to develop a test to distinguish between heavy and super-heavy tailed probability distributions. These classes of distributions are relevant in areas such as telecommunications and insurance risk, among others.
de Haan, L.F.M. +5 more
core +1 more source
Advanced Functional Materials, EarlyView.A new class of sulfur‐free, oxygen‐bridged dibenzofuran‐based polymers is developed for ultrahigh‐refractive‐index applications. The rigid π‐extended architecture and enhanced molecular polarizability enable exceptional optical performance, combining refractive indices up to 1.848 with high Abbe numbers and full visible transparency. This work offers a
Hend A. Hegazy +5 more
wiley +1 more source
Geophysical Research LettersExtreme value theory is routinely applied to estimate rainfall frequency for several accumulation periods. Typically, it is found that sub‐daily precipitation has power‐type tails, meaning that the probability of observing increasingly large magnitudes ...
Francesco Marra +6 more
doaj +1 more source
Precise Large Deviations for Subexponential Distributions in a Multi Risk Model
Risks, 2018 The precise large deviations asymptotics for the sums of independent identical random variables when the distribution of the summand belongs to the class S ∗ of heavy tailed distributions is studied.
Dimitrios G. Konstantinides
doaj +1 more source