Results 71 to 80 of about 888,711 (295)
Stochastic modelling of financial processes with memory and semi-heavy tails [PDF]
, 2005 This PhD thesis aims to study financial processes which have semi-heavy-tailed marginal distributions and may exhibit memory. The traditional Black-Scholes model is expanded to incorporate memory via an integral operator, resulting in a class of ...
Pesee, Chatchai
core
Protocol for quantifying miRNA trafficking across the endosomal membrane
FEBS Open Bio, EarlyView.An in vitro protocol measures miRNA uptake into endosomes isolated from mammalian cell extracts, which are free of subcellular contaminants. Performed at 37 °C in the presence of ATP, it ensures the import of single‐stranded miRNA into the endosomal lumen.
Syamantak Ghosh +2 more
wiley +1 more source
Robust Bayesian Regularized Estimation Based on t Regression Model
Journal of Probability and Statistics, 2015 The t distribution is a useful extension of the normal distribution, which can be used for statistical modeling of data sets with heavy tails, and provides robust estimation. In this paper, in view of the advantages of Bayesian analysis, we propose a new
Zean Li, Weihua Zhao
doaj +1 more source
Entropy, 2021 In the paper, we begin with introducing a novel scale mixture of normal distribution such that its leptokurticity and fat-tailedness are only local, with this “locality” being separately controlled by two censoring parameters.
Łukasz Lenart +2 more
doaj +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Purpose White matter hyperintensities (WMH) are a core neuroimaging marker of cerebral small vessel disease (CSVD). Sleep apnoea (SA) is a recognized vascular risk factor, but its associations with regional WMH burden, short‐interval WMH change and cognitive performance in population‐based cohorts remain incompletely defined. We
Peng Cheng +4 more
wiley +1 more source
Threshold Stochastic Volatility Models with Heavy Tails: A Bayesian Approach
Economía, 2019 This paper extends the threshold stochastic volatility (THSV) model specification proposed in So et al. (2002) and Chen et al. (2008) by incorporating thick-tails in the mean equation innovation using the scale mixture of normal distributions (SMN).
Carlos A. Abanto-Valle +1 more
doaj +1 more source
MODEL OF THE DIFFUSION PROCESS WITH HEAVY TAILS IN THE DISTRIBUTION [PDF]
Vestnik KRAUNC: Fiziko-Matematičeskie Nauki, 2017 A generator of stable random variables is developed.
Zakharov I. S.
doaj +1 more source
Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani +10 more
wiley +1 more source
Research of comparative analysis of nonparametric density estimation by applying Monte Carlo method
Lietuvos Matematikos Rinkinys, 2013 This paper presents nonparametric statistical estimation of distribution density. The Monte Carlo method is used to show the effects of kernel function for multimodal kernel density estimation.
Indrė Drulytė, Tomas Ruzgas
doaj +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Neuromyelitis optica spectrum disorder (NMOSD) is a devastating neurological disease that lacks serological biomarkers that can accurately reflect disease activity. We established a live cell‐based assay (LCBA) using serum with endogenous complement to quantify the overall cytotoxicity, offering a novel functional tool for monitoring
Xiaona Xu +10 more
wiley +1 more source