Results 71 to 80 of about 26,576 (302)
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
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
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
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
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
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
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Objectives Multiple sclerosis (MS) exhibits racially disparate rates of disease progression. Black people with MS (B‐PwMS) experience a more severe disease course than non‐Hispanic White people with MS (NHW‐PwMS). Here we investigated structural and functional connectivity as well as structure–function decoupling in the ...
Emilio Cipriano +11 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
CSF Monoamine Metabolites and Cognitive Trajectory in Early Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Imaging and postmortem studies indicate that abnormalities in monoaminergic neurotransmission contribute to cognitive impairment in Parkinson's disease (PD). However, it remains uncertain if cerebrospinal fluid (CSF) monoamine metabolites can serve as biomarkers of cognitive decline in early PD.
Jing‐Yu Shao +7 more
wiley +1 more source
Ecotoxicology and Environmental SafetyThis study evaluates the utility of the tail of the lizard Microlophus atacamensis as a biomonitor for assessing variation in heavy metals contamination (lead, copper, nickel, zinc and cadmium) using non- or minimally invasive methods that do not require
Yery Marambio-Alfaro +9 more
doaj +1 more source