Results 11 to 20 of about 916,046 (198)

Integrated OU Processes. [PDF]

open access: yes, 2001
In this paper we study the detailed distributional properties of integrated non-Gaussian OU (intOU) processes. Both exact results and approximate results are given. We emphasise the study of the tail behaviour of the intOU process. Our results have many potential applications in financial economics, for OU processes are used as models of instantaneous ...
Ole E. Barndorff-Nielsen, Neil Shephard
openaire   +2 more sources

Fractionally Integrated COGARCH Processes* [PDF]

open access: yesJournal of Financial Econometrics, 2018
We construct fractionally integrated continuous-time GARCH models, which capture the observed long range dependence of squared volatility in high-frequency data. Since the usual Molchan-Golosov and Mandelbrot-van-Ness fractional kernels lead to problems in the definition of the model, we resort to moderately long memory processes by choosing a ...
Haug, Stephan   +2 more
openaire   +3 more sources

Perpetual Integrals for Lévy Processes [PDF]

open access: yesJournal of Theoretical Probability, 2015
We ask for necessary and sufficient conditions for almost sure finiteness of the perpetual integrals of a Levy process. Zero-one laws are already known for Brownian motion with drift and spectrally one-sided Levy processes. Under the assumption that local times exist, we use fluctuation theory and Jeulin's lemma to prove the zero-one law.
Döring, Leif, Kyprianou, Andreas E.
openaire   +3 more sources

COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES [PDF]

open access: yesEconometric Theory, 2007
Summary: Integration for seasonal time series can take the form of seasonal periodic or nonperiodic integration. When seasonal time series are periodically integrated, we show that any cointegration is either full periodic cointegration or full nonperiodic cointegration, with no possibility of cointegration applying for only some seasons.
Tomas del Barrio Castro, Denise R Osborn
openaire   +2 more sources

Communication and Language Profiles of Children Treated for Posterior Fossa Brain Tumors

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Background Cognitive and language deficits are frequently reported sequelae of posterior fossa brain tumors (PFBT). Typically, delayed onset impedes prompt assessment and early intervention. This has devastating implications for quality of life.
Zara Sved   +4 more
wiley   +1 more source

The HIT Network for Children and Adolescents With CNS Tumors Facilitates Improvements of Diagnostic Assessments, Multimodal Treatments, Individual Counseling, and Research in Germany, Austria, and Switzerland

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Background The HIT network was established in 2000 to create a population‐based structure aiming to improve survival rates and reduce late effects for children with central nervous system (CNS) tumors by conducting comprehensive clinical trials.
Stefan Rutkowski   +59 more
wiley   +1 more source

ChIP: A Choreographic Integration Process [PDF]

open access: yes, 2018
Over the years, organizations acquired disparate software systems, each answering one specific need. Currently, the desirable outcomes of integrating these systems (higher degrees of automation and better system consistency) are often outbalanced by the complexity of mitigating their discrepancies.
Giallorenzo, Saverio   +2 more
openaire   +4 more sources

Utility of Computed Tomography Surveillance of Asymptomatic Infection in Children and Young Adults Before Allogeneic Hematopoietic Stem Cell Transplant

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Asymptomatic infection poses a significant risk for children undergoing hematopoietic stem cell transplantation (HSCT). Pre‐transplant surveillance computed tomography (CT) is commonly used to identify occult infection, though its diagnostic yield remains uncertain.
Tyler Obermark   +9 more
wiley   +1 more source

Unheard and Under‐Supported: Health‐Related Quality of Life in Children, Adolescents, and Young Adults With Sickle Cell Disease

open access: yesPediatric Blood &Cancer, EarlyView.
Abstract Background Sickle cell disease (SCD) is an autosomal recessive hemoglobinopathy affecting millions of individuals worldwide. The clinical expression and psychosocial burden of SCD vary widely across geographical, cultural, and healthcare system contexts, underscoring the need for setting‐specific approaches to assessment.
Desiré Fantasia   +7 more
wiley   +1 more source

Carcinomas and Carcinoid Tumors of the Lungs and Bronchi in Children and Adolescents: The EXPeRT Recommendations

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Primary lung carcinomas and bronchial carcinoid tumors (BC) are very rare malignancies in childhood. While typical BC and mucoepidermoid carcinomas are mostly low‐grade, localized tumors with a more favorable prognosis than in adults, necessitating avoidance of overtreatment, adenocarcinomas of the lung are often diagnosed at advanced disease ...
Michael Abele   +19 more
wiley   +1 more source

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