Results 151 to 160 of about 896,445 (279)

On the Monotonicity of Relative Entropy: A Comparative Study of Petz's and Uhlmann's Approaches. [PDF]

Entropy (Basel)
Matheus S, Bottacin F, Provenzi E.
europepmc   +1 more source

Organized Crime, Corruption, and Economic Growth

Journal of Regional Science, Volume 65, Issue 2, Page 535-560, March 2025.
ABSTRACT In this paper, we study the relationship between organized crime, corruption, and economic growth on a data set from Italian regions for the period 1996–2013. Our working hypothesis is that organized crime can embezzle part of the public expenditure aimed at productive uses by threatening and bribing public officers. To assess the consequences
Tamara Fioroni, Andrea Mario Lavezzi, Giovanni Trovato   +2 more
wiley   +1 more source

The Cost of Convenience: A Hedonic Approach to Travel Time Valuation and Cost‐Benefit Analysis

Journal of Regional Science, EarlyView.
ABSTRACT This paper presents a novel revealed‐preference approach to estimating the value of travel time (VTT) and calculating consumer surplus for the economic evaluation of transport infrastructure. Departing from traditional stated‐preference models, we derive time valuations by linking residential rental transactions in Greater Sydney to employment
Isaac Mann, David M. Levinson
wiley   +1 more source

Fat-tailed failure strength distributions and manufacturing defects in advanced composites. [PDF]

Sci Rep
Elhajjar R.
europepmc   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos, Hernando Ombao   +3 more
wiley   +1 more source

Fractal perspective of superquadratic functions with generalized probability estimations. [PDF]

PLoS One
Butt SI, Khan D, Seol Y.
europepmc   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Bounds on the Excess Minimum Risk via Generalized Information Divergence Measures. [PDF]

Entropy (Basel)
Omanwar A, Alajaji F, Linder T.
europepmc   +1 more source

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

Journal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. [PDF]

Adv Contin Discret Model
Choulli T, Alsheyab S.
europepmc   +1 more source