Some Results on Cumulative Residual Inaccuracy Measure of k-Record Values. [PDF]
Goel R, Kumar V, Vehale S, Scott TC.
europepmc +1 more source
Organized Crime, Corruption, and Economic Growth
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 +2 more
wiley +1 more source
User-Centric Cell-Free Massive Multiple-Input-Multiple-Output System with Noisy Channel Gain Estimation and Line of Sight: A Beckmann Distribution Approach. [PDF]
Almeida DBT +4 more
europepmc +1 more source
Time‐Varying Dispersion Integer‐Valued GARCH Models
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 +3 more
wiley +1 more source
Novel extensions of k-harmonically convex functions and their applications in information science. [PDF]
Fahad A, Furuichi S, Ali Z, Wang Y.
europepmc +1 more source
Tensor Changepoint Detection and Eigenbootstrap
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
Sharp Conditions for the BBM Formula and Asymptotics of Heat Content-Type Energies. [PDF]
Gennaioli L, Stefani G.
europepmc +1 more source
On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model
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
Nonlinear Monte Carlo Methods with Polynomial Runtime for Bellman Equations of Discrete Time High-Dimensional Stochastic Optimal Control Problems. [PDF]
Beck C, Jentzen A, Kleinberg K, Kruse T.
europepmc +1 more source
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source

