A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
A novel multi-step adaptive Kalman filtering method based on dynamic noise estimation for FECG extraction. [PDF]
Digit HealthLiu Y, Li L, Guo Y, Feng Z, Wang G.
europepmc +1 more source
Vehicle Localization Kalman Filtering for Traffic Light Advisor Application in Urban Scenarios. [PDF]
Sensors (Basel), 2023 Vignarca D, Arrigoni S, Sabbioni E.
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Learning in the Limit: Income Inference from Credit Extensions
The Journal of Finance, EarlyView.ABSTRACT Combining a randomized controlled trial with administrative and survey data, this paper shows that credit limit extensions significantly increase total spending and income expectations. By controlling for changes in personal income expectations, the spending response to credit limit extensions weakens by approximately 30%.
XIAO YIN
wiley +1 more source
Optimized Fractional-Order Extended Kalman Filtering for IMU-Based Attitude Estimation Using the Hippopotamus Algorithm. [PDF]
Sensors (Basel)Yang X +5 more
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Implementation of Kalman Filtering with Spiking Neural Networks. [PDF]
Sensors (Basel), 2022 Juárez-Lora A +5 more
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The Journal of Finance, EarlyView.ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA +2 more
wiley +1 more source
Advanced signal-processing framework for remote photoplethysmography-based heart rate measurement: Integrating adaptive Kalman filtering with discrete wavelet transformation. [PDF]
PLoS OneDebnath U, Kim S.
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Journal of Systematics and Evolution, EarlyView.Using Angiosperms353 and plastid genome skimming approaches, the generic limits of Hyacinthinae were explored using DNA sequences to better understand their evolution. Floral morphology, a traditional generic delimiter, conflicts with the molecular groupings in many cases, but bulb morphology and cytogenetics define similar groups to DNA.
Hannah Hall +3 more
wiley +1 more source
Low-Cost Eye-Tracking Fixation Analysis for Driver Monitoring Systems Using Kalman Filtering and OPTICS Clustering. [PDF]
Sensors (Basel)Brandstetter J, Knoch EM, Gauterin F.
europepmc +1 more source