Results 211 to 220 of about 12,338 (264)
The Journal of Finance, Volume 81, Issue 4, Page 2271-2330, August 2026.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
Cointegration in a MIDAS Regression
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 712-725, August 2026.ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley +1 more source
A Kalman Filtering Algorithm for Measurement Interruption Based on Polynomial Interpolation and Taylor Expansion. [PDF]
Entropy (Basel)Cheng J, Wang Z, Qi B, Wang H.
europepmc +1 more source
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 14, 28 July 2026.Abstract Climate change has caused highly uncertain precipitation regimes and associated hydrometeorological hazards over global drylands. Accurate precipitation measurements are vital for monitoring dryland ecohydrology. Satellite precipitation products (SPPs), including the Integrated Multi‐satellitE Retrievals for GPM (Global Precipitation ...
Diya Das +3 more
wiley +1 more source
Research on Leak Detection of Low-Pressure Gas Pipelines in Buildings Based on Improved Variational Mode Decomposition and Robust Kalman Filtering. [PDF]
Sensors (Basel)Lin W, Tian X.
europepmc +1 more source
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 14, 28 July 2026.Abstract Pyrocumulonimbus (pyroCb) events, smoke‐infused thunderstorm clouds triggered by intense wildfires under suitable meteorological conditions, are an efficient pathway for transporting smoke to elevated altitudes. In some cases, smoke reaches the upper troposphere and lower stratosphere region, where it can persist for extended time periods and ...
Tabea Unser +3 more
wiley +1 more source
Geophysical Research Letters, Volume 53, Issue 13, 16 July 2026.Abstract This study assesses the influence of ocean–atmosphere coupling on short‐ and medium‐range forecasts of the July 2024 Indian summer monsoon using the newly configured coupled NCMRWF Unified Model (C‐NCUM). Forecasts are evaluated against the operational atmosphere–land model (NCUM) using GPM rainfall, OSTIA SSTs, and reanalysis‐derived moisture
Sumit Kumar +7 more
wiley +1 more source
Opposite Trends of Eddy Kinetic Energy in the Tropical Indo‐Pacific Ocean Since the 1990s
Geophysical Research Letters, Volume 53, Issue 13, 16 July 2026.Abstract Oceanic mesoscale eddies are pivotal in redistributing mass and heat. Despite a warming‐induced increase in global oceanic stratification, previous studies have reported a global increase in mesoscale eddy activity, particularly in eddy‐rich regions, pointing to a complex and regionally contingent response to climate change.
Xinying Guo +6 more
wiley +1 more source
Manoeuvre Target Tracking in Wireless Sensor Networks Using Convolutional Bi-Directional Long Short-Term Memory Neural Networks and Extended Kalman Filtering. [PDF]
Sensors (Basel)Peng D, Xie K, Liu M.
europepmc +1 more source
Real-time prediction of bladder urine leakage using fuzzy inference system and dual Kalman filtering in cats. [PDF]
Sci RepQasemi A, Aminian A, Erfanian A.
europepmc +1 more source