Results 201 to 210 of about 15,255 (305)

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, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Bayesian model selection for COVID-19 pandemic state estimation using extended Kalman filters: Case study for Saudi Arabia. [PDF]

PLOS Glob Public Health
Alyami L, Das S, Townley S.
europepmc   +1 more source

Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method

International Statistical Review, EarlyView.
Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang, Tengyuan Liang, Ruey S. Tsay   +2 more
wiley   +1 more source

Fusion of High-Dynamic and Low-Drift Sensors Using Kalman Filters. [PDF]

Sensors (Basel), 2019
Wu B, Huang T, Jin Y, Pan J, Song K.
europepmc   +1 more source

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

Digital twin with augmented state extended Kalman filters for forecasting electric power consumption of industrial production systems. [PDF]

Heliyon
Baldassarre A, Dion JL, Peyret N, Renaud F.   +3 more
europepmc   +1 more source

A Study about Kalman Filters Applied to Embedded Sensors. [PDF]

Sensors (Basel), 2017
Valade A, Acco P, Grabolosa P, Fourniols JY.   +3 more
europepmc   +1 more source

Consumption in Asset Returns

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, JIANTAO HUANG, CHRISTIAN JULLIARD   +2 more
wiley   +1 more source

Design of Low-Cost Vehicle Roll Angle Estimator Based on Kalman Filters and an Iot Architecture. [PDF]

Sensors (Basel), 2018
Garcia Guzman J, Prieto Gonzalez L, Pajares Redondo J, Sanz Sanchez S, Boada BL.   +4 more
europepmc   +1 more source

Refining generic limits in Hyacinthinae (Asparagaceae, Scilloideae): Conflict and concordance between morphology and phylogenomics

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, John David, Kálmán Könyves, Alastair Culham   +3 more
wiley   +1 more source