Results 131 to 140 of about 7,593 (215)

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

<i>G</i>-Subdiffusion Equation as an Anomalous Diffusion Equation Determined by the Time Evolution of the Mean Square Displacement of a Diffusing Molecule. [PDF]

Entropy (Basel)
Kosztołowicz T, Dutkiewicz A, Lewandowska KD.   +2 more
europepmc   +1 more source

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Frictional Heating During Sliding of Two Layers Made of Different Materials. [PDF]

Materials (Basel)
Topczewska K, Yevtushenko A, Zamojski P.
europepmc   +1 more source

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +1 more source

Limitations of multiexponential T1 mapping of cortical myeloarchitecture. [PDF]

PLoS One
Jamárik J, Vitouš J, Jiřík R, Schwarz D, Koriťáková E.   +4 more
europepmc   +1 more source

Distinct Foliar Uptake Pathways for Phosphorus and Nano‐Hydroxyapatite in Potato Revealed By Synchrotron μCT and ³³P Imaging

Plant, Cell &Environment, EarlyView.
ABSTRACT Potato (Solanum tuberosum L.) has a high phosphorus (P) requirement, yet its shallow root system and the strong P‐fixing capacity of many soils limit the effectiveness of soil fertilisation. Foliar application of nano‐hydroxyapatite particles (nHAPs) has emerged as a promising alternative P fertilisation practice.
Max Frank, Stine Le Tougaard, Augusta Szameitat, Emil Visby Kristensen, Daniel P. Persson, Rajmund Mokso, Søren Husted   +6 more
wiley   +1 more source

Potential of Time Domain Nuclear Magnetic Resonance as a Noninvasive Method for Detection and Quantification of Protein Glycation in Biopharmaceuticals. [PDF]

Anal Chem
Alam H, Gezici Koc O, Yamali C, Oztop MH.   +3 more
europepmc   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

Sequential Change Detection with Local Differential Privacy. [PDF]

Entropy (Basel)
Zhang L, Liu X, Zhang R, Xie L.
europepmc   +1 more source