Results 101 to 110 of about 4,474,661 (295)
Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
Journal of Forecasting, EarlyView.ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley +1 more source
Journal of Intelligent Medicine, EarlyView.SubDIVIDE integrates a physics‐consistent DIVIDE subspace directly into MRI reconstruction. By embedding a low‐rank basis derived from a large DIVIDE signal dictionary into a joint ADMM optimization—together with composite sensitivity maps that absorb inter‐b‐value phase errors—the framework recovers quantitative microstructural maps from highly ...
Cheng Yang +4 more
wiley +1 more source
Common Correlation and Calibrating the Lognormal Forward Rate Model [PDF]
1997 three papers that introduced very similar lognormal diffusion processes for interest rates appeared virtuously simultaneously. These models, now commonly called the 'LIBOR models' are based on either lognormal diffusions of forward rates as in Brace,
Carol Alexandra
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International Journal for Numerical and Analytical Methods in Geomechanics, EarlyView.ABSTRACT Swelling of clay‐sulfate rocks is a concern in geotechnical engineering that can damage infrastructure. In the historic town of Staufen in southwest Germany, geothermal drilling into a swellable anhydrite‐bearing clay formation resulted in water inflow and subsequent swelling, triggering ground heave and damage to more than 250 houses.
Reza Mahmoudi Kouhi +4 more
wiley +1 more source
Lognormal city size distribution and distance [PDF]
, 2019 This paper analyses whether the size distribution of nearby cities is lognormally distributed by using a distance-based approach. We use data from three different definitions of US cities in 2010, considering all possible combinations of cities within a ...
González-Val, Rafael
core +2 more sources
Some Composite ExponentialPareto Models for Actuarial Prediction [PDF]
Prediction is a very important and not so easy task for an actuary. An insurance company needs predictions of the future claims in order to evaluate premiums, to assess its financial situation, probabilities of ruin, etc.
Teodorescu, Sandra, Vernic, Raluca
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Coverage‐based rarefaction fails to quantify relative species richness
Oikos, EarlyView.Coverage‐based rarefaction (CBR) is a high‐profile tool for assessing biodiversity that provides relative species richness estimates by leveraging the Good‐Turing index u to interpolate. In contrast to alternatives such as the Shannon and Simpson indices, CBR's main appeal is providing values in units of species. CBR is tested against a series of other
John Alroy
wiley +1 more source
Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions [PDF]
In this paper we model the income distribution using a Bayesian approach and a mixture of lognormal densities. The size of the mixture is determined by Chib (1995)'s method.
Michel Lubrano, Abdoul Aziz Junior Ndoye
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Different demographic drivers of recovery in two adjacent populations of a long‐lived bird of prey
Oikos, EarlyView.Understanding the demographic mechanisms underlying population decline or recovery is critical for conservation and management, yet similar population trends may arise from very different underlying processes. Comparing populations of vulnerable species groups like long‐lived raptors in different environments can reveal how species respond to change ...
Carina Nebel +4 more
wiley +1 more source
A normal relationship ? Poverty, growth, and inequality [PDF]
Using a large cross-country income distribution dataset spanning close to 800 country-year observations from industrial and developing countries, the authors show that the size distribution of per capita income is well approximated empirically by a ...
Lopez, Humberto, Serven, Luis
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