Results 131 to 140 of about 3,223,623 (259)
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model [PDF]
In this paper we present a stochastic volatility model assuming that the return shock has a Skew-GED distribution. This allows a parsimonious yet flexible treatment of asymmetry and heavy tails in the conditional distribution of returns.
Davide Raggi +2 more
core
Last‐minute coordination: Adapting to demand to support last‐mile operations
Abstract In the highly competitive e‐commerce industry, customer‐facing warehouses are crucial as the “order penetration points” for e‐commerce last‐mile operations. This research examines how warehouses use last‐minute coordination, an unstructured mechanism, to ensure sufficient inventory at the order penetration points. Previous research has focused
Kedong Chen +3 more
wiley +1 more source
Density estimators through Zero Variance Markov Chain Monte Carlo [PDF]
A Markov Chain Monte Carlo method is proposed for the pointwise evaluation of a density whose normalizing constant is not known. This method was introduced in the physics literature by Assaraf et al (2007).
Daniele Imparato, Antonietta Mira
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Abstract Background Parenteral nutrition–associated liver disease is a severe complication in very low birth weight (≤1500 g) preterm neonates. Although previous pairwise meta‐analyses have compared individual intravenous lipid emulsions, their relative efficacy across all available formulations has not been established in this population.
Maria Di Chiara +2 more
wiley +1 more source
Modelling the profitability of credit cards by Markov decision processes
This paper derives a model for the profitability of credit cards, which allow lenders to find the optimal dynamic credit limit policy. The model is a Markov decision process, where the states of the system are based on the borrower's behavioural score ...
Thomas, Lyn C., So, Mee Chi
core +1 more source
Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
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Abstract Adverse and benevolent childhood experiences (ACEs and BCEs, respectively) are uniquely associated with posttraumatic stress disorder (PTSD) and complex PTSD (CPTSD); however, there is no systematic review on the mechanisms of these associations.
Sarah Louise Guthrie +4 more
wiley +1 more source
The evolution of farm size distribution: revisiting the Markov chain model [PDF]
In this paper, a continuous version of the Markov Chain Model (MCM) is proposed to project the number and the population structure of farms. It is then applied to the population of professional French farms.
Piet, Laurent
core
Abstract The Momentary Posttraumatic Stress Disorder Checklist for DSM‐5 (PTSD; mPCL‐5) is a 10‐item ecological momentary assessment (EMA) version of the PTSD Checklist for DSM‐5 designed to capture momentary PTSD symptoms. Prior work supports its reliability and validity but is limited by small samples, short EMA periods, and untested stability across
Grace J. Patrick +5 more
wiley +1 more source
Evaluation of fall‐seeded cover crops for grassland nesting waterfowl in eastern South Dakota
Cover crops are experiencing a revival among Midwestern farmers, and we assessed their attractiveness and safety for nesting ducks in South Dakota. Nest success was markedly lower in cover crops than in perennial cover during both years of our study, including 2019 which was a best‐case scenario for cover crops, with extremely wet conditions delaying ...
Charles W. Gallman +3 more
wiley +1 more source

