Results 71 to 80 of about 224,246 (306)

Multidimensional second-order processes with time-dependent spectra: evolutionary and periodically correlated processes

EURASIP Journal on Advances in Signal Processing
In this article, we study the multidimensional second-order processes with time-dependent spectra. This is indeed a large class of second-order processes that includes periodically correlated processes and evolutionary processes.
A. R. Soltani
doaj   +1 more source

Cell‐cycle‐specific lesion evolution rather than inhibition of double‐strand‐break repair underpins cisplatin radiosensitization

Molecular Oncology, EarlyView.
We analyze cisplatin–DNA adducts (CDAs) and double‐strand breaks (DSBs) in a cell‐cycle‐dependent manner. We find that CDAs form similarly across all cell cycle phases. DSBs arise only in S‐phase. CDAs might not directly impair DSB repair, but S‐phase DSB lesions evolve in the presence of CDAs and disrupt repair in G2, also causing radiosensitization ...
Ye Qiu, Xixi Lin, Emil Mladenov, Veronika Mladenova, Jürgen Thomale, Ali Sak, Yao Wang, Yunxuan Deng, Eleni Gkika, Martin Stuschke, George Iliakis   +10 more
wiley   +1 more source

An Autoregressive Moving Average Model for Time Series with Irregular Time Intervals

Computer Sciences & Mathematics Forum
This research focuses on the study of stochastic processes with irregularly spaced time intervals, which is present in a wide range of fields such as climatology, astronomy, medicine, and economics.
Diana Alejandra Godoy Pulecio, César Andrés Ojeda Echeverri   +1 more
doaj   +1 more source

Measuring the Distance between Sets of ARMA Models

Econometrics, 2016
A distance between pairs of sets of autoregressive moving average (ARMA) processes is proposed. Its main properties are discussed. The paper also shows how the proposed distance finds application in time series analysis.
Umberto Triacca
doaj   +1 more source

Linear least squares estimation of the first order moving average parameter

, 2002
We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator.
Valdero Mora, Emili
core  

Adaptor protein CIN85 potentiates the motility of osteosarcoma cells via the Akt/mTOR and MMP2‐COL3A1 axis

Molecular Oncology, EarlyView.
CIN85 is highly expressed in osteosarcoma, particularly in metastatic lesions. Its overexpression increases cell migration and Matrigel invasion, while silencing CIN85 suppresses these behaviors. Transcriptome analysis shows that CIN85 regulates MMP2, COL3A1, and Akt/mTOR signaling. Targeting these pathways reverses CIN85‐induced motility, highlighting
Iryna Horak, Iva Staniczková Zambo, Matěj Přikryl, Peter Múdry, Danica Zapletalová, Jarmila Navrátilová, Jiří Navrátil, Jan Šmarda, Liudmyla Drobot, Petr Beneš, Lucia Knopfová   +10 more
wiley   +1 more source

Longitudinal circulating tumor DNA profiling in patients with advanced endometrial cancer using an off‐the‐shelf targeted NGS panel

Molecular Oncology, EarlyView.
Intratumour heterogeneity complicates precision management of advanced endometrial cancer. Circulating tumor DNA (ctDNA) offers a minimally invasive strategy to capture tumor evolution and therapeutic resistance. Here, we compare tumor‐agnostic NGS with tumor‐informed ddPCR, outlining their relative sensitivity, concordance, and clinical implications ...
Carlos Casas‐Arozamena, Karin Teien Lande, Eva Diaz, Ana Vilar, Juan Cueva, Efigenia Arias, Victoria Sampayo, Alicia Abalo, Nerea González, Eva Colás, Antonio Gil‐Moreno, Miguel Abal, Gema Moreno‐Bueno, Therese Sørlie, Kristina Lindemann, Laura Muinelo‐Romay   +15 more
wiley   +1 more source

Localisable moving average stable and multistable processes

, 2009
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense.
Lévy Véhel, Jacques, Le Guével, Ronan, Falconer, Kenneth, J.   +2 more
core   +2 more sources

Recursive MEWMA Projections of Conditional Covolatilities in Large Portfolios [PDF]

Statistika: Statistics and Economy Journal
Dynamic predictions of large dimensional conditional covariance matrices are considered in the context of large financial portfolios. Since numerically simple prediction methods are usually recommended for multivariate conditional covariances ...
Radek Hendrych, Tomáš Cipra
doaj   +1 more source

Spectral Factorization of Nonstationary Moving Average Processes

The Annals of Statistics, 1984
The author gives a complete and unified solution for the general p- variate MA(q) model-building problem, i.e. the problem of obtaining all the possible moving average models with time-dependent coefficients corresponding to a given autocovariance function.
openaire   +3 more sources