Results 181 to 190 of about 71,161 (303)

The Dual Frequency Spectral Density Function of Locally Periodic Stationary Processes With an Application to Testing for Correlation Between Different Frequency Bands of a Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Harmonizable processes are a class of nonstationary time series, that are characterized by their dependence between different frequencies of a time series. The covariance between two frequencies is the dual frequency spectral density, an object analogous to the spectral density function.
Pramita Bagchi   +3 more
wiley   +1 more source

ChebIoD: a Chebyshev polynomial-based lightweight authentication scheme for internet of drones environments. [PDF]

open access: yesSci Rep
Al-Mekhlafi ZG   +9 more
europepmc   +1 more source

Eye Movements, Item Modality, and Multimodal Second Language Vocabulary Learning: Processing and Outcomes

open access: yesLanguage Learning, EarlyView.
Abstract This study examined second language vocabulary processing and learning in reading only (RO) versus reading while listening (RWL). 119 English learners read or read‐while‐listening to a story embedded with 25 pseudowords, 10 times each, and had their eye movements tracked.
Jonathan Malone   +3 more
wiley   +1 more source

Children's Foreign Word Recognition at First Exposure: The Role of Phonological Similarity and Utterance Position

open access: yesLanguage Learning, EarlyView.
Abstract The current study examined how children apply their phonological knowledge to recognize translation equivalents in a foreign language. Target words for recognition were either phonologically similar (cognate) or dissimilar (noncognate) to words they already knew in their first language.
Katie Von Holzen, Rochelle S. Newman
wiley   +1 more source

Measure‐valued processes for energy markets

open access: yesMathematical 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   +3 more
wiley   +1 more source

Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering

open access: yesMathematical Finance, EarlyView.
ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
wiley   +1 more source

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