Results 71 to 80 of about 48,369 (262)
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes [PDF]
We propose a novel approach to model serially dependent positive-valued variables which realize a non-trivial proportion of zero outcomes. This is a typical phenomenon in financial time series observed on high frequencies, such as cumulated trading ...
Peter Malec +2 more
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Rigidity theorems for multiplicative functions [PDF]
, 2018 We establish several results concerning the expected general phenomenon that, given a multiplicative function f:N→C, the values of f(n) and f(n+a) are “generally” independent unless f is of a “special” form.
Klurman, Oleksiy, +3 more
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A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions
Advanced Engineering Materials, EarlyView.This study introduces a workflow to accelerate predictions of microstructure‐sensitive fatigue life. Results from frameworks with varying levels of simplification are benchmarked against published reference results. The analysis reveals a trade‐off between accuracy and model complexity, offering researchers a practical guide for selecting the optimal ...
Luca Loiodice +2 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.A numerical model resulting from irreversible thermodynamics for describing transport processes is introduced, focusing on thermodynamic activity gradients as the actual driving force for diffusion. Implemented in CUDA C++ and using CalPhaD methods for determining the necessary activity data, the model accurately simulates interdiffusion in aluminum ...
Ulrich Holländer +3 more
wiley +1 more source
Testing Multiplicative Error Models Using Conditional Moment Tests [PDF]
We suggest a robust form of conditional moment test as a constructive test for func- tional misspecification in multiplicative error models. The proposed test has power solely against violations of the conditional mean restriction but is not affected by ...
Nikolaus Hautsch
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Advanced Engineering Materials, EarlyView.Low‐cycle fatigue damage in Mn–Mo–Ni reactor pressure vessel steel is examined using a combined electron backscatter diffraction and positron annihilation lifetime spectroscopy approach. The study correlates texture evolution, dislocation substructure development, and vacancy‐type defect formation across uniform, necked, and fracture regions, providing
Apu Sarkar +2 more
wiley +1 more source
Fitting multiplicative models by robust alternating regressions. [PDF]
In this paper a robust approach for fitting multiplicative models is presented. Focus is on the factor analysis model, where we will estimate factor loadings and scores by a robust alternating regression algorithm. The approach is highly robust, and also
Croux, Christophe +3 more
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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model [PDF]
, 2007 We introduce a multivariate multiplicative error model which is driven by componentspecific observation driven dynamics as well as a common latent autoregressive factor.
Hautsch, Nikolaus
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Advanced Engineering Materials, EarlyView.This study demonstrates how optimizing laser power, scanning speed, and hatching distance in laser powder bed fusion can boost the productivity of Inconel 718 manufacturing by up to 29% while maintaining mechanical integrity. The work delivers a validated process window and cost–time analysis, offering industry‐ready guidelines for efficient additive ...
Amir Behjat +7 more
wiley +1 more source
A Note on Ostrowski's Inequality
, 2002 This paper deals with the problem of estimating the deviation of the values of a function from its mean value. We consider the following special cases: i) the case of random variables (attached to arbitrary probability fields); ii) the comparison is ...
Florea, Aurelia, Niculescu, Constantin P
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