Results 81 to 90 of about 93,664 (290)

Asymmetric multivariate normal mixture GARCH [PDF]

, 2008
An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed.
Haas, Markus, Mittnik, Stefan, Paolella, Marc S.   +2 more
core  

On Geometric Ergodicity of Skewed - SVCHARME models

, 2012
Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility models with ...
Asai, Bhattacharia, Bhattacharia, Caporin, Cappuccio, Danielsson, Danielsson, Geweke, Glosten, Hansen, Harvey, Harvey, Harvey, Hull, Jacquier, Jerzy P. Rydlewski, Kalimipalli, Lee, Małgorzata Snarska, McAleer, Meyn, Nelson, Rohan, Selçuk, Shephard, Shephard, So, Stockis, Taylor, Tsiotas, Wang, Wiggins   +31 more
core   +1 more source

They Hold Me Back: The Dynamic Interplay of Parental Discouragement of Exploration, Parental Metaemotion and Adolescent's Sense of Agency

Journal of Adolescence, EarlyView.
ABSTRACT Introduction Adolescence is a critical developmental period characterized by increasing needs for autonomy and identity exploration. However, limited research has examined how adolescents perceived parental discouragement of exploration over time.
Filipa Nunes, Catarina Pinheiro Mota, Tiago Ferreira, Ingrid Schoon, Paula Mena Matos   +4 more
wiley   +1 more source

Discrimination, Social Support, and Identity Development in Relation to Career Agency Among LGB Emerging Adults: A Latent Profile Analysis

Journal of Adolescence, EarlyView.
ABSTRACT Introduction Emerging adulthood is a critical developmental period for identity consolidation and career preparation, yet lesbian, gay, and bisexual (LGB) emerging adults often face intersecting challenges during this stage. Using a person‐centered approach, this study explored heterogeneity in developmental experiences among LGB emerging ...
Jeongeun Park
wiley   +1 more source

Forecasting Related Time Series

Journal of Applied Econometrics, EarlyView.
ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley   +1 more source

OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT [PDF]

This article uses Projection Pursuit methods to develop a procedure for detecting outliers in a multivariate time series. We show that testing for outliers in some projection directions could be more powerful than testing the multivariate series directly.
Daniel Peña, Pedro Galeano, Ruey S. Tsay   +2 more
core  

Engagement With Online Sexual Trauma‐Related Content Among Women Who Have Experienced Sexual Trauma

Journal of Clinical Psychology, EarlyView.
ABSTRACT Seeking online social support has become increasingly common due to widespread use of social media; however, little is known about the experiences of women survivors of sexual trauma who engage with online sexual trauma‐related content and whether this has implications for physical and mental health.
Caterina Obenauf, Gina P. Owens, Hannah Shinew, Logan Mitchell   +3 more
wiley   +1 more source

Skewness and kurtosis as locally best invariant tests of normality

, 2006
Consider testing normality against a one-parameter family of univariate distributions containing the normal distribution as the boundary, e.g., the family of $t$-distributions or an infinitely divisible family with finite variance.
Kuriki, Satoshi, Matsui, Muneya, Takemura, Akimichi   +2 more
core   +1 more source

Examining early inhibitory control and emotion regulation as predictors of childhood internalizing and externalizing problems: A longitudinal study

JCPP Advances, EarlyView.
In a longitudinal sample (n = 94), we tested links between inhibitory control at age 4, emotion regulation (ER) at age 6, and internalizing (INT) and externalizing (EXT) problems at ages 9–10. Early inhibitory control did not predict ER or later INT/EXT (no mediation), whereas ER at 6 showed prospective associations with both outcomes.
Lilja K. Jónsdóttir, Matilda A. Frick, Andreas Frick, Emma J. Heeman, Karin C. Brocki   +4 more
wiley   +1 more source

Hessian Stochastic Ordering in the Family of multivariate Generalized Hyperbolic Distributions and its Applications

پژوهش‌های ریاضی, 2022
In this paper, random vectors following the multivariate generalized hyperbolic (GH) distribution are compared using the hessian stochastic order. This family includes the classes of symmetric and asymmetric distributions by which different behaviors of ...
Mehdi Amiri, Ahad Jamalizadeh, Salman Izadkhah   +2 more
doaj