Testing Cointegration Rank in Large Systems [PDF]
In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration relations in large multivariate systems.
Chen Pu, Hsiao Chihying
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Two novel crossover models for breast cancer that incorporate Ψ-Caputo fractal variable-order fractional derivatives, fractal fractional-order derivatives, and variable-order fractional stochastic derivatives driven by variable-order fractional ...
Waleed S. Abdel Kareem +3 more
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A modified HIV model with Beddington-DeAngelis incidence and cure rate. [PDF]
Sci RepRamadan S, Salman S, El-Sayed A.
europepmc +1 more source
Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries [PDF]
Using 11 OECD countries data, this study employs a Markov Switching unit root regression to investigate the issue of the non-stationarity and non-linearity of stock prices.
Shyh-Wei Chen
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Delay-driven dynamics in a host-vector model of canine Chagas disease. [PDF]
Sci RepRaza A +4 more
europepmc +1 more source
Mathematical analysis of a stochastic delay model for respiratory syncytial virus dynamics. [PDF]
Sci RepRaza A +4 more
europepmc +1 more source
A dynamical study on stochastic reaction diffusion epidemic model with nonlinear incidence rate. [PDF]
Eur Phys J Plus, 2023 Ahmed N +5 more
europepmc +1 more source
Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets
AMS 2000 subject classifications. 60F05, 60F17, 60G55, 62G30.
Einmahl, J.H.J., Khmaladze, E.V.
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Subsampling Cointegration Ranks in Large Systems [PDF]
In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration relations in large multivariate systems.
Chen Pu, Hsiao Chihying
core
Analytical analysis of the nonlinear fractional order Pochhammer-Chree equation with power-law nonlinearity in elastic materials. [PDF]
Sci RepKhalid M, Khalid NA, Ceesay B, Ahmed N.
europepmc +1 more source