Results 111 to 120 of about 8,348,933 (325)
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Doppler stretch and delay Cramer-Rao lower bound for signal with large bandwidth
Известия высших учебных заведений России: Радиоэлектроника, 2016 In this paper Cramer-Rao lower bound of joint Doppler stretch and delay estimation for wideband signal is derived. We use wideband term to denote cases in which narrowband signal model is inappropriate.
I. V. Gogolev
doaj
E3S Web of Conferences, 2018 Operation of municipal management facilities is inseparable from the problem of malodorous compounds emissions to the atmospheric air. In that case odor nuisance is related to the chemical composition of waste, sewage and sludge as well as to the ...
Miller Urszula +3 more
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Testing for homogeneity of gametic disequilibrium across strata
BMC Genetics, 2007 Background Assessing the non-random associations of alleles at different loci, or gametic disequilibrium, can provide clues about aspects of population histories and mating behavior and can be useful in locating disease genes.
Tang Manlai +3 more
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Journal of Applied Econometrics, EarlyView.ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
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Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation. [PDF]
Biometrika, 2021 VAN DEN Boom W, Reeves G, Dunson DB.
europepmc +1 more source
Behavior and mortality of anurans on roads in the Australian tropics
The Journal of Wildlife Management, EarlyView.Roads are a major source of mortality for wildlife, particularly amphibians. Identifying vulnerable species and understanding any behavioral predictors of mortality helps us understand vulnerability to traffic and can inform management strategies. We investigated a 9‐species anuran community in tropical Australia with respect to 3 behavioral responses ...
Christa Beckmann +2 more
wiley +1 more source
Solving Nuisance Cyanobacteria Eutrophication Through Biotechnology
Applied Sciences, 2019 Management of nutrient inputs and usage of nuisance biomass as feedstock for bioenergy may be the solution of coastal lagoons eutrophication. We studied the species composition, photosynthetic pigments (Chl-a and Chl-c) and performance (OJIP-kinetics and
S. Orfanidis +11 more
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The Journal of Wildlife Management, EarlyView.Individual wild pig bait site visitation and time to initial detection is primarily influenced by space use (i.e., proximity to bait) and whether wild pigs from other social groups visited before. Specifically, females are less likely to visit a bait site if an adult male visits a site before them.
Sydney M. Brewer +2 more
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