Results 81 to 90 of about 24,373 (148)

Stochastic Modeling of Adaptive Trait Evolution in Phylogenetics: A Polynomial Regression and Approximate Bayesian Computation Approach

Mathematics
In nature, closely related species often exhibit diverse characteristics, challenging simplistic line interpretations of trait evolution. For these species, the evolutionary dynamics of one trait may differ markedly from another, with some traits ...
Dwueng-Chwuan Jhwueng, Chia-Hua Chang
doaj   +1 more source

Estimating continuous-time income models [PDF]

While earning processes are commonly unobservable income flows which evolve in continuous time, observable income data are usually discrete, having been aggregated over time.
Schluter, Christian, Trede, Mark
core  

Modeling Dynamic Regime Shifts in Diffusion Processes: Approximate Maximum Likelihood Estimation for Two-Threshold Ornstein–Uhlenbeck Models

Mathematics
This study addresses the problem of estimating parameters in a two-threshold Ornstein–Uhlenbeck diffusion process, a model suitable for describing systems that exhibit changes in dynamics when crossing specific boundaries. Such behavior is often observed
Svajone Bekesiene, Anatolii Nikitin, Serhii Nechyporuk   +2 more
doaj   +1 more source

Simulation of supOU processes with specified marginal distribution and correlation function

Modern Stochastics: Theory and Applications
An algorithm is proposed for simulation of superpositions of Ornstein–Uhlenbeck processes which may have short- or long-range dependencies and specified marginal distributions.
Nikolai N. Leonenko, Andrey Pepelyshev
doaj   +1 more source

A Fractional Process with Jumps for Modeling Karstic Spring Discharge Data

Mathematics
Fractal dimensions for the daily discharge data series of several karstic springs in northeast Hungary have recently been computed and analyzed. We model four of those series with similar fractal dimensions using a superposition of a fractional Ornstein ...
Dániel Boros, Edit Borbás, Amina Darougi, József Kovács, László Márkus   +4 more
doaj   +1 more source

Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate. [PDF]

Stoch Model, 2018
Eisenberg J.
europepmc   +1 more source

Stochastic dual epidemic hypothesis model with Ornstein-Uhlenbeck process: Analysis and numerical simulations with SARS-CoV-2 variants

, 2023
Shi Z, Jiang D.
europepmc   +1 more source

SCOUP: a probabilistic model based on the Ornstein-Uhlenbeck process to analyze single-cell expression data during differentiation. [PDF]

BMC Bioinformatics, 2016
Matsumoto H, Kiryu H.
europepmc   +1 more source

Accelerated First-Passage Dynamics in a Non-Markovian Feedback Ornstein-Uhlenbeck Process. [PDF]

J Stat Phys
Coghi F, Duvezin R, Wettlaufer JS.
europepmc   +1 more source

Weak persistence and extinction of a stochastic epidemic model with distributed delay and Ornstein-Uhlenbeck process. [PDF]

Adv Contin Discret Model
Sun Y, Liu C, Cheung L.
europepmc   +1 more source