Results 181 to 190 of about 34,452,769 (227)

On Spatial Point Processes With Composition‐Valued Marks

International Statistical Review, EarlyView.
Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt, Mari Myllymäki, Sonja Greven   +2 more
wiley   +1 more source

Modelling relationships between juvenile brown trout (Salmo trutta L.) density and landscape characteristics: Integration of electrofishing data and spatial data to assess population status

Journal of Fish Biology, EarlyView.
Abstract Brown trout (Salmo trutta L.) are ecologically and economically important, but like many salmonids their populations are declining. Trout exhibit a high level of phenotypic plasticity, ranging from freshwater residency to anadromy. This complexity causes problems for assessment and constrains application of adult catch‐based assessment methods
Faye L. Jackson, Robert J. Fryer, Lawrence J. B. Eagle, Iain A. Malcolm   +3 more
wiley   +1 more source

Strategic adjustment of capital structure: Evidence from firms newly added to the S&P 500 index

Journal of Financial Research, EarlyView.
Abstract We examine the capital structure of firms that are newly added to the S&P 500 index. The leverage ratio gradually decreases during the two‐year pre‐addition period and then increases during the two‐year post‐addition period, resulting in a U‐shaped trend.
Eunpyo Hong, Min Hwang, Jiyoon Lee
wiley   +1 more source

EU ETS Market Expectations and Rational Bubbles

Journal of Money, Credit and Banking, EarlyView.
Abstract The European Union Emissions Trading System (EU ETS) experienced sharp allowance price increases from 2018 onward, prompting claims that rational bubbles were driving the surge. We reassess this hypothesis using expectations based on futures prices.
CHRISTOPH WEGENER, ROBINSON KRUSE‐BECHER, TONY KLEIN   +2 more
wiley   +1 more source

Risk and outcomes of adrenal crisis in primary adrenal insufficiency: Evidence from a 24‐year nationwide cohort study

Journal of Internal Medicine, EarlyView.
Abstract Background Adrenal crisis is a life‐threatening emergency. Despite preventive strategies, previous reports suggest increasing incidence and substantial mortality, but robust validated data are limited. Objective To assess temporal trends in adrenal crisis incidence and identify associated risk factors.
Ann‐Elin Meling Stokland, Lars Breivik, Ingvild Dalen, Sandra Dis Steintorsdottir, Simon Kildal, Ingrid Nermoen, Kari Lima, Margrethe Svendsen, Åse Bjorvatn Sævik, Aleksandra Debowska, Stina Therese Sollid, Daniel Hannisdal, Trine Elisabeth Finnes, Agnes Judit Horvath, Elin Korsgaard, Hallvard Singsås, Bjørn O. Åsvold, Maria Eriksson Steigen, Sigrid Blika, Petya Milova, Anders Svare, Anja Fog Heen, Lene Katrine Bjerke, Marianne Stedje, Siri Carlsen, Bjørn Gunnar Nedrebø, Anders Palmstrøm Jørgensen, Grethe Å. Ueland, Marianne Øksnes, Eystein Sverre Husebye   +29 more
wiley   +1 more source

Rhythmic Characterisation of Extreme Circadian Preferences in Everyday Life

Journal of Sleep Research, EarlyView.
ABSTRACT The aim of this study was to compare extreme circadian preferences by analysing motor activity rhythms in a naturalistic environment. Overall, 84 participants (64 females, 20 males) (42 evening types and 42 morning types), with a mean age of 23.3 years (standard deviation = 4.2), were selected for this study.
Lorenzo Tonetti, Federica Giudetti, Edoardo Maria Rossi, Marcello Sicbaldi, Vincenzo Natale   +4 more
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source