Results 31 to 40 of about 1,040 (238)

GCov-based portmanteau test

Econometric Reviews
We study nonlinear serial dependence tests for non-Gaussian time series and residuals of dynamic models based on portmanteau statistics involving nonlinear autocovariances. A new test with an asymptotic $χ^2$ distribution is introduced for testing nonlinear serial dependence (NLSD) in time series.
Jasiak, Joann, Neyazi, Aryan Manafi
openaire   +2 more sources

Robust Portmanteau TRA Tests and Their Limit Distribution

Communications in Statistics - Theory and Methods, 2004
Abstract In financial time series analysis, serial correlations and the volatility clustering effects of asset returns are commonly checked by Ljung–Box and Mcleod–Li Q test and filtered by ARMA models. However, it is known that the both tests are not robust to heavily tailed data.
Allende, H, Lacourly, N, Torres, S
openaire   +7 more sources

Salmonella lipopolysaccharide‐containing supported lipid bilayers as platforms to study bacteriophage interactions

FEBS Letters, EarlyView.
We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace, Alyssa Borges, Charles Arnaud, Tove Karlsson, Nina K. Bröker, Stefanie Barbirz, Marta Bally   +6 more
wiley   +1 more source

Design and analysis strategies for robust microbiome ageing research

FEBS Letters, EarlyView.
The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik, İsmail Güderer, Yi Wang, Tayyaba Alvi, Prasoon Pandey, Handan Melike Dönertaş   +5 more
wiley   +1 more source

Oncogenic DMTF1β promotes cancer cell motility by regulating autophagy through ULK1 stabilization

Molecular Oncology, EarlyView.
In the current study, we demonstrate that the oncogene DMTF1β regulates ULK1 stability by reducing its proteasomal degradation in cancer cells. This stabilization enables ULK1 to induce autophagy, which in turn facilitates cancer cell migration. Consequently, reduced DMTF1β levels lead to decreased autophagy and impaired cancer cell migration.
Jun Xu, Nicolas J. Niklaus, Anna M. Schläfli, Igor Tokarchuk, Magali Humbert, Federico La Manna, Bich Vu, David Maul, Ramin Radpour, Marianna Kruithof‐de Julio, Inti Zlobec, Jörn Dengjel, Bruce E. Torbett, Mario P. Tschan   +13 more
wiley   +1 more source

A Powerful Portmanteau Test of Lack of Fit for Time Series [PDF]

Journal of the American Statistical Association, 2002
A new portmanteau test for time series more powerful than the tests ofLjung and Box (1978) and Monti (1994} is proposed. The test is based on the pth root of the determinant of the pth autocorrelation matrix. It is shown that this statistic can be interpreted as the geometric mean of the squared multiple correlation coefficients with m lag values when ...
Pena D., Rodriguez J.
openaire   +3 more sources

Analysing the significance of small conformational changes and low occupancy states in serial crystallographic data

FEBS Open Bio, EarlyView.
This protocol paper outlines methods to establish the success of a time‐resolved serial crystallographic experiment, by means of statistical analysis of timepoint data in reciprocal space and models in real space. We show how to amplify the signal from excited states to visualise structural changes in successful experiments.
Jake Hill, Yelyzaveta Pulnova, Elke De Zitter, Helen M. Ginn, Briony A. Yorke   +4 more
wiley   +1 more source

Integrating Time‐Adjusted Imaging Instability Into Functional Outcome Prediction After Intracerebral Hemorrhage: Development and Validation of the HAGIV Score

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Early risk stratification may support clinical decision‐making in spontaneous intracerebral hemorrhage (ICH). We aimed to develop and internally validate HAGIV, a score integrating frequency of imaging markers (FIM), a time‐adjusted non‐contrast computed tomography (CT) metric of hematoma expansion, with established predictors for 90‐
Lei Song, Ren Ke, Anqi Chen, Yufei Fu, Hang Zhou, Rujia Wang, Liwei Zou, Yongqiang Yu, Ming Yuan, Xiaoming Qiu, Mengzhou Xue   +10 more
wiley   +1 more source

Adaptive market hypothesis: insights from BRIC-T countries’ stock markets

Financial Internet Quarterly
Comparing the Efficient Market Hypothesis and Behavioral Finance, the Adaptive Markets Hypothesis (AMH), which identifies the extremes of these two hypotheses and adapts them to each other, argues that calendar anomalies can coexist, but also focuses on ...
Ozekenci Sureyya Yilmaz
doaj   +1 more source

Exploring the Depths of the Autocorrelation Function: Its Departure from Normality

Information
In this article, we study the autocorrelation function (ACF), which is a crucial element in time series analysis. We compare the distribution of the ACF, both from a theoretical and empirical point of view.
Hossein Hassani, Manuela Royer-Carenzi, Leila Marvian Mashhad, Masoud Yarmohammadi, Mohammad Reza Yeganegi   +4 more
doaj   +1 more source