Results 181 to 190 of about 4,272 (299)

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni   +2 more
wiley   +1 more source

Modified F‐tests for assessing tree radial growth under linear‐circular regression models with correlated errors: A comprehensive toolbox rooted in G. E. P. Box's theorems

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Annual tree growth is a complex biological process. Modelling radial growth in the trunk by linear‐circular regression with one mode and correlated errors has allowed the definition and assessment of a preferred direction for 1 and 2 years. Here, modified F$$ F $$‐tests are presented for 3 years, 1 mode/year; 1 year, 2 modes for possible main ...
Pierre Dutilleul   +2 more
wiley   +1 more source

A partial envelope approach for modelling multivariate spatial‐temporal data

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja   +3 more
wiley   +1 more source

The flea on the Magnetic Elephant. [PDF]

open access: yesLett Math Phys
Exner P, Morin L.
europepmc   +1 more source

Dynamic survival risk prediction with time‐varying high‐dimensional images

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Integrating longitudinal data with survival models is a prevalent strategy for dynamic survival risk prediction while accounting for subjects' longitudinally observed variables. However, existing methods primarily focus on scalar longitudinal data and seldom tackle the complexities associated with high‐dimensional longitudinal imaging data ...
Bingfan Liu   +7 more
wiley   +1 more source

Three dimensions of speech coherence in people with early psychosis and their family members. [PDF]

open access: yesSchizophrenia (Heidelb)
Çokal D   +7 more
europepmc   +1 more source

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