Results 101 to 110 of about 1,338,681 (301)
Garch Parameter Estimation Using High-Frequency Data [PDF]
Estimation of the parameters of Garch models for financial data is typically based on daily close-to-close returns. This paper shows that the efficiency of the parameter estimators may be greatly improved by using volatility proxies based on intraday ...
Visser, Marcel P.
core
Advanced Functional Materials, EarlyView.Light irradiation activates the Fe2O3‐BiVO4 heterostructure, enabling efficient solar‐electrochemical coupling in zinc‐air batteries. The built‐in electric field drives directional charge separation, guiding photoelectrons toward oxygen reduction sites and accumulating holes for oxygen evolution, thereby reducing polarization and enhancing discharge ...
Yili Liu +7 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A spatial location of atomic layer deposition (ALD)‐derived ZrO2 coatings is demonstrated to be a critical design parameter for stabilizing graphite cathodes in DIBs. Direct particle‐level ALD (PALD) screening of representative metal oxides identified ZrO2 as the coating that provides the most favorable balance of high‐rate capability and interfacial ...
Jieun Kang +7 more
wiley +1 more source
Econometric Analysis of Ratings — with an Application to Health and Wellbeing
Swiss Journal of Economics and Statistics, 2017 Summary We propose a new non-linear regression model for rating dependent variables. The rating scale model accounts for the upper and lower bounds of ratings. Parametric and semi-parametric estimation is discussed.
Raphael Studer, Rainer Winkelmann
doaj +1 more source
Advanced Functional Materials, EarlyView.A graphene‐supported 2D metal–organic network stabilizes highly reactive Fe(I)‐N4 single sites through Co‐induced charge redistribution. Combined experiments and theory reveal Fe(I) formation, oxygen‐driven oxidation, and O2 activation mechanisms, offering a strategy to access low‐valent iron centers relevant to catalytic and biological processes ...
Alessandro Namar +9 more
wiley +1 more source
Inference for high-dimensional linear mixed-effects models: A quasi-likelihood approach. [PDF]
J Am Stat Assoc, 2022 Li S, Cai TT, Li H.
europepmc +1 more source
Parameter estimation in nonlinear AR–GARCH models [PDF]
This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general ...
Mika Meitz, Pentti Saikkonen
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Advanced Functional Materials, EarlyView.Solution‐based ligand‐assisted epitaxial growth (LAEG) yields high‐quality CsPbBr3 microcrystals on different substrates with superior morphology, passivated surfaces, and high photoluminescence quantum yield. These robust micro‐resonators achieve record‐low room‐temperature lasing thresholds of 7.2 kW·cm−2 and maintain operational stability up to 90 ...
Shuyu Zhou +19 more
wiley +1 more source
Taylor quasi-likelihood for limited generalized linear models. [PDF]
J Appl Stat, 2021 Guo G.
europepmc +1 more source
Maximum Likelihood Estimation of Latent Affine Processes [PDF]
This article develops a direct filtration-based maximum likelihood methodology for estimating the parameters and realizations of latent affine processes.
David S. Bates
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