Results 91 to 100 of about 175,146 (298)

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   +1 more source

Clean Up Behind You ‐ Novel Patterning Approach for Solid Immersion Lenses

Advanced Functional Materials, EarlyView.
A focused ion beam (FIB) milling strategy enables rapid fabrication of solid immersion lenses (SILs) with smooth, debris‐free surfaces eliminating the need for post‐processing. The optimized pattern improves efficiency and surface quality. SILs containing NV centers are also investigated, confirming the technique's suitability for quantum and photonic ...
Aleksei Tsarapkin, Stefan Facsko, Wentao Zhang, Anna Mogilatenko, Kilian Unterguggenberger, Bailiang Li, Cem Güney Torun, Gerhard Hobler, Tommaso Pregnolato, Tim Schröder, Katja Höflich   +10 more
wiley   +1 more source

Adjusting for overdispersion in piecewise exponential regression models to estimate excess mortality rate in population-based research

BMC Medical Research Methodology, 2016
Background In population-based cancer research, piecewise exponential regression models are used to derive adjusted estimates of excess mortality due to cancer using the Poisson generalized linear modelling framework.
Miguel Angel Luque-Fernandez, Aurélien Belot, Manuela Quaresma, Camille Maringe, Michel P. Coleman, Bernard Rachet   +5 more
doaj   +1 more source

Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons [PDF]

This article is concerned by testing the nullity of coefficients in GARCH models. The problem is non standard because the quasi-maximum likelihood estimator is subject to positivity constraints.
Francq, Christian, Zakoian, Jean-Michel
core   +1 more source

Critical Role of Polymer Gate Dielectrics on the Charge Carrier Transport in Perovskite Field‐Effect Transistors

Advanced Functional Materials, EarlyView.
Charge transport in 2D tin perovskite FETs is shown to be governed by dielectric interface behavior. Polar polymer dielectrics induce dipolar disorder that localizes carriers, whereas nonpolar polymers suppress trapping and enable superior charge transport, ensuring stable and reliable transistor operation. ABSTRACT Understanding the role of interfaces
Chongyao Li, Zhitian Ling, Pawel Czulkin, Paul W. M. Blom, Wojciech Pisula, Tomasz Marszalek   +5 more
wiley   +1 more source

Observation of Two‐Photon Resonant Raman Scattering via the Biexciton Level in Two‐Dimensional Halide Perovskite (C6H5C2H4NH3)2PbI4

Advanced Functional Materials, EarlyView.
Efficient two‐photon resonant Raman scattering (TRRS) is observed in the layered perovskite (PEA)2PbI4, with the biexciton level acting as an intermediate state. TRRS undergoes two‐photon frequency shift upon input frequency tuning, persists up to 90 K, and shows clear threshold behavior and polarization selection rules.
Seung Han Shin, Seo Hyun Nam, Jeehong Park, Dong Gyu Lee, Jeong Bin Cho, Tae Jung Kim, Yeonjin Yi, Joon Ik Jang   +7 more
wiley   +1 more source

Dynamic modeling under linear-exponential loss [PDF]

We develop a methodology of parametric modeling of time series dynamics when the underlying loss function is linear-exponential (Linex). We propose to directly model the dynamics of the conditional expectation that determines the optimal predictor.
Stanislav Anatolyev
core  

High Pressure Densification Investigation of Li3PS4 and Li6PS5Cl Solid Electrolytes using Combine X‐Ray Diffraction, X‐Ray Absorption Tomography and Ionic Measurement

Advanced Functional Materials, EarlyView.
We used multiple analytical techniques at the Psiché beamline, Synchrotron Soleil, and at D20 instrument in Institut Laue Langevin, to study the densification of thiophosphate solid electrolytes Li3PS4 and Li6PS5Cl. Our combined X‐ray diffraction, absorption tomography, absorption density, neutron power diffraction, and ionic conductivity analyses ...
Oskar Thompson, Ove Korjus, Adrien Fauchier‐Magnan, Clément Albin, Sergio F. Mayer, Emmanuelle Suard, Thomas Hansen, Laura Henry, Nicolas Guignot, Vittoria Pischedda, Sylvie Le Floch, Claire Villevieille   +11 more
wiley   +1 more source

Evaluation of the double normal distribution for tree diameter distribution modeling

Silva Fennica, 2013
The double normal distribution consists of two normal distributions truncated at their means and then combined in such a way, that points of truncation now become the overall distribution mode.
Zasada, Michał
doaj   +1 more source

Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach

, 2006
This paper studies the quasi-maximum-likelihood estimator (QMLE) in a general conditionally heteroscedastic time series model of multiplicative form $X_t=\sigma_tZ_t$, where the unobservable volatility $\sigma_t$ is a parametric function of $(X_{t-1},...,
Mikosch, Thomas, Straumann, Daniel
core   +1 more source