Results 41 to 50 of about 175,146 (298)

Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method

Entropy, 2021
This paper investigates the asymptotic properties of estimators obtained from the so called CVA (canonical variate analysis) subspace algorithm proposed by Larimore (1983) in the case when the data is generated using a minimal state space system ...
Dietmar Bauer, Rainer Buschmeier
doaj   +1 more source

Estimating parameters in the presence of many nuisance parameters [PDF]

, 2013
This paper considers estimation of parameters for high-dimensional time series with the presence of many nuisance parameters. In particular we are interested in data consisting of p time series of length n, with p to be as large or even larger than n ...
Wu, Billy
core  

Quasi maximum likelihood estimation and prediction in the compound Poisson ECOGARCH(1,1) model [PDF]

, 2006
This paper deals with the problem of estimation and prediction in a compound Poisson ECOGARCH(1,1) model. For this we construct a quasi maximum likelihood estimator under the assumption that all jumps of the log-price process are observable.
Czado, Claudia, Haug, Stephan
core   +1 more source

Mycophenolate Mofetil Treatment Reduces the Risk of Treatment Escalation Due to Vascular Complications in Limited Cutaneous Systemic Sclerosis: Emulation of a Target Trial From the Italian Rheumatology Society SPRING Registry

Arthritis Care &Research, EarlyView.
Objective Mycophenolate mofetil (MMF) use in limited cutaneous systemic sclerosis (lcSSc) is relatively uncommon because of the lower fibrotic burden and the predominance of vascular complications. In vitro observations and clinical data from transplanted patients suggest a protective effect of MMF on endothelial function.
Enrico De Lorenzis, Gerlando Natalello, Rossella De Angelis, Lucrezia Verardi, Dilia Giuggioli, Gianluigi Bajocchi, Lorenzo Dagna, Silvia Bellando‐Randone, Giovanni Zanframundo, Rosario Foti, Fabio Cacciapaglia, Giovanna Cuomo, Alarico Ariani, Edoardo Rosato, Gemma Lepri, Francesco Girelli, Valeria Riccieri, Elisabetta Zanatta, Ilaria Cavazzana, Francesca Ingegnoli, Maria De Santis, Giuseppe Murdaca, Giuseppina Abignano, Giorgio Pettiti, Alessandra Della Rossa, Maurizio Caminiti, Annamaria Iuliano, Giovanni Ciano, Lorenzo Beretta, Gianluca Bagnato, Ennio Lubrano, Maria Ilenia De Andres, Alessandro Giollo, Cosimo Bruni, Martina Orlandi, Marco Fornaro, Marta Saracco, Cecilia Agnes, Pier Giacomo Cerasuolo, Gabriella Alonzi, Edoardo Cipolletta, Federica Lumetti, Amelia Spinella, Luca Magnani, Corrado Campochiaro, Giacomo De Luca, Veronica Codullo, Elisa Visalli, Carlo Iandoli, Antonietta Gigante, Greta Pellegrino, Erika Pigatto, Maria‐Grazia Lazzaroni, Franco Franceschini, Elena Generali, Gianna Mennillo, Simone Barsotti, Giuseppa Pagano Mariano, Federica Furini, Licia Vultaggio, Simone Parisi, Clara Lisa Peroni, Gerolamo Bianchi, Enrico Fusaro, Gian Domenico Sebastiani, Marcello Govoni, Salvatore D'Angelo, Franco Cozzi, Fabrizio Conti, Serena Guiducci, Andrea Doria, Carlo Salvarani, Florenzo Iannone, Maria Antonietta D'Agostino, Clodoveo Ferri, Marco Matucci Cerinic, Silvia Laura Bosello, on behalf of the SPRING Italian Registry Collaborators   +77 more
wiley   +1 more source

Randomized block quasi-Monte Carlo sampling for generalized likelihood uncertainty estimation

Hydrology Research
Although hydrological model forecasts aid water management decisions, they normally have predictive uncertainties. Generalized likelihood uncertainty estimation (GLUE) is popular for constructing predictive uncertainty bounds (PUBs).
Charles Onyutha
doaj   +1 more source

Analysis of Robust Quasi-deviances for Generalized Linear Models

Journal of Statistical Software, 2004
Generalized linear models (McCullagh and Nelder 1989) are a popular technique for modeling a large variety of continuous and discrete data. They assume that the response variables Yi , for i = 1, . . .
Eva Cantoni
doaj   +1 more source

Maximum penalized quasi-likelihood estimation of the diffusion function [PDF]

We develop a maximum penalized quasi-likelihood estimator for estimating in a nonparametric way the diffusion function of a diffusion process, as an alternative to more traditional kernel-based estimators.
Constantinos Kardaras, Jeff Hamrick, Murad, S. Taqqu, Yifei Huang   +4 more
core   +3 more sources

Prediction of Surface Topography Parameters in Direct Laser Interference Patterning of Stainless Steel Using Infrared Monitoring and Convolutional Neural Networks

Advanced Engineering Materials, EarlyView.
This study presents an infrared monitoring approach for direct laser interference patterning (DLIP) combined with a convolutional neural network (CNN). Thermal emission data captured during structuring are used to predict surface topography parameters.
Lukas Olawsky, Marcelo Sallese, Leander Kläber, Clemens Kuhn, Keming Du, Andrés Fabián Lasagni   +5 more
wiley   +1 more source

Piezoresistive Monitoring of Carbon Nanomaterial‐Reinforced Epoxy Composites Under Cyclic and Fatigue Loading: A Review

Advanced Engineering Materials, EarlyView.
Carbon nanomaterial‐reinforced epoxy composites exhibit pronounced piezoresistive behavior, enabling intrinsic damage sensing under cyclic and fatigue loading. This review critically compares carbon nanotube and graphene systems, correlating filler content, percolation threshold, and gauge factor with sensing stability and damage evolution.
J. M. Parente, J. Nunes‐Pereira, A. P. Silva, P. N. B. Reis   +3 more
wiley   +1 more source

Performance Comparison of Mode Choice Optimization Algorithm with Simulated Discrete Choice Modeling

Modelling and Simulation in Engineering, 2018
Until recently, a majority of modeling tasks of transportation planning, especially in discrete choice modeling, is conducted with the help of commercial software and only concerned about the result of parameter estimates to get a policy-sensitive ...
Hyuk-Jae Roh, Satish Sharma, Prasanta K. Sahu, Babak Mehran   +3 more
doaj   +1 more source