Results 101 to 110 of about 125,107 (311)
Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices [PDF]
This paper examines whether stock prices for 16 countries are trend stationary or follow a random walk process using the (Zivot and Andrews, 1992) and (Lumsdaine and Papell, 1997) tests and monthly data (1987:12-2005:12).
Valadkhani, Abbas, Chancharat,Surachai
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Random walk polynomials and random walk measures [PDF]
, 1993 Random walk polynomials and random walk measures play a prominent role in the analysis of a class of Markov chains called random walks. Without any reference to random walks, however, a random walk polynomial sequence can be defined (and will be defined ...
Van Doorn, Erik A., Schrijner, Pauline
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Doubly stochastic continuous time random walk
Physical Review ResearchSince its introduction some 60 years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad applicability and generality,
Maxence Arutkin, Shlomi Reuveni
doaj +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Emerging evidence suggests that low‐frequency neural oscillations are dynamically regulated by consciousness levels, with the recovery of low cortical activity potentially serving as a neurophysiological substrate for conscious emergence. Targeted enhancement of these low‐frequency rhythms in patients with disorders of consciousness
Chuan Xu +10 more
wiley +1 more source
Random Walk Theory and Exchange Rate Dynamics in Transition Economies [PDF]
This paper investigates the validity of the random walk theory in the Euro-Serbian dinar exchange rate market. We apply Andrew Lo and Archie MacKinlay’s (1988) conventional variance ratio test and Jonathan Wright’s (2000) non-parametric ranks and signs ...
Goran Andjelić +2 more
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Random walks on Galton-Watson trees with infinite variance offspring distribution conditioned to survive [PDF]
, 2008 We establish a variety of properties of the discrete time simple random walk on a Galton-Watson tree conditioned to survive when the offspring distribution, Z say, is in the domain of attraction of a stable law with index alpha is an element of (1,2]. In
Croydon, David A., Kumagai, Takashi
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objectives Retrograde trans‐synaptic degeneration (rTSD) from posterior visual pathway lesions in multiple sclerosis (MS) is characterized by hemi‐macular ganglion cell‐inner plexiform layer (GCIPL) thinning and contralateral visual field loss.
Abdul Jaber Tayem +17 more
wiley +1 more source
New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model [PDF]
We develop some properties on the autocorrelation of the k-period returns for the general mean reversion (GMR) process in which the stationary component is not restricted to the AR(l) process but take the form of a general ARMA process.
Wing-Keung Wong +2 more
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2D random walk representation of Begonia × tuberhybrida multiallelic loci used for germplasm identification [PDF]
, 2010 In this study, we wanted to inspect whether the evolutionary driven differences in primary sequences could correlate, and thus predict the genetic diversity of related marker loci, which is an important criterion to assess the quality of any DNA marker ...
I. Wiesner, D. Wiesnerová
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Onasemnogene abeparvovec (OA) is an AAV9‐based gene therapy for spinal muscular atrophy type I (SMA I). Real‐world outcomes show increased response variability compared to clinical trials, and follow‐up data beyond 12–18 months are limited.
Marika Pane +43 more
wiley +1 more source