Results 201 to 210 of about 31,249 (277)

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

open access: yesJournal of Time Series Analysis, Volume 47, Issue 6, Page 1139-1152, November 2026.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee   +2 more
wiley   +1 more source

Extra hidden states under emission misspecification in hidden Markov models

open access: yesStatistica Neerlandica, Volume 80, Issue 4, November 2026.
Abstract Additional states in a hidden Markov model (HMM) can compensate for restrictive emission distributions without representing additional scientific regimes. We study this distinction using the established representation of mixture components as refined states.
Aurélien Nicosia
wiley   +1 more source

Evaluating Machine Learning Affinity Prediction Methods on Novel Lead Optimization Data: A 15‐PGDH Case Study

open access: yesChemMedChem, Volume 21, Issue 20, 28 October 2026.
Machine‐learning‐based protein–ligand affinity prediction has the potential to meaningfully impact drug discovery given their speed relative to traditional physics‐based methods. This case study considers recently disclosed inhibitors of 15‐hydroxyprostaglandin dehydrogenase and highlights the fragility of the domain of applicability of two methods ...
Alexander S. Rich   +2 more
wiley   +1 more source

Improved deformation reconstruction of composite material structures based on optical fiber sensing. [PDF]

open access: yesSci Rep
Huang J   +8 more
europepmc   +1 more source

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