Robust Estimation and Inference for Time‐Varying Unconditional Volatility
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
Low-Noise Direct Denoising Sampling for DPM++ Samplers with Denoised Outputs. [PDF]
Liang Z, Wang J.
europepmc +1 more source
Extra hidden states under emission misspecification in hidden Markov models
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
Surfactant-Mediated Buchwald-Hartwig Coupling of Aliphatic Amines for the Synthesis of DNA-Encoded Libraries. [PDF]
Carton TP, Graham JS, Waring MJ.
europepmc +1 more source
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
Allele Frequency Spectra as a General Tool for Modeling Genetic Diversity. [PDF]
Hössjer O, Laikre L, Ryman N.
europepmc +1 more source
Shared digital, social, and cognitive mechanisms in gambling and pseudo-investment schemes in Kazakhstan: a multi-source qualitative study. [PDF]
Khamzina Z, Buribayev Y.
europepmc +1 more source
Occupancy Statistics and Entropy in Bose Systems. [PDF]
Spalvieri A.
europepmc +1 more source
Exploring the analytic process, the analytic third, and the emergence of meaning from a dyadic perspective. [PDF]
Reghintovschi AE.
europepmc +1 more source
Improved deformation reconstruction of composite material structures based on optical fiber sensing. [PDF]
Huang J +8 more
europepmc +1 more source

