Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a moving sum methodology for detecting multiple change points in high‐dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We establish the asymptotic null distribution of the proposed test for family‐wise error control and show the
Matteo Barigozzi +2 more
wiley +1 more source
Medial pulvinar stereoelectroencephalographic biomarkers associated with deep brain stimulation response in focal drug-resistant epilepsy. [PDF]
EpilepsiaBratu IF +5 more
europepmc +1 more source
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Short-Term Effects of Exercise Therapy on Muscle Characteristics in Patients With Mild-to-Moderate Amyotrophic Lateral Sclerosis: A Preliminary Case Series Study. [PDF]
CureusKato N, Hashida G, Sahara W.
europepmc +1 more source
The Problem of Christ’s Acquired Knowledge
Modern Theology, EarlyView.Abstract Thomas Aquinas is universally applauded for his “courage and perspicacity” in eventually admitting an acquired knowledge in Christ. According to this doctrine, Christ, through the experience of his senses, came to know what he previously did not know.
Joshua H. Lim
wiley +1 more source
The effectiveness of high-dose adjunctive corticosteroid therapy in HIV-negative patients with <i>Pneumocystis jirovecii</i> pneumonia. [PDF]
J Thorac DisWang L +6 more
europepmc +1 more source
New Phytologist, EarlyView.Summary Studying cell‐to‐cell heterogeneity is essential to understand how unicellular organisms respond to stresses. We introduce a single‐cell analysis framework that enables the study of intercellular heterogeneity of photosynthetic traits, particularly their interactions within individual cells that have identical genotypes, cellular contexts and ...
Aliénor Lahlou +9 more
wiley +1 more source
Systematic Assessment of Mortalities in Calves at Commercial Calf Ranches and the Association Between Cause of Death and Season. [PDF]
Vet SciBigelow RA +5 more
europepmc +1 more source
Invasive plants optimize leaf nitrogen allocation in photosynthesis
New Phytologist, EarlyView.Summary Invasive plants often outcompete co‐occurring native species by expressing acquisitive functional traits that promote high photosynthetic capacity. However, it remains unclear whether these traits are newly evolved in the introduced (‘away’) range or if invaders arrived preadapted with superior traits from their native (‘home’) range.
Robert J. Griffin‐Nolan +7 more
wiley +1 more source