Results 211 to 220 of about 40,443 (316)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne   +2 more
wiley   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni   +2 more
wiley   +1 more source

Mitochondria and the Actin Cytoskeleton in Neurodegeneration

open access: yesCytoskeleton, EarlyView.
ABSTRACT Mitochondrial dysfunction and cytoskeletal disorganization are widely recognized hallmarks of neurodegenerative diseases such as Alzheimer's disease (AD), Parkinson's disease (PD), Huntington's disease (HD), and amyotrophic lateral sclerosis (ALS).
Shivani Tuli   +3 more
wiley   +1 more source

Other Notes, Part 1

open access: yesScottish Studies, 1959
R. W. Plenderleith A. Fenton
doaj  

<i>In vitro</i> biomechanical study of a novel fixation device for lumbar spondylolysis. [PDF]

open access: yesFront Bioeng Biotechnol
Yang J   +6 more
europepmc   +1 more source

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