Results 101 to 110 of about 71,442 (256)

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

On the importance of shelter availability for reptiles provided by burrow‐digging ecosystem engineers: A systematic review and a case study

open access: yesJournal of Zoology, EarlyView.
In this article, we show that ground burrows influenced reptile populations inconsistently across both the 5‐year field study in the Kiskunság and the broader systematic review, which together revealed positive, negative, and neutral effects across species and habitat types.
B. Bancsik   +9 more
wiley   +1 more source

Word Predictability as a Measure of Second Language Proficiency

open access: yesLanguage Learning, EarlyView.
Abstract This study introduces predictabilityBERT, a novel metric for assessing second language (L2) proficiency based on the predictability of word choices in learner language production. Using BERT (Devlin et al., 2019), we calculated the conditional probability of each word in a text given its surrounding context.
Langdon Holmes   +3 more
wiley   +1 more source

Measure‐valued processes for energy markets

open access: yesMathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero   +3 more
wiley   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

open access: yesMathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici   +3 more
wiley   +1 more source

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