Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
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
Inferring Hidden Attentional States in Driving: A Bayesian Approach to Modeling Distraction and Secondary Task Engagement. [PDF]
Dheeraj Kashyap L +4 more
europepmc +1 more source
Mean-variance optimality for semi-Markov decision processes under first passage criteria
Xiangxiang Huang, Yonghui Huang
semanticscholar +1 more source
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
A methodological analysis of systematic reviews of cost-effectiveness in screening, diagnosis, and treatment of colorectal cancer. [PDF]
Velásquez MA, Bachelet VC.
europepmc +1 more source
Word Predictability as a Measure of Second Language Proficiency
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
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
Addressing lightning and market uncertainties in self-scheduling: A fuzzy-markov approach for smart grids. [PDF]
Benistan IS, Shahbazzadeh MJ, Eslami M.
europepmc +1 more source
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
Advances in Biosimilars: A Systematic Review of Machine Learning Applications. [PDF]
Duarte V, Bas TG.
europepmc +1 more source

