Results 81 to 90 of about 123,412 (280)
Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Equilibrium Measures for Semi-Markov Processes
The Annals of Probability, 1977 This paper simplifies and extends previous results on the existence of an equilibrium or stationary measure for the age process associated with a semi-Markov chain: $$(\mathbf{I}_{(t)}, \mathbf{Z}_{(t)}) = \text{(last state entered before time t}$$, $$\text{duration of this last sojourn up to} t$$).
openaire +2 more sources
Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China
International Studies of Economics, EarlyView.ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley +1 more source
Properties of the Statistical Complexity Functional and Partially Deterministic HMMs
Entropy, 2009 Statistical complexity is a measure of complexity of discrete-time stationary stochastic processes, which has many applications. We investigate its more abstract properties as a non-linear function of the space of processes and show its close relation to
Wolfgang Löhr
doaj +1 more source
Land Degradation &Development, EarlyView.ABSTRACT Coal remains a major global energy source despite ongoing environmental controversies, particularly, regarding climate change and landscape transformation. This study investigates the spatiotemporal dynamics of land use and land cover (LULC) in the Moatize Coal Basin (MCB), Mozambique, between 1990 and 2024, with a specific focus on land ...
Ivan Latinho Naite +2 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
MathematicsIn this paper, we are concerned with the study of sequential interval reliability, a measure recently introduced in the literature. This measure represents the probability of the system working during a sequence of nonoverlapping time intervals.
Guglielmo D’Amico, Thomas Gkelsinis
doaj +1 more source
Semi-Markov adjunction to the Computer-Aided Markov Evaluator (CAME) [PDF]
The rule-based Computer-Aided Markov Evaluator (CAME) program was expanded in its ability to incorporate the effect of fault-handling processes into the construction of a reliability model.
Babcock, Philip S., IV +3 more
core +1 more source
A Novel Two‐Stage Flexible Flow Shop Batch Scheduling Model for Grinding Workshops
Naval Research Logistics (NRL), EarlyView.ABSTRACT The growing need for data storage in data centers has increased the demand for mechanical hard disks due to their low cost and high reliability. Aluminum substrates are the most popular base plates for mechanical hard disks because of their high hardness and low cost.
Jun Xu +4 more
wiley +1 more source
Nordic Journal of Botany, EarlyView.The Irano‐Turanian Floristic Region harbors a rich flora, but our understanding of the development of this diversity is limited by a lack of data on phylogenetic relationships and biogeographic patterns of endemic and more widespread plants. Hypotheses of in situ diversification versus allopatric diversification were tested using Iris subgen. Scorpiris,
Mona Salimbahrami +4 more
wiley +1 more source