Results 21 to 30 of about 278,248 (259)
Tuning perception and decisions to temporal context
iScience, 2023 Summary: Recent work suggests that serial dependence, where perceptual decisions are biased toward previous stimuli, arises from the prior that sensory input is temporally correlated.
Philippe Blondé +2 more
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The Annals of Mathematical Statistics, 1969 Define \begin{equation*}\tag{1.1}P = U/V \equiv \sum^m_{i=1}\lambda_ix_i^2/\sum^r_{i=1}x_i^2,\quad 1 \leqq m \leqq r,\end{equation*} where the $x_i$'s are independent and identically distributed as $N(0, 1)$, and $0 < \lambda_1 \leqq \lambda_2 \leqq \cdots \leqq \lambda_m$.
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On Bounds of Serial Correlations
The Annals of Mathematical Statistics, 1962 The role of serial correlations in time series analysis is well known. Considerable attention has been given to the derivation of their sampling properties when the sample size is both small and large. In all these discussions it has been tacitly assumed that these correlations are bounded between -1 and 1.
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The market efficiency of the Tanzania stock market [PDF]
Banks and Bank Systems, 2016 The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient.
Josephine Njuguna
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Serial correlation and TEV bias in index funds
South African Journal of Business Management, 2003 Index or passive fund managers and investors analyse the interim volatility of the difference between their fund’s returns and the index’s returns, i.e.
H. Raubenheimer
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A Multi-variables Multi -sites Model for Forecasting Hydrological Data Series
Journal of Engineering, 2023 A multivariate multisite hydrological data forecasting model was derived and checked using a case study. The philosophy is to use simultaneously the cross-variable correlations, cross-site correlations and the time lag correlations. The case study is of
Rafa H. Al-Suhili +1 more
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Moments of a Serial Correlation Coefficient
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1965 Summary For a discrete first-order auto-regressive scheme (with initial value zero) xt = αxt-1 + ϵt, expressions have been found for the first four moments of α̂=∑1nxtxt−1/∑1n−1xt2. The expressions are of two kinds : (i) series in ascending powers of α2, (ii) asymptotic series in descending powers of n.
Shenton, L. R., Johnson, W. L.
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Cup‐like nuclei are a distinctive morphological feature observed in certain cases of acute lymphoblastic leukemia (ALL). We provide evidence that they characterize DUX4/ERG ALL independently of IKZF1 deletion and reveal marked mitochondrial accumulation in this ALL subset.
Chloé Arfeuille +9 more
wiley +1 more source
The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models [PDF]
Expert Journal of Economics, 2014 This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately.
Mei-Yu LEE
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Exploration into power of homogeneity and serial correlation tests
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013 Verification of regression models is primarily based on analysis of error terms and constitutes one of the most important steps in applied regression analysis. In cross-sectional models, the error terms are typically heteroskedastic, while in time series
Luboš Střelec, Václav Adamec
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