Model-Independent Stochastic Declustering
, 2007 Model-Independent Stochastic DeclusteringIstituto Nazionale di Geofisica e Vulcanologia (INGV), Rome, Italy Institute of Statistical Mathematics (ISM), Tokyo, Japan Swiss Seismological Service, Institute of Geophysics (ETH), Zürich ...
Marsan, D.
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Identifiability of the Stochastic Frontier Models [PDF]
This paper examines the identifiability of the standard single-equation stochastic frontier models with uncorrelated and correlated error components giving, inter alia, mathematical content to the notion of “near-identifiability” of a statistical model ...
Das, Arabinda, Bandyopadhyay, Debdas
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High-Precision Multi-Source Fusion Navigation Solutions for Complex and Dynamic Urban Environments
Remote SensingWith the rapid advancement of artificial intelligence, particularly in fields such as autonomous driving, drone delivery, and logistics automation, the demand for high-precision and robust navigation services has become critical.
Long Li +6 more
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Characterizing economic trends by Bayesian stochastic model specification search [PDF]
We apply a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. We illustrate that the methodology can be quite successfully applied
Stefano Grassi, Tommaso Proietti
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Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors [PDF]
The efficient Bayesian estimation method using Markov chain Monte Carlo is proposed for a multivariate stochastic volatility model that is a natural extension of the univariate stochastic volatility model with leverage and heavy-tailed errors, where we ...
Yasuhiro Omori, Tsunehiro Ishihara
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Indirect inference for stochastic volatility models via the log-squared observations. [PDF]
Model; Models; Stochastic volatility; Volatility;
Dhaene, Geert
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Antisense transcription‐dependent chromatin signature modulates sense transcript dynamics
Molecular Systems Biology, 2018 Antisense transcription is widespread in genomes. Despite large differences in gene size and architecture, we find that yeast and human genes share a unique, antisense transcription‐associated chromatin signature.
Thomas Brown +8 more
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tail behavior of a threshold autoregressive stochastic volatility model [PDF]
We consider a threshold autoregressive stochastic volatility model where the driving noises are sequences of iid regurlarly random vatiables. We prove that both the right and the left tails of the marginal distribution of the log-volatility process are ...
Dominique Guegan, Aliou Diop
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Investigation of Peak Water Consumption Variability at Local Scale in Puglia (Southern Italy)
Proceedings, 2018 In this study an analysis of the water supply variability for three towns in Puglia (Southern Italy), Roccaforzata, Palagianello and Palagiano was carried out, based on a time series continuously recorded over three years.
Gabriella Balacco +4 more
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A Stochastic Bioeconomic Model with Research [PDF]
This paper provides an incremental extension of a stochastic renewable resource model (Pindyck 1984) to include population dynamics research; i.e., the rate of accrual of information regarding the stochastic evolution of the stock, as a dynamic choice ...
Herrera, Guillermo E., Jin, Di
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