Results 261 to 270 of about 1,195,709 (313)

Cattle Abortions and Congenital Malformations Due to Bluetongue Virus Serotype 3 in Southern Belgium, 2024. [PDF]

Viruses
Delooz L, De Regge N, De Leeuw I, Smeets F, Petitjean T, Grégoire F, Saegerman C.   +6 more
europepmc   +1 more source

Mechanical Parameters and Microstructural Evolution of FDM-Printed PLA and PLA+CF Under Variable Infill Architecture and Lubricant Exposure. [PDF]

Polymers (Basel)
Hozdić E, Hozdić E.
europepmc   +1 more source

From Break-Even Point to Dynamic Regenerative Balance: A Conceptual and Quantitative Framework Based on Preclinical Rabbit Sinus Lift Data. [PDF]

Dent J (Basel)
Botticelli D, Apaza Alccayhuaman KA, Xavier SP, Silva ER, Nakajima Y, Baba S.   +5 more
europepmc   +1 more source

Rate-Dependent Tensile Behavior of Glass Fiber Composites Reinforced with Quadriaxial Fabrics, with or Without Coremat Xi3 Interlayer, for Marine Applications. [PDF]

Polymers (Basel)
Deleanu L, Pelin G, Chiracu IG, Păduraru I, Constandache M, Ojoc GG, Vasiliu AV.   +6 more
europepmc   +1 more source

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Breaking the symmetry to structure light

Optics Letters, 2021
We show that by breaking the symmetry of a beam subjected to tight focusing, namely by obscuring half of it or, equivalently, shifting the beam away from the lens axis, it is possible to obtain novel light properties in the focal spot which, to the best of our knowledge, have not been observed before.
Svetlana N. Khonina, Ilya Golub
openaire   +2 more sources

Testing for Structural Breaks [PDF]

, 1991
The purpose of this paper is to investigate the tests of Hansen (1991) to detect structural breaks in cointegrated relations using Monte Carlo methods. The evaluation takes place within the linear quadratic model. The evidence for a single regressor suggests that the test have proper size and that the power is good provided the cost of adjustment is ...
Gregory, Allan W., Nason, James M., Gregory, Allan W., Nason, James M.   +3 more
openaire   +3 more sources

Structural Breaks in Financial Time Series

SSRN Electronic Journal, 2006
This paper reviews the literature on structural breaks in financial time series. The second section discusses the implications of structural breaks in financial time series for statistical inference purposes. In the third section we discuss change-point tests in financial time series, including historical and sequential tests as well as single and ...
Elena Andreou, Eric Ghysels
openaire   +1 more source