Results 261 to 270 of about 3,581,851 (300)

Structural Breaks in the Game

Journal of Sports Economics, 2015
To search for eras in a sports league, we utilize time-series tests with structural breaks in Major League Baseball performance. Using data from 1871-2010, the mean and standard deviation of four different performance measures are examined. Throughout, rather than assume that a break point is known a priori, we identify breaks endogenously from the ...
Peter A. Groothuis, Kurt W. Rotthoff, Mark C. Strazicich   +2 more
openaire   +1 more source

Testing the Null of Cointegration with Structural Breaks* [PDF]

Oxford Bulletin of Economics and Statistics, 2006
AbstractWe propose a Lagrange Multiplier‐type statistic to test the null hypothesis of cointegration allowing for the possibility of a structural break, in both the deterministic and the cointegration vectors. Our proposal focuses on the presence of endogenous regressors.
Josep Lluís Carrion-i-Silvestre, Andreu Sansó   +1 more
openaire   +1 more source

Breaking the chains: structure and function of the deubiquitinases

Nature Reviews Molecular Cell Biology, 2009
Ubiquitylation is a reversible protein modification that is implicated in many cellular functions. Recently, much progress has been made in the characterization of a superfamily of isopeptidases that remove ubiquitin: the deubiquitinases (DUBs; also known as deubiquitylating or deubiquitinating enzymes). Far from being uniform in structure and function,
David, Komander, Michael J, Clague, Sylvie, Urbé   +2 more
openaire   +2 more sources

Breaking abstractions and unstructuring data structures

Proceedings of the 1998 International Conference on Computer Languages (Cat. No.98CB36225), 2002
To ensure platform independence, mobile programs are distributed in forms that are isomorphic to the original source code. Such codes are easy to decompile, and hence they increase the risk of malicious reverse engineering attacks. Code obfuscation is one of several techniques which has been proposed to alleviate this situation. An obfuscator is a tool
Christian S. Collberg, Clark D. Thomborson, Douglas Low   +2 more
openaire   +1 more source

Was There a Structural Break in Barry Bonds's Bat? [PDF]

Journal of Quantitative Analysis in Sports, 2012
In a recent paper, Fair (2008) utilizes monthly data on on-base percentage plus slugging percentage (OPS) to estimate the expected age profile of batting performance in Major League Baseball (MLB) and finds a peak performance at 27.6 years. However, he notes that a small group of 18 players have age-performance profiles that deviate significantly from ...
Stephen Clayton, Michael Nieswiadomy, Mark C. Strazicich   +2 more
openaire   +1 more source

Asymmetric Volatility Models with Structural Breaks

Communications in Statistics - Simulation and Computation, 2012
This article develops an asymmetric volatility model that takes into consideration the structural breaks in the volatility process. Break points and other parameters of the model are estimated using MCMC and Gibbs sampling techniques. Models with different number of break points are compared using the Bayes factor and BIC.
Neelabh Rohan, T. V. Ramanathan
openaire   +2 more sources

Detecting structural breaks in realized volatility

Computational Statistics & Data Analysis, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Junmo Song, Changryong Baek
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

Model Restarts for Structural Symmetry Breaking

2008
There exist various methods to break symmetries. The two that concern us in this paper are static symmetry breaking where we add static constraints to the problem (see e.g. [1,3]) and symmetry breaking by dominance detection (SBDD) where we filter values based on a symmetric dominance analysis when comparing the current searchnode with those that were ...
Daniel S. Heller, Aurojit Panda, Meinolf Sellmann, Justin Yip   +3 more
openaire   +1 more source

Structural Breaks in Emission Allowance Prices

SSRN Electronic Journal, 2017
We study structural breaks in the European Union Trading System's emission allowance price process during Phase II and Phase III, covering the years 2008 to 2016. We find that there is a structural break between Phase II and Phase III. However, there are several regimes within each of these phases.
Peter Molnar, Sven Thies
openaire   +1 more source