Results 151 to 160 of about 1,664,685 (304)

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Taylor Times: Summer 2005

, 2005
Welcome Home, Habeckers! – Advancing Taylor University – MBA moves to new location – Building update – New Hires in Upland Student Affairs – Fort Wayne to host guest speakers – AQIP summer forum held – Accolades – Global engagement – New doctors in the ...
Taylor University
core  

Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren, Alexander Back, Timo Teräsvirta   +2 more
wiley   +1 more source

Taylor Times: February 6, 1998

, 1998
Taylor University hosts first Indiana Space Grant Consortium symposium – From the Office of the President – A Cup of Cold Water – Taylor Fort Wayne is model site for health fair for sixth consecutive year – Two recent grants push Taylor ahead to ...
Taylor University
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Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

On the Use of Generalized Coordinates to Describe the Temperature Dependence of Viscosity and Relaxation Time in the Glass Transition Region. [PDF]

Materials (Basel)
Mashanov AA, Razumovskaya IV, Ojovan MI, Batischeva YA, Darmaev MV.   +4 more
europepmc   +1 more source

On the Exact Limiting Distribution of a Volatility Target Index

Mathematical Finance, EarlyView.
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley   +1 more source

A standardized measurement-based approach to estimate modelled relative biological effectiveness for auditing carbon ion beams. [PDF]

Phys Imaging Radiat Oncol
Hartzell S, Guan F, Taylor P, Taddei PJ, Mirandola A, Magro G, Ciocca M, Peterson CB, Kry S.   +8 more
europepmc   +1 more source

Linking drought strategy to climate‐of‐origin in a widespread C4 grass: hydraulic traits, xylem anatomy and stomatal behaviour in Themeda triandra

New Phytologist, EarlyView.
Climate‐of‐origin of Themeda triandra populations used in this study. Summary Hydraulic, stomatal, and anatomical traits strongly influence plant performance under drought, but the extent to which these trait‐types are coordinated and relate to climate‐of‐origin remains vastly underexplored in herbaceous species relative to woody plants.
Vinod Jacob, Christopher J. Blackman, Brendan Choat, Brian J. Atwell, Eloise Foo, Alejandro Correa‐Lozano, Travis G. Britton, Emma E. Sumner, Ian J. Wright   +8 more
wiley   +1 more source

Numerical Evaluation of Gaussian Mixture Entropy. [PDF]

Entropy (Basel)
Joudeh B, Škorić B.
europepmc   +1 more source