Results 71 to 80 of about 19,330,588 (265)
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices [PDF]
We test for the presence of time-varying parameters (TVP) in the long-run dynamics of energy prices for oil, natural gas and coal, within a standard class of mean-reverting models. We also propose residual-based diagnostic tests and examine out-of-sample
Maral Kichian +3 more
core
Robust synchronization of a class of coupled delayed networks with multiple stochastic disturbances: The continuous-time case [PDF]
, 2011 In this paper, the robust synchronization problem is investigated for a new class of continuous-time complex networks that involve parameter uncertainties, time-varying delays, constant and delayed couplings, as well as multiple stochastic disturbances.
Liu, X +5 more
core +1 more source
How (i)rrational are we? A case of Croatian inflation
Croatian Operational Research Review, 2015 This paper examines the validity of the rational expectations hypothesis (REH) in the case of Croatian consumers and their inflation estimates. The added value of this paper in comparison to previous similar studies lies in the state space methodology ...
Nataša Erjavec +2 more
doaj +1 more source
Synergistic perspectives—How single‐molecule biophysics complement biochemical understanding
FEBS Letters, EarlyView.In this review, we discuss how ensemble biochemistry and single‐molecule approaches are complementary, outline commonly used single‐molecule techniques, and illustrate their relevance through two representative case studies: chromatin organization by SMC complexes and pathway choice during DNA double‐strand break repair.
Sara De Bragança +2 more
wiley +1 more source
Classical time-varying FAVAR models - estimation, forecasting and structural analysis [PDF]
We propose a classical approach to estimate factor-augmented vector autoregressive (FAVAR) models with time variation in the factor loadings, in the factor dynamics, and in the variance-covariance matrix of innovations.
Eickmeier, Sandra +2 more
core
FEBS Letters, EarlyView.How do genomes gain new functional parts? In eukaryotes, which tend to evolve under weak selection, much of the genome is junk. Palazzo and Qiu borrow the logic of Markov chains to show how non‐functional DNA becomes functional through the appearance of intermediate states, which arise due to epistasis, buffering, and biochemical messiness, allowing ...
Alexander F. Palazzo, Yi Qiu
wiley +1 more source
Adaptive Estimation of Autoregressive Models with Time-Varying Variances [PDF]
Stable autoregressive models of known finite order are considered with martingale differences errors scaled by an unknown nonparametric time-varying function generating heterogeneity.
Peter C.B. Phillips, Ke-Li Xu
core
Comparison of time varying parameters.
, 2021 Best fit parameters of the time-varying infection, recovery and death rates.
Zhenquan Li (2195320) +2 more
core +1 more source
ForecastingThis research tackles the challenge of forecasting nonlinear time series data with stochastic structural variations by proposing the Markov switching autoregressive model with time-varying parameters (MSAR-TVP).
Syarifah Inayati +3 more
doaj +1 more source
Energies, 2017 This paper mainly investigates the sensitive characteristics of lithium-ion batteries so as to provide scientific basises for simplifying the design of the state estimator that adapt to various environments.
Yun Zhang +3 more
doaj +1 more source