Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes. [PDF]
A new test for constant correlation is proposed. Based on the bivariate Student-t distribution, this test is derived as Lagrange multiplier (LM) test. Whereas most of the traditional tests (e.g. Jennrich, 1970, Tang, 1995 and Goetzmann, Li & Rouwenhorst,
Matthias Fischer
core
Estimates of best $m$-term trigonometric approximation of classes of analytic functions [PDF]
, 2014 A. S. Serdyuk +1 more
openalex +1 more source
Time Dependent Inverse Optimal Control using Trigonometric Basis Functions [PDF]
, 2023 Rahel Rickenbach +2 more
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Electron microscopy‐based three‐dimensional subcellular imaging of plant male gametophyte
Journal of Integrative Plant Biology, EarlyView.The Aquilos2 Cryo‐FIB workflows provide practical routes for cryo‐electron tomography and volume imaging in plant structural biology. ABSTRACT Understanding cellular events in three dimensions (3D) is of great importance for the annotation and illustration of biological processes in a contextual way. Imaging techniques based on electron microscopy (EM),
Zhiqi Liu +9 more
wiley +1 more source
Interest Rate Pegs and the Reversal Puzzle: On the Role of Anticipation
Journal of Money, Credit and Banking, EarlyView.Abstract We revisit the reversal puzzle: a counterintuitive contraction of inflation in response to an interest rate peg. We show that its occurrence is intimately related to the degree of agents' anticipation. If agents perfectly anticipate the peg, reversals occur depending on the duration of the peg.
RAFAEL GERKE +2 more
wiley +1 more source
A Mixture Transition Distribution Modeling for Higher‐Order Circular Markov Processes
Journal of Time Series Analysis, EarlyView.ABSTRACT This study considers the stationary higher‐order Markov process for circular data by employing the mixture transition distribution modeling. The underlying circular transition distribution is based on Wehrly and Johnson's bivariate joint circular models.
Hiroaki Ogata, Takayuki Shiohama
wiley +1 more source
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
On the p-Version of the Schwab-Borchardt Mean
International Journal of Mathematics and Mathematical Sciences, 2014 This paper deals with a one-parameter generalization of the Schwab-Borchardt mean. The new mean is defined in terms of the inverse functions of the generalized trigonometric and generalized hyperbolic functions.
Edward Neuman
doaj +1 more source
A PLETHORA3/7 transcription factor shapes cucumber shoot architecture
New Phytologist, EarlyView.Summary PLETHORA transcription factors (PLTs) are master regulators of plant development. Loss of shoot meristematic PLTs leads to reduced phyllotactic regularity and robustness in Arabidopsis and increased inflorescence branching in tomato. Whether these factors have similar functions in other species is not known.
Merijn Kerstens +6 more
wiley +1 more source
On the Inequalities for the Generalized Trigonometric Functions [PDF]
, 2014 Edward Neuman
openalex +1 more source