Results 71 to 80 of about 26,074 (306)
A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model [PDF]
We propose a likelihood ratio (LR) test of stationarity based on a widely-used correlated unobserved components model. We verify the asymptotic distribution and consistency of the LR test, while a bootstrap version of the test is at least first-order ...
Tara M. Sinclair +2 more
core
A Bayesian Analysis of Unobserved Component Models UsingOx [PDF]
Journal of Statistical Software, 2011 This article details a Bayesian analysis of the Nile river flow data, using a similar state space model as other articles in this volume. For this data set, Metropolis-Hastings and Gibbs sampling algorithms are implemented in the programming language Ox. These Markov chain Monte Carlo methods only provide output conditioned upon the full data set.
openaire +7 more sources
Advanced Materials, EarlyView.Magnetic doping of the topological insulator Bi2Te3 with erbium adatoms induces out‐of‐plane magnetism and breaks time‐reversal symmetry, opening a Dirac gap and driving a Fermi surface transition from hexagonal to star‐of‐David geometry. Microscopy, spectroscopy, and magnetic dichroism reveal atomically controlled magnetic interactions that tailor the
Beatriz Muñiz Cano +18 more
wiley +1 more source
Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models [PDF]
We propose an alterative approach to obtaining a permanent equilibrium exchange rate (PEER), based on an unobserved components (UC) model. This approach offers a number of advantages over the conventional cointegration-based PEER. Firstly, we do not rely
Ronald MacDonald, Xiaoshan Chen
core
The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances [PDF]
, 2007 The objective of this paper is to analyze the consequences of fitting ARIMA-GARCH models to series generated by conditionally heteroscedastic unobserved component models.
Santiago Pellegrini +6 more
core
Journal of Statistical Software, 2011 This paper uses several examples to show how the econometrics program RATS can be used to analyze state space models. It demonstrates Kalman filtering and smoothing, estimation of hyperparameters, unconditional and conditional simulation.
Thomas Doan
doaj
SSMMATLAB: A Set of MATLAB Programs for the Statistical Analysis of State Space Models
Journal of Statistical Software, 2015 This article discusses and describes SSMMATLAB, a set of programs written by the author in MATLAB for the statistical analysis of state space models. The state space model considered is very general.
Victor Gómez
doaj +1 more source
AI–Guided 4D Printing of Carnivorous Plants–Inspired Microneedles for Accelerated Wound Healing
Advanced Materials, EarlyView.This work presents an artificial intelligence (AI)‐guided 4D‐printed microneedle platform inspired by carnivorous plants for wound healing. A thermo‐responsive shape memory polymer enables body temperature–triggered self‐coiling for autonomous wound closure.
Hyun Lee +21 more
wiley +1 more source
A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation [PDF]
In an unobserved components framework of US output trend and cycle, this paper seeks to determine the causal interaction between permanent and transitory innovations.
Weber, Enzo
core
Second‐Harmonic Hyper‐Mie Optical Activity Enables Closed‐Loop Chiral Photochemistry
Advanced Materials, EarlyView.Nonlinear chiral photochemistry is demonstrated in CdTe/CdO nanohelices, where circularly polarized infrared light both drives and tracks photo‐oxidation via second‐harmonic scattering. This closed‐loop process reveals real‐time structural evolution, including shell fracturing and core exposure, accompanied by a transition from hyper‐Mie to hyper ...
Hoyeon Choi +6 more
wiley +1 more source