A Comparative Review of Specification Tests for Diffusion Models
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Torsional Stability of the Femoral Neck System for Pauwels Type III Femoral Neck Fracture Fixation: A Finite-element Analysis. [PDF]
Chantarapanich N +3 more
europepmc +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Stress evaluation in one-piece and bone- or tissue-level two-piece zirconia dental implants with ceramic or titanium abutment screws: a finite element analysis. [PDF]
Gul A +4 more
europepmc +1 more source
Goodness‐of‐Fit Tests for Positive Quadrant Dependence
Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley +1 more source
The necessity of cement augmentation in metastatic femur stabilization explored by finite element analysis. [PDF]
Suh IW, Park CH, Moon YJ.
europepmc +1 more source
Tooth rotational control with varying attachment configurations in clear aligners under compromised periodontal ligament support: a finite element study. [PDF]
Huang Y, Wong H, Yang P.
europepmc +1 more source
Orthodontically Induced External Root Resorption: A Finite Element Analysis. [PDF]
Moga RA, Olteanu CD, Delean AG.
europepmc +1 more source
Numerical and statistical analysis of aluminum deep drawing using LS-DYNA coupled with Taguchi design and response surface methodology. [PDF]
Shamso E, El Kafy MA, Naeim N.
europepmc +1 more source
Finite element analysis of plate placement in canine elbow arthrodesis: comparison of caudal, medial, and lateral applications. [PDF]
Shin J, Ko J, Heo S.
europepmc +1 more source

