Works about JUMP processes

Results: 872

THE PROBABILITY DISTRIBUTION OF FOREIGN EXCHANGE PRICE CHANGES: TESTS OF CANDIDATE PROCESSES.

Published in:

Review of Economics & Statistics, 1988, v. 70, n. 4, p. 638, doi. 10.2307/1935827

By:

Tucker, Alan L.;
Pond, Lallon

Publication type:

Article

MIXED DIFFUSION-JUMP PROCESS MODELING OF EXCHANGE RATE MOVEMENTS.

Published in:

Review of Economics & Statistics, 1988, v. 70, n. 4, p. 631, doi. 10.2307/1935826

By:

Akgiray, Vedat;
Booth, G. Geoffrey

Publication type:

Article

High resistance and giant permittivity study of Ni0.4Zn0.6Fe2O4 spinel ferrite as a function of frequency and temperature.

Published in:

Journal of Materials Science: Materials in Electronics, 2022, v. 33, n. 23, p. 18858, doi. 10.1007/s10854-022-08735-3

By:

Hajlaoui, Mohsen Elain;
Dhahri, Essebti;
Khirouni, Kamel

Publication type:

Article

Influence of Zn(II) on the structure, magnetic and dielectric dynamics of nano-LaFeO3.

Published in:

Journal of Materials Science: Materials in Electronics, 2020, v. 31, n. 6, p. 4542, doi. 10.1007/s10854-020-03005-6

By:

Lakshmana Rao, T.;
Pradhan, M. K.;
Singh, Saurabh;
Dash, S.

Publication type:

Article

Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 2, p. 285, doi. 10.1007/s10690-023-09415-w

By:

Lai, Yi-Hao;
Wang, Yi-Chiuan;
Chang, Yu-Ching

Publication type:

Article

Lévy processes driven by stochastic volatility.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 333, doi. 10.1007/s10690-006-9029-2

By:

Chourdakis, Kyriakos

Publication type:

Article

On a projection least squares estimator for jump diffusion processes.

Published in:

Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 2, p. 209, doi. 10.1007/s10463-023-00881-7

By:

Halconruy, Hélène;
Marie, Nicolas

Publication type:

Article

A universal approach to estimate the conditional variance in semimartingale limit theorems.

Published in:

Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 6, p. 1089, doi. 10.1007/s10463-020-00781-0

By:

Vetter, Mathias

Publication type:

Article

Self-exciting jump processes with applications to energy markets.

Published in:

Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 2, p. 373, doi. 10.1007/s10463-016-0591-8

By:

Eyjolfsson, Heidar;
Tjøstheim, Dag

Publication type:

Article

Study on the influence of process parameters in twin tungsten electrode-wire electrode indirect arc welding.

Published in:

International Journal of Advanced Manufacturing Technology, 2024, v. 130, n. 11/12, p. 5547, doi. 10.1007/s00170-024-12944-x

By:

Liu, Liming;
Liu, Runtao;
Zhu, Yanli

Publication type:

Article

On stochastic completeness of jump processes.

Published in:

Mathematische Zeitschrift, 2012, v. 271, n. 3/4, p. 1211, doi. 10.1007/s00209-011-0911-x

By:

Grigor'yan, Alexander;
Huang, Xueping;
Masamune, Jun

Publication type:

Article

Local dynamics and synchronization in a granular glass.

Published in:

Granular Matter, 2012, v. 14, n. 2, p. 239, doi. 10.1007/s10035-012-0320-9

By:

Caballero-Robledo, G.;
Goldenberg, Chay;
Clement, Eric

Publication type:

Article

Calculational models for mode II and mode III small fatigue crack growth in structural elements.

Published in:

Archive of Applied Mechanics, 2022, v. 92, n. 4, p. 1273, doi. 10.1007/s00419-022-02104-6

By:

Yadzhak, Nataliya;
Andreykiv, Oleksandr;
Dolinska, Iryna

Publication type:

Article

Observer-based feedback linearisation of nonlinear ultrasonic systems.

Published in:

Archive of Applied Mechanics, 2016, v. 86, n. 10, p. 1743, doi. 10.1007/s00419-016-1148-2

By:

Ille, Igor;
Mojrzisch, Sebastian;
Twiefel, Jens

Publication type:

Article

Jump Risk Contagion and Determinants Driven by COVID-19 in Sino-US Stock Market: An Empirical Analysis from a Dependence Perspective.

Published in:

Fluctuation & Noise Letters, 2024, v. 23, n. 4, p. 1, doi. 10.1142/S0219477524500317

By:

Du, Xinyu;
Lv, Zhengyang;
Yuan, Ying;
Xu, Xinning;
Zhao, Chong

Publication type:

Article

Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2019020

By:

Calvia, Alessandro

Publication type:

Article

Backward SDEs and infinite horizon stochastic optimal control.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018022

By:

Confortola, Fulvia;
Cosso, Andrea;
Fuhrman, Marco

Publication type:

Article

A pedestrian trajectory prediction method based on improved LSTM network.

Published in:

IET Image Processing (Wiley-Blackwell), 2024, v. 18, n. 2, p. 379, doi. 10.1049/ipr2.12954

By:

Liu, Fugang;
Duan, Songnan;
Juan, Wang

Publication type:

Article

Dynamical activity universally bounds precision of response in Markovian nonequilibrium systems.

Published in:

Communications Physics, 2025, v. 8, n. 1, p. 1, doi. 10.1038/s42005-025-01982-w

By:

Liu, Kangqiao;
Gu, Jie

Publication type:

Article

Finite element solution of a class of parabolic integro-differential equations with inhomogeneous jump conditions using FreeFEM++.

Published in:

Computational Methods for Differential Equations, 2024, v. 12, n. 2, p. 314, doi. 10.22034/CMDE.2023.50871.2114

By:

Adewole, Matthew Olayiwola

Publication type:

Article

Two-Scale Network Dynamic Model for Energy Commodity Processes.

Published in:

Journal of Energy (2356-735X), 2020, p. 1, doi. 10.1155/2020/2075258

By:

Otunuga, Olusegun M.;
Ladde, Gangaram

Publication type:

Article

MODELING JSE STOCK RETURNS DYNAMICS: GARCH VERSUS STOCHASTIC VOLATILITY.

Published in:

Journal of Developing Areas, 2022, v. 56, n. 1, p. 175, doi. 10.1353/jda.2022.0017

By:

Agbeyegbe, Terence D.

Publication type:

Article

Fractal characteristics and acoustic emission b-value of cement superfine tailings backfill with initial defect consideration.

Published in:

Nondestructive Testing & Evaluation, 2024, v. 39, n. 2, p. 384, doi. 10.1080/10589759.2023.2201498

By:

Zhao, Kang;
Huang, Qizheng;
Zhou, Yun;
Yan, Yajing;
Yang, Jian;
Ma, Chao;
Nie, Qiang;
Chen, Jiale;
Shi, Yichen

Publication type:

Article

Modeling Financial Intraday Jump Tail Contagion with High Frequency Data Using Mutually Exciting Hawkes Process.

Published in:

Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/7940647

By:

Yu, Chao;
Bi, Jianxin;
Zhao, Xujie

Publication type:

Article

Joint discrete and continuous matrix distribution modeling.

Published in:

Stochastic Models, 2024, v. 40, n. 1, p. 1, doi. 10.1080/15326349.2023.2185257

By:

Bladt, Martin;
Gardner, Clara Brimnes

Publication type:

Article

On population growth with catastrophes.

Published in:

Stochastic Models, 2022, v. 38, n. 2, p. 214, doi. 10.1080/15326349.2021.2020660

By:

Goncalves, Branda;
Huillet, Thierry;
Löcherbach, Eva

Publication type:

Article

On the spectral radius and stiffness of Markov jump process rate matrices.

Published in:

Stochastic Models, 2021, v. 37, n. 1, p. 85, doi. 10.1080/15326349.2020.1815546

By:

Glynn, Peter;
Infanger, Alex

Publication type:

Article

Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps.

Published in:

Stochastic Models, 2020, v. 36, n. 2, p. 337, doi. 10.1080/15326349.2020.1717344

By:

Palmowski, Zbigniew;
Vatamidou, Eleni

Publication type:

Article

Equivalent measure changes for subordinate diffusions.

Published in:

Stochastic Models, 2019, v. 35, n. 4, p. 357, doi. 10.1080/15326349.2019.1606719

By:

Li, Lingfei;
Mendoza-Arriaga, Rafael

Publication type:

Article

Self-stabilizing processes.

Published in:

Stochastic Models, 2018, v. 34, n. 4, p. 409, doi. 10.1080/15326349.2018.1521726

By:

Falconer, K. J.;
Lévy Véhel, J.

Publication type:

Article

A weak convergence criterion for constructing changes of measure.

Published in:

Stochastic Models, 2016, v. 32, n. 2, p. 233, doi. 10.1080/15326349.2015.1114891

By:

Blanchet, Jose;
Ruf, Johannes

Publication type:

Article

The Stationary Distribution of a Markov Jump Process Glued Together from Two State Spaces at Two Vertices.

Published in:

Stochastic Models, 2015, v. 31, n. 4, p. 525, doi. 10.1080/15326349.2015.1055769

By:

Mélykúti, Bence;
Pfaffelhuber, Peter

Publication type:

Article

Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains.

Published in:

Stochastic Models, 2013, v. 29, n. 1, p. 89, doi. 10.1080/15326349.2013.750534

By:

Ephraim, Y.;
Mark, B.L.

Publication type:

Article

Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices.

Published in:

Econometrics (2225-1146), 2023, v. 11, n. 2, p. 15, doi. 10.3390/econometrics11020015

By:

Gruszka, Jarosław;
Szwabiński, Janusz

Publication type:

Article

Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets.

Published in:

Econometrics (2225-1146), 2016, v. 4, n. 3, p. 34, doi. 10.3390/econometrics4030034

By:

Xin Zhang;
Donggyu Kim;
Yazhen Wang

Publication type:

Article

水下地形匹配定位置信区间估计.

Published in:

Geomatics & Information Science of Wuhan University, 2019, v. 44, n. 6, p. 830, doi. 10.13203/j.whugis20170281

By:

王汝鹏;
李晔;
马腾;
丛正;
贡雨森;
张强

Publication type:

Article

Persistence in mean and extinction of a hybrid stochastic delay Gompertz model with Levy jumps.

Published in:

Journal of Mathematical Modeling (JMM), 2023, v. 11, n. 3, p. 451, doi. 10.22124/jmm.2023.24164.2156

By:

Guixin Hu;
Bingqing Li;
Zhihao Geng

Publication type:

Article

Estimation in a general mixture of Markov jump processes.

Published in:

Canadian Journal of Statistics, 2024, v. 52, n. 4, p. 1, doi. 10.1002/cjs.11814

By:

Frydman, Halina;
Surya, Budhi Arta

Publication type:

Article

Jump‐robust testing of volatility functions in continuous time models.

Published in:

Canadian Journal of Statistics, 2022, v. 50, n. 3, p. 1071, doi. 10.1002/cjs.11640

By:

Chen, Qiang;
Xu, Wanzi;
Gong, Yuting

Publication type:

Article

METHODOLOGICAL APPROACHES IN EDUCATING THE RAPID FORCE MOBILISATION CAPACITY OF SKI JUMPERS.

Published in:

Bulletin of the Transilvania University of Brasov, Series IX: Sciences of Human Kinetics, 2019, v. 12, n. 2, p. 49, doi. 10.31926/but.shk.2019.12.61.2.38

By:

GROSZ, Wilhelm Robert

Publication type:

Article

Introducing a new approach for modeling a given time series based on attributing any random variation to a jump event: jump-jump modeling.

Published in:

Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-51863-5

By:

Movahed, Ali Asghar;
Noshad, Houshyar

Publication type:

Article

There and back again: when and how the world's richest snake family (Dipsadidae) dispersed and speciated across the Neotropical region.

Published in:

Journal of Biogeography, 2024, v. 51, n. 5, p. 878, doi. 10.1111/jbi.14790

By:

Serrano, Filipe C.;
Pontes‐Nogueira, Matheus;
Sawaya, Ricardo J.;
Alencar, Laura R. V.;
Nogueira, Cristiano C.;
Grazziotin, Felipe G.

Publication type:

Article

Statistical comparison of DEC and DEC+J is identical to comparison of two ClaSSE submodels, and is therefore valid.

Published in:: Journal of Biogeography, 2022, v. 49, n. 10, p. 1805, doi. 10.1111/jbi.14346
Publication type:: Article

In and out of America: Ecological and species diversity in Holarctic giant silkmoths suggests unusual dispersal, defying the dogma of an Asian origin.

Published in:

Journal of Biogeography, 2020, v. 47, n. 4, p. 903, doi. 10.1111/jbi.13756

By:

Rubinoff, Daniel;
Doorenweerd, Camiel

Publication type:

Article

Energetic formulation for rate-independent processes: remarks on discontinuous evolutions with a simple example.

Published in:

Acta Mechanica, 2016, v. 227, n. 10, p. 2805, doi. 10.1007/s00707-016-1636-z

By:

Alessi, Roberto

Publication type:

Article

Effective diffusion in thin structures via generalized gradient systems and EDP-convergence.

Published in:

Discrete & Continuous Dynamical Systems - Series S, 2021, v. 14, n. 1, p. 395, doi. 10.3934/dcdss.2020345

By:

Frenzel, Thomas;
Liero, Matthias

Publication type:

Article

LARGE DEVIATIONS FOR MULTI-SCALE REGIME-SWITCHING JUMP DIFFUSION SYSTEMS.

Published in:

Communications on Pure & Applied Analysis, 2022, v. 21, n. 12, p. 4363, doi. 10.3934/cpaa.2022147

By:

XIAOCUI MA;
JUN LI;
FUBAO XI

Publication type:

Article

ON THE DIFFERENTIABILITY OF THE SOLUTIONS OF NON-LOCAL ISAACS EQUATIONS INVOLVING 1/2-LAPLACIAN.

Published in:

Communications on Pure & Applied Analysis, 2016, v. 15, n. 3, p. 907, doi. 10.3934/cpaa.2016.15.907

By:

BISWAS, IMRAN H.;
CHOWDHURY, INDRANIL

Publication type:

Article

Asymptotic distribution of the jump change-point estimator.

Published in:

Chinese Annals of Mathematics, 2012, v. 33, n. 3, p. 429, doi. 10.1007/s11401-012-0708-1

By:

Tan, Changchun;
Niu, Huifang;
Miao, Baiqi

Publication type:

Article

Quantitative study of diffusion jumps in atomistic simulations of model gas–polymer systems.

Published in:

Molecular Physics, 2012, v. 110, n. 11/12, p. 1171, doi. 10.1080/00268976.2012.663511

By:

Raptis, Theophanes E.;
Raptis, Vasilios E.;
Samios, Jannis

Publication type:

Article