We use point processes to analyze market order arrivals on the intraday market for hourly electricity deliveries in Germany in the second quarter of 2015. As we distinguish between buys and sells, we work in a multivariate setting. We model the arrivals with a Hawkes process whose baseline...

In the Cochrane Database of Systematic Reviews (CDSR) 75% of reported meta-analyses contain five or fewer studies. For a small dataset a reasonable goodness-of-fit test on a statistical model cannot be performed since either it requires a large sample size for the validity of asymptotic...

Background: Economic research on hospital palliative care faces major challenges. Observational studies using routine data encounter difficulties because treatment timing is not under investigator control and unobserved patient complexity is endemic. An individual's predicted LOS at admission...