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A joint detection-estimation framework for analysing within-subject fMRI data

Vincent, Thomas; Risser, Laurent; Ciuciu, Pierre; … - Université Paris-Dauphine (Paris IX) - 2010

Magnetic Resonance Imaging (fMRI) data. Such data are usually acquired during sensory or cognitive experiments that aims at … experimental design manipulates; second, estimating the underlying activation dynamics. The first issue is usually addressed in the … well-adapted framework to treat spatially unsmoothed real fMRI data both in the 3D acquisition volume and on the cortical …

Persistent link: https://www.econbiz.de/10010707990

Evolutionary sequential Monte Carlo samplers for change-point models

Dufays, Arnaud - In: Econometrics : open access journal 4 (2016) 1, pp. 1-33

Sequential Monte Carlo (SMC) methods are widely used for non-linear filtering purposes. However, the SMC scope encompasses wider applications such as estimating static model parameters so much that it is becoming a serious alternative to Markov-Chain Monte-Carlo (MCMC) methods. Not only do SMC...

Persistent link: https://www.econbiz.de/10011504888

Volatility estimation using a rational GARCH model

Takaishi, Tetsuya - In: Quantitative finance and economics 2 (2018) 1, pp. 127-136

Persistent link: https://www.econbiz.de/10012137901

Observational learning in large-scalecongested service systems

Jin, Chen; Debo, Laurens; Iravani, Seyed - 2017

We study the impact of observational learning in large scale congested service systems with servers having heterogenous quality levels and customers that are heterogonously informed about the server quality. Providing congestion information to all customers allows them to avoid congested...

Persistent link: https://www.econbiz.de/10011756896

Has inflation targeting changed the conduct of monetary policy?

Creel, Jérôme; Hubert, Paul - In: Macroeconomic dynamics 19 (2015) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011308661

Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules

Zhu, Yanli; Chen, Haiqiang; Lin, Ming - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10012198389

A dynamic network model to measure exposure diversification in the Austrian interbank market

Hledik, Juraj; Rastelli, Riccardo - 2020

We design a statistical model for measuring the homogeneity of a financial network that evolves over time. Our model focuses on the level of diversi- fication of financial institutions; that is, whether they are more inclined to distribute their assets equally among partners, or if they rather...