Nonlinear Kalman Filtering in Affine Term Structure Models

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We develop a general framework for analyzing the usefulness of imposing parameter restric- tions on a forecasting model. We propose a measure of the usefulness of the restrictions

Homocysteine plasma levels in patients treated with antiepileptic drugs depend on folate and vitamin B12 serum levels, but not on genetic variants of homocysteine

In this study, the highest discriminatory variables re- garding the mode of delivery were: birth weight, inlet trans- verse diameter, bi-parietal diameter, and outlet antero-pos-

In general, many relevant simplicial spheres (associahedra [Lod04, HL07], graph associahedra [CD06], nestohedra [Pos09, FS05], signed tree associahedra [Pil13], Coxeter

We first use the linear cointegration framework (Granger, 1981; Engle and Granger, 1987; Johansen, 1988) to investigate the long-run relationship between two integrated

A gauche : évolution de la contrainte moyenne en fonction de la déformation volumique pour les essais triaxiaux à 200 MPa de confinement sur les bétons R30A7 sec, saturé, et

Abstract: This paper deals with parameter and state estimation in a bounded-error context for uncertain dynamical aerospace models when the input is considered optimized or not.. In