[PDF] Top 20 Selection of the number of factors in presence of structural instability: a Monte Carlo study

... aim of this paper is to study the selection of the number of factors of different tests and information criteria in presence of ... Voir le document complet

... to the circular problem in the cointegration testing, more emphasis has been put on the selection of the actual number of breaks in long-run ...issue ... Voir le document complet

... In that latter case, ε t = √ h t ξ t , h t = a 0 +a 1 ε 2 t−1 +b 1 h t−1 , with ξ t a sequence of ...variance, a 0 = 1, a 1 = 0.15 and b 1 = 0.8. We consider 9 models: ... Voir le document complet

... In that latter case, ε t = √ h t ξ t , h t = a 0 +a 1 ε 2 t−1 +b 1 h t−1 , with ξ t a sequence of ...variance, a 0 = 1, a 1 = 0.15 and b 1 = 0.8. We consider 9 models: ... Voir le document complet

... Comme il a été explicité précédemment concernant les espaces des phases, les PSF peuvent être utilisés ou créés avec GATE au format IAEA ou Root. Afin d’évaluer la possibilité de travailler avec des fichiers au ... Voir le document complet

... acknowledge the financial support of the Natural Sciences and Engineering Research Council of Canada through a grant to NCM2 [Network for Computing and Mathematical ...draft of ... Voir le document complet

... confirm the following important idea: when the contrast lies inside the critical interval, the solution in the rounded geometry, when it is well-defined, critically depends on ... Voir le document complet

... simulation of the discretized version of the process of interest is usually the first step of a Monte Carlo procedure for a financial ... Voir le document complet

... samples in motion. B. Rother developed a simple analytical model to predict the e ffects of substrate-carrier arrangements (di fferent numbers of satellites, different gear ratios between ... Voir le document complet

... 1.7) in order to compare results with the smooth reference ...is the vapor pressure at temperature T = 293K (temperature deviation during measurements is small enough to neglect temperature effect on ... Voir le document complet

... 05.60.2k Monte Carlo methods provide powerful tools for a wide range of problems in statistical physics, biology, engineer- ing science, and medical applications ...[1,2]. In ... Voir le document complet

... are of central interest for the under- standing of the physics of many complex many-body ...by the application of an inhomogeneous external field. In addition to ... Voir le document complet

... is a process believed to play a key role in many phenomena oc- curring in laboratory and astrophysical plasmas, such as magnetospheric substorms, coronal mass ejections and sawtooth crashes ... Voir le document complet

... as a function of p, m and h Λi ∞ ...analyse the behaviour of these observ- ables as a function of ...1, the transmission proba- bility increases with the void ... Voir le document complet

... ] in 10 periods. As for the grid in the x-component, we use a 25-point uniform space-grid on the interval [e −20 , ...estimate the early exercise value by first using ... Voir le document complet

... Ξ of Θ. Two rules are used to move the particle (See Figure ...use a Gaussian step Z (k+1)∆t = Z k∆t + √ 2D 0 (B (k+1)∆t − B k∆t ...use a SNOB step around the interface (in which ... Voir le document complet

... PERSPECTIVES A novel method is described in the present paper, provid- ing the density of states of assemblies of several hundreds to several thousands of ...atoms. ... Voir le document complet

... apply the irreversible event-chain Monte Carlo (ECMC) algorithm to the simulation of dense all-atom systems with long-range Coulomb ...samples the Boltzmann ...on the ... Voir le document complet

... Monte Carlo simulation of backward stochastic differential equations offers a probabilistic numerical method for the approximation of solutions of semilinear ...propose ... Voir le document complet

... In this work, we have used Monte Carlo track structure simulations to investi- gate the effect of multiple ionization (Ml) of water on the yields of the radiolytic free radical and mol[r] ... Voir le document complet