2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Hiroyuki Kawakatsu

AbstractThis paper considers a class of multivariate ARCH models with scalar weights. A new specification with hyperbolic weighted moving average (HWMA) is proposed as an analogue of the EWMA model. Despite the restrictive dynamics of a scalar weight model, the proposed model has a number of advantages that can deal with the curse of dimensionality. The empirical application illustrates that the (pseudo) out-of-sample multistep forecasts can be surprisingly more accurate than those from the DCC model.


2018 ◽  
Vol 46 (1) ◽  
pp. 26-58
Author(s):  
Marie Hušková ◽  
Natalie Neumeyer ◽  
Tobias Niebuhr ◽  
Leonie Selk

2001 ◽  
Vol 34 (12) ◽  
pp. 67-70
Author(s):  
Wolfgang Polasek
Keyword(s):  

2008 ◽  
Vol 36 (2) ◽  
pp. 742-786 ◽  
Author(s):  
Piotr Fryzlewicz ◽  
Theofanis Sapatinas ◽  
Suhasini Subba Rao

2021 ◽  
Author(s):  
Marco Testaguzza ◽  
Mehdi Benhassine ◽  
Haroun Frid ◽  
Laurence Gebhart ◽  
Karim Zouaoui Boudjeltia ◽  
...  

Abstract Ischemic Stroke is the most frequent type of stroke and is subject to many studies investigating prevention means. Avoiding the difficulties and ethical problems of experimental in-vivo research, in-vitro testing is a convenient way of studying in controlled conditions the morphological impact and mechanical aspects of emboli dynamics. This in-vitro study was performed with two realistic silicone aortic-arch phantoms submitted to physiological pulsatile flow conditions. In the in-vitro test bed, using automatic image tracking and analysis, it was made possible detecting and tracking artificial spherical emboli candidates circulating in the anatomic aortic-arch models under a realistic based-patient blood flow profile. The emboli trajectories as well as their repartition in the different supra-aortic branches are presented for the two aortic-arch geometries obtained from CT scans. Through a statistical analysis performed with several artificial emboli sizes, the experimental study shows that the repartition percentages of the emboli closely follow the flowrate repartition percentages for both aortic-arch models, suggesting that higher flowrates lead to higher concentrations of emboli in a given artery. Sets of human thrombi were also injected and the repartition percentages have been established, giving the same trend as for artificial emboli.


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