Improving mortality models in the ICU with high-frequency data
نویسندگان
چکیده
منابع مشابه
Dynamical models of high-frequency data analysis
To treat with social phenomena, statistical and mathematical physics provides a powerful and rigorous method [1], and several papers have studied the models of social phenomena based on stochastic processes. Many researchers in econometrics or biometrics have proposed that the discrete choice including binary analysis may be formulated as the AR (autoregressive), logit, and probit models [2]. I...
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چکیده ندارد.
15 صفحه اولDynamic copula models for multivariate high-frequency data in finance
The stylized facts of univariate high-frequency data in finance are well known; see Dacorogna et al. (2001). In Breymann et al. (2003) we analyzed bivariate high frequency forex data as a function of the sampling frequency, however treating the data as iid. In the present paper, using the data from Breymann et al. (2003), we model the dynamics as GARCH type processes and investigate the stylize...
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ژورنال
عنوان ژورنال: International Journal of Medical Informatics
سال: 2019
ISSN: 1386-5056
DOI: 10.1016/j.ijmedinf.2019.07.002