نتایج جستجو برای: ar 1
تعداد نتایج: 2779340 فیلتر نتایج به سال:
Assuming a first-order auto-regressive model for the auto-correlation structure between observations, in this paper, a transformation method is first employed to eliminate the effect of auto-correlation. Then, a maximum likelihood estimator (MLE) of a step change in the parameters of the transformed model is derived and three separate EWMA control charts are used to monitor the parameters of th...
In this paper, we solve the multi-period portfolio optimization problem under new assumptions. Recently, the authors examined some distributions instead of Gaussian to fit returns to improve the optimization problem and indicated, by Kolmogorov-Smirnov test, that the Kernel density estimator is the best one. In the present paper, we consider the most appropriate distribution of each asset in ea...
Androgen deprivation therapy is initially effective for treating patients with advanced prostate cancer; however, the prostate cancer gradually becomes resistant to androgen deprivation therapy, which is termed castration-resistant prostate cancer (CRPC). Androgen receptor splice variant 7 (AR-V7), one of the causes of CRPC, is correlated with resistance to a new-generation AR antagonist (enzal...
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