نتایج جستجو برای: تکنیک var
تعداد نتایج: 53260 فیلتر نتایج به سال:
In this article we investigate the theoretical behaviour of finite lag VAR(n) models fitted to time series that in truth come from an infinite order VAR(∞) data generating mechanism. We show that overall error can be broken down into two basic components, an estimation error that stems from the difference between the parameter estimates and their population ensemble VAR(n) counterparts, and an ...
Sixty clinical isolates of Cryptococcus neoformans from AIDS from Goiânia, state of Goiás, Brazil, were characterized according to varieties, serotypes and tested for antifungal susceptibility. To differentiate the two varieties was used L-canavanine-glycine-bromothymol blue medium and to separate the serotypes was used slide agglutination test with Crypto Check Iatron. The Minimal Inhibitory C...
This study is the first report to suggest a morphological phylogenetic framework for the seven varieties of Ficus deltoidea Jack (Ficus: Moraceae) from the Malay Peninsula of Malaysia. Several molecular-based classifications on the genus Ficus had been proposed, but neither had discussed the relationship between seven varieties of F. deltoidea to its allies nor within the varieties. The relatio...
The human malaria parasite Plasmodium falciparum modifies the erythrocyte it infects by exporting variant proteins to the host cell surface. The var gene family that codes for a large, variant adhesive surface protein called P. falciparum erythrocyte membrane protein 1 (PfEMP1) plays a particular role in this process, which is linked to pathogenesis and immune evasion. A single member of this g...
Casearia sylvestris Swartz (Salicaceae) has been used in traditional medicine and its leaf extracts have been exhibited important pharmacological activities. The species presents morphological, chemical and genetic variation. Two varieties are considered due external morphological differences: C. sylvestris var. sylvestris and var. lingua. There are difficulties in definition of these varieties...
Plasmodium falciparum origin recognition complex 1 (ORC1) protein has been implicated in DNA replication and silencing var gene family. However, the mechanism and the domain structure of ORC1 related to the regulation of var gene family are unknown. Here we show that the unique N-terminus of PfORC1 (PfORC1N(1-238)) is targeted to the nuclear periphery in vivo and this region binds to the telome...
This paper considers the optimization of portfolios of real and contractual assets, including derivative instruments, subject to a Value-at-Risk (VaR) constraint, with special emphasis on applications in electric power. The focus is on translating VaR definitions for a longer period of time, say a year, to decisions on shorter periods of time, say a week or a month. Thus, if a VaR constraint is...
The antioxidant and anticancer properties of a medicinal plant, Betula platyphylla var. japonica were investigated. The total methanol extract of B. platyphylla var. japonica had protective effects against hydrogen peroxide (H2O2) in the Chinese hamster lung fibroblast (V79-4) cell line and induced apoptotic cell death in human promyelocytic leukemia (HL-60) cells, a cancer cell line. B. platyp...
Gaussian vector autoregressive (VAR) processes have been extensively studied in the literature. However, Gaussian assumptions are stringent for heavy-tailed time series that frequently arises in finance and economics. In this paper, we develop a unified framework for modeling and estimating heavy-tailed VAR processes. In particular, we generalize the Gaussian VAR model by an elliptical VAR mode...
Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure of risk. The key idea of this paper is that, when tail thickness is responsible for violation of subadditivity, eliciting proper conditioning information may restore VaR rationale for decentralized risk management. Th...
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