We studied litterfall dynamic of tree plantations in Dez River floodplain, at 14 to 15 years old. The plantations consist of Populus euphratica Oliv., Eucalyptus camaldulensis Dehnh., E. microtheca F. Muell, Acacia farnesiana (L.) Willd., A. salicina Lindl., A. saligna (Labill.) H. Wendl., A. stenophylla Benth. and Dalbergia sissoo Roxb. Litterfall was different between the tree species, and le...

Cortical control of the sensory output of muscle spindles was studied in thirteen anesthetized cats in the present experiment. Gamma motoneuron activity was monitored during electrical stimulation of the sensorimotor cortex while recording from single primary afferents from the tenuissimus muscle. Findings are as follows: 1. The state of anesthesia is crucial in obtaining reproducible resu...

für Naturforschung in cooperation with the Max Planck Society for the Advancement of Science under a Creative Commons Attribution 4.0 International License. Dieses Werk wurde im Jahr 2013 vom Verlag Zeitschrift für Naturforschung in Zusammenarbeit mit der Max-Planck-Gesellschaft zur Förderung der Wissenschaften e.V. digitalisiert und unter folgender Lizenz veröffentlicht: Creative Commons Namen...

SPENCER ERIC HAYS: A Functional Dynamic Factor Model. (Under the direction of Haipeng Shen.) Functional data analysis is a burgeoning area in statistics. However, much of the literature to date deals primarily with methods for collections of independent functional observations, which are not well suited to application with time series of curves. In this paper, a functional time series model is ...

Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time series is large compared to the available number of observations then most information may be conveyed to the factors. This way low dimension models may be es...

The Gaussian factor copula model is the market standard model for multi-name credit derivatives. Its main drawback is that factor copula models exhibit correlation smiles when calibrating against market tranche quotes. To overcome the calibration deficiency, we introduce a multi-period factor copula model by chaining one-period factor copula models. The correlation coefficients in our model are...

Factor models are well established as promising alternatives to obtain covariance matrices of portfolios containing a very large number of assets. In this paper, we consider a novel multivariate factor GARCH specification with a flexible modeling strategy for the common factors, for the individual assets, and for the factor loads. We apply the proposed model to obtain minimum variance portfolio...