English
Related papers

Related papers: Zero-inflated stochastic volatility model for disa…

200 papers

This paper proposes a method for analyzing count time series with inflation or deflation of zeros. In particular, zero-modified Poisson and zero-modified negative binomial series with intensities generated by non-negative Markov sequences…

Methodology · Statistics 2021-07-06 N. Balakrishna , Muhammed Anvar , Bovas Abraham

We propose a class of discrete-time stochastic models for the pricing of inflation-linked assets. The paper begins with an axiomatic scheme for asset pricing and interest rate theory in a discrete-time setting. The first axiom introduces a…

General Finance · Quantitative Finance 2008-12-02 Lane P. Hughston , Andrea Macrina

Wearable devices collect time-varying biobehavioral data, offering opportunities to investigate how behaviors influence health outcomes. However, these data often contain measurement error and excess zeros (due to nonwear, sedentary…

Methodology · Statistics 2026-02-06 Caihong Qin , Lan Xue , Ufuk Beyaztas , Roger S. Zoh , Mark Benden , Jeff Goldsmith , Carmen D. Tekwe

Very recent CMB data of WMAP offers an opportunity to test inflation models, in particular, the running of spectral index is quite new and can be used to rule out some models. We show that an noncommutative spacetime inflation model gives a…

High Energy Physics - Theory · Physics 2009-11-10 Qing Guo Huang , Miao Li

Generic features of models of inflation obtained from string compactifications are the correlations between the model parameters and the postinflationary evolution of the universe. Thus, the postinflationary evolution depends on the…

Cosmology and Nongalactic Astrophysics · Physics 2021-01-01 Sukannya Bhattacharya , Koushik Dutta , Mayukh Raj Gangopadhyay , Anshuman Maharana , Kajal Singh

Warm inflation scenarios are studied with the dissipative coefficient computed in the equilibrium approximation. Use is made of the analytical expressions available in the low temperature regime with focus on the possibility of achieving…

High Energy Physics - Phenomenology · Physics 2008-11-26 Mar Bastero-Gil Arjun Berera

In microbiome studies, it is of interest to use a sample from a population of microbes, such as the gut microbiota community, to estimate the population proportion of these taxa. However, due to biases introduced in sampling and…

Methodology · Statistics 2022-10-11 Roulan Jiang , Xiang Zhan , Tianying Wang

A thorough MCMC analysis of any inflationary model against the current cosmological data is essential for assessing the validity of such a model as a viable inflationary model. Warm Inflation, producing both thermal and quantum…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-29 Umang Kumar , Suratna Das

This paper investigates a scale-invariant inflationary model characterized by a scalar field non-minimally coupled to gravity and a curvature term quadratic in the Ricci scalar. The model's dynamic is analyzed using a full numerical…

High Energy Physics - Theory · Physics 2024-10-10 Mariaveronica De Angelis , Chiara Cecchini , Massimiliano Rinaldi

The presence of multiple fields during inflation might seed a detectable amount of non-Gaussianity in the curvature perturbations, which in turn becomes observable in present data sets like the cosmic microwave background (CMB) or the large…

Cosmology and Nongalactic Astrophysics · Physics 2015-08-27 Sebastian Dorn , Erandy Ramirez , Kerstin E. Kunze , Stefan Hofmann , Torsten A. Enßlin

Zero-inflated models are frequently used to deal with data having many zeros. A commonly used model for over-dispersed data containing zeros is known as the zero-inflated Poisson model. However, to account for the heterogeneity of counts…

Methodology · Statistics 2025-09-04 Ali Abbas , Sajid Ali , Ismail Shah

The generic prediction for the perturbations generated during slow--roll, single--field inflation, as they appear in the cosmic microwave background (CMB), is a flat, close--to--Gaussian spectrum. We calculate the general solution for a…

Astrophysics · Physics 2007-05-23 S. Gupta

We present a new inflation model, known as noncommutative decrumpling inflation, in which space has noncommutative geometry with time variability of the number of spatial dimensions. Within the framework of noncommutative decrumpling…

High Energy Physics - Theory · Physics 2009-11-10 Forough Nasseri , S. A. Alavi

The workhorse model for zero-truncated count data (y = 1, 2, ...) is the zero-truncated negative binomial (ZTNB) model. We find it should seldom be used. Instead, we recommend the one-inflated zero-truncated negative binomial (OIZTNB) model…

Econometrics · Economics 2025-03-24 Ryan T. Godwin

We propose a topological inflation model in the framework of supergravity with $R$ invariance. This topological inflation model is not only free from the initial value problem of the inflaton field but also gives low reheating temperature…

High Energy Physics - Phenomenology · Physics 2009-10-31 K. -I. Izawa , M. Kawasaki , T. Yanagida

In this study, we explore the dynamics of warm inflation within a non-minimally coupled Peccei-Quinn (PQ) framework and evaluate its compatibility with the de Sitter Swampland Conjecture. Our model incorporates a PQ scalar field that is…

General Relativity and Quantum Cosmology · Physics 2024-10-17 Jureeporn Yuennan , Phongpichit Channuie , Davood Momeni

Climate model large ensembles are an essential research tool for analysing and quantifying natural climate variability and providing robust information for rare extreme events. The models simulated representations of reality are susceptible…

Applications · Statistics 2025-05-16 Henri Funk , Ralf Ludwig , Helmut Kuechenhoff , Thomas Nagler

We propose a new model for the joint evolution of the European inflation rate, the European Central Bank official interest rate and the short-term interest rate, in a stochastic, continuous time setting. We derive the valuation equation for…

Mathematical Finance · Quantitative Finance 2022-12-22 F. Antonacci , C. Costantini , F. D'Ippoliti , M. Papi

Recent observations opened up a new window on the inflationary model building. As it was firstly reported by the WMAP data, there may be some indications of statistical anisotropy on the CMB map, although the statistical significance of…

Cosmology and Nongalactic Astrophysics · Physics 2015-11-06 Razieh Emami

The NEXT Generation Health study investigates the dating violence of adolescents using a survey questionnaire. Each student is asked to affirm or deny multiple instances of violence in his/her dating relationship. There is, however,…

Applications · Statistics 2015-06-02 Kara A. Fulton , Danping Liu , Denise L. Haynie , Paul S. Albert