TY  - JOUR
A1  - Thiebes, Anja Lena
A1  - Klein, Sarah
A1  - Zingsheim, Jonas
A1  - Möller, Georg H.
A1  - Gürzing, Stefanie
A1  - Reddemann, Manuel A.
A1  - Behbahani, Mehdi
A1  - Cornelissen, Christian G.
T1  - Effervescent atomizer as novel cell spray technology to decrease the gas-to-liquid ratio
JF  - pharmaceutics
N2  - Cell spraying has become a feasible application method for cell therapy and tissue engineering approaches. Different devices have been used with varying success. Often, twin-fluid atomizers are used, which require a high gas velocity for optimal aerosolization characteristics. To decrease the amount and velocity of required air, a custom-made atomizer was designed based on the effervescent principle. Different designs were evaluated regarding spray characteristics and their influence on human adipose-derived mesenchymal stromal cells. The arithmetic mean diameters of the droplets were 15.4–33.5 µm with decreasing diameters for increasing gas-to-liquid ratios. The survival rate was >90% of the control for the lowest gas-to-liquid ratio. For higher ratios, cell survival decreased to approximately 50%. Further experiments were performed with the design, which had shown the highest survival rates. After seven days, no significant differences in metabolic activity were observed. The apoptosis rates were not influenced by aerosolization, while high gas-to-liquid ratios caused increased necrosis levels. Tri-lineage differentiation potential into adipocytes, chondrocytes, and osteoblasts was not negatively influenced by aerosolization. Thus, the effervescent aerosolization principle was proven suitable for cell applications requiring reduced amounts of supplied air. This is the first time an effervescent atomizer was used for cell processing.
KW  - tri-lineage differentiation
KW  - survival
KW  - twin-fluid atomizer
KW  - adipose-derived stromal cells (ASCs)
KW  - cell atomization
KW  - cell aerosolization
Y1  - 2022
U6  - https://doi.org/10.3390/pharmaceutics14112421
N1  - This article belongs to the Special Issue "Stromal, Stem, Signaling Cells: The Multiple Roles and Applications of Mesenchymal Cells"
VL  - 14
IS  - 11
PB  - MDPI
CY  - Basel
ER  - 
TY  - JOUR
A1  - Breuß, Michael
A1  - Kleefeld, Andreas
T1  - Implicit monotone difference methods for scalar conservation laws with source terms
JF  - Acta Mathematica Vietnamica
N2  - In this article, a concept of implicit methods for scalar conservation laws in one or more spatial dimensions allowing also for source terms of various types is presented. This material is a significant extension of previous work of the first author (Breuß SIAM J. Numer. Anal. 43(3), 970–986 2005). Implicit notions are developed that are centered around a monotonicity criterion. We demonstrate a connection between a numerical scheme and a discrete entropy inequality, which is based on a classical approach by Crandall and Majda. Additionally, three implicit methods are investigated using the developed notions. Next, we conduct a convergence proof which is not based on a classical compactness argument. Finally, the theoretical results are confirmed by various numerical tests.
KW  - Entropy solution
KW  - Source term
KW  - Monotone methods
KW  - Implicit methods
KW  - Finite difference methods
KW  - Conservation laws
Y1  - 2020
U6  - https://doi.org/10.1007/s40306-019-00354-1
SN  - 2315-4144
N1  - Corresponding author: Andreas Kleefeld
VL  - 45
SP  - 709
EP  - 738
PB  - Springer Singapore
CY  - Singapore
ER  - 
TY  - JOUR
A1  - Gaigall, Daniel
T1  - Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
JF  - Communications in Statistics - Theory and Methods
N2  - The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.
KW  - Brownian Pillow
KW  - Hoeffding-Blum-Kiefer-Rosenblatt independence test
KW  - not identically distributed
KW  - random effects meta-regression model
Y1  - 2020
U6  - https://doi.org/10.1080/03610926.2020.1805767
SN  - 1532-415X
VL  - 51
IS  - 12
SP  - 4006
EP  - 4028
PB  - Taylor & Francis
CY  - London
ER  - 
TY  - CHAP
A1  - Kleefeld, Andreas
ED  - Constanda, Christian
T1  - Numerical calculation of interior transmission eigenvalues with mixed boundary conditions
T2  - Computational and Analytic Methods in Science and Engineering
N2  - Interior transmission eigenvalue problems for the Helmholtz equation play an important role in inverse wave scattering. Some distribution properties of those eigenvalues in the complex plane are reviewed. Further, a new scattering model for the interior transmission eigenvalue problem with mixed boundary conditions is described and an efficient algorithm for computing the interior transmission eigenvalues is proposed. Finally, extensive numerical results for a variety of two-dimensional scatterers are presented to show the validity of the proposed scheme.
Y1  - 2020
SN  - 978-3-030-48185-8 (Hardcover)
U6  - https://doi.org/10.1007/978-3-030-48186-5_9
SP  - 173
EP  - 195
PB  - Birkhäuser
CY  - Cham
ER  - 
TY  - BOOK
A1  - Laack, Walter van
T1  - Greater Than the Entire Universe
Y1  - 2022
SN  - 978-3-936624-52-6
PB  - van Laack GmbH
CY  - Aachen
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - On an asymptotic relative efficiency concept based on expected volumes of confidence regions
JF  - Statistics - A Journal of Theoretical and Applied Statistic
N2  - The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.
KW  - Volume of confidence regions
KW  - asymptotic relative efficiency
KW  - likelihood ratio test
KW  - multivariate normal distribution
KW  - multinomial distribution
Y1  - 2019
U6  - https://doi.org/10.1080/02331888.2019.1683560
SN  - 1029-4910
VL  - 53
IS  - 6
SP  - 1396
EP  - 1436
PB  - Taylor & Francis
CY  - London
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - On an independence test approach to the goodness-of-fit problem
JF  - Journal of Multivariate Analysis
N2  - Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov–Smirnov and Cramér–von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions.
KW  - Goodness-of-fit test
KW  - Independence test
KW  - Parametric bootstrap
KW  - Vapnik–Čhervonenkis class
KW  - Gamma distribution
Y1  - 2015
U6  - https://doi.org/10.1016/j.jmva.2015.05.013
SN  - 0047-259X
VL  - 2015
IS  - 140
SP  - 193
EP  - 208
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - CHAP
A1  - Moreno, Lia
A1  - Dosev, D.
A1  - Bratov, A.
A1  - Dominguez, C.
A1  - Schöning, Michael Josef
A1  - Kloock, Joachim P.
T1  - Effect of electrical properties of the surrounding medium on the response of an interdigitated electrode array with chalcogenide glass film
T2  - XX Eurosensors : 20th anniversary ; Göteborg, Sweden, 17 - 20 September 2006 ; [proceedings]. - Vol. 1
Y1  - 2006
SN  - 978-91-631-9280-7
N1  - Paper number: T1A-P22
SP  - 384
EP  - 385
CY  - Göteborg
ER  - 
TY  - CHAP
A1  - Staat, Manfred
A1  - Tran, Ngoc Trinh
T1  - Strain based brittle failure criteria for rocks
T2  - Proceedings of (NACOME2022) The 11th National Conference on Mechanics, Vol. 1. Solid Mechanics, Rock Mechanics, Artificial Intelligence, Teaching and Training
N2  - When confining pressure is low or absent, extensional fractures are typical, with fractures occurring on unloaded planes in rock. These “paradox” fractures can be explained by a phenomenological extension strain failure criterion. In the past, a simple empirical criterion for fracture initiation in brittle rock has been developed. But this criterion makes unrealistic strength predictions in biaxial compression and tension. A new extension strain criterion overcomes this limitation by adding a weighted principal shear component. The weight is chosen, such that the enriched extension strain criterion represents the same failure surface as the Mohr–Coulomb (MC) criterion. Thus, the MC criterion has been derived as an extension strain criterion predicting failure modes, which are unexpected in the understanding of the failure of cohesive-frictional materials. In progressive damage of rock, the most likely fracture direction is orthogonal to the maximum extension strain. The enriched extension strain criterion is proposed as a threshold surface for crack initiation CI and crack damage CD and as a failure surface at peak P. Examples show that the enriched extension strain criterion predicts much lower volumes of damaged rock mass compared to the simple extension strain criterion.
KW  - Extension fracture
KW  - Extension strain criterion
KW  - Mohr–Coulomb criterion
KW  - Evolution of damage
Y1  - 2023
SN  - 978-604-357-084-7
N1  - 11th National Conference on Mechanics (NACOME 2022), December 2-3, 2022, VNU University of Engineering and Technology, Hanoi, Vietnam
SP  - 500
EP  - 509
PB  - Nha xuat ban Khoa hoc tu nhien va Cong nghe (Verlag Naturwissenschaft und Technik)
CY  - Hanoi
ER  - 
TY  - CHAP
A1  - Abele, Daniel
A1  - Kleefeld, Andreas
ED  - Constanda, Christian
T1  - New Numerical Results for the Optimization of Neumann Eigenvalues
T2  - Computational and Analytic Methods in Science and Engineering
N2  - We present new numerical results for shape optimization problems of interior Neumann eigenvalues. This field is not well understood from a theoretical standpoint. The existence of shape maximizers is not proven beyond the first two eigenvalues, so we study the problem numerically. We describe a method to compute the eigenvalues for a given shape that combines the boundary element method with an algorithm for nonlinear eigenvalues. As numerical optimization requires many such evaluations, we put a focus on the efficiency of the method and the implemented routine. The method is well suited for parallelization. Using the resulting fast routines and a specialized parametrization of the shapes, we found improved maxima for several eigenvalues.
Y1  - 2020
SN  - 978-3-030-48185-8 (Print)
SN  - 978-3-030-48186-5 (Online)
U6  - https://doi.org/10.1007/978-3-030-48186-5_1
SP  - 1
EP  - 20
PB  - Birkhäuser
CY  - Cham
ER  - 
TY  - CHAP
A1  - Zingsheim, Jonas
A1  - Grimmer, Timo
A1  - Ortner, Marion
A1  - Schmaderer, Christoph
A1  - Hauser, Christine
A1  - Kotliar, Konstantin
ED  - Staat, Manfred
ED  - Erni, Daniel
T1  - Recognition of subjects with mild cognitive impairment (MCI) by the use of retinal arterial vessels.
T2  - 3rd YRA MedTech Symposium 2019 : May 24 / 2019 / FH Aachen
Y1  - 2019
SN  - 978-3-940402-22-6
U6  - https://doi.org/10.17185/duepublico/48750
SP  - 36
EP  - 37
PB  - Universität Duisburg-Essen
CY  - Duisburg
ER  - 
TY  - CHAP
A1  - Schlemmer, Katharina
A1  - Porst, Dariusz
A1  - Bassam, Rasha
A1  - Artmann, Gerhard
A1  - Digel, Ilya
ED  - Erni, Daniel
ED  - Fischerauer, Alice
ED  - Himmel, Jörg
ED  - Seeger, Thomas
ED  - Thelen, Klaus
T1  - Effects of nitric oxide (NO) and ATP on red blood cell phenotype and deformability
T2  - 2nd YRA MedTech Symposium 2017 : June 8th - 9th / 2017 / Hochschule Ruhr-West
Y1  - 2017
SN  - 978-3-9814801-9-1
U6  - https://doi.org/10.17185/duepublico/43984
N1  - A young researchers track of the 7th IEEE Workshop & SENSORICA 2017
SP  - 100
EP  - 101
PB  - Universität Duisburg-Essen
CY  - Duisburg
ER  - 
TY  - JOUR
A1  - Engelmann, Ulrich M.
A1  - Simsek, Beril
A1  - Shalaby, Ahmed
A1  - Krause, Hans-Joachim
T1  - Key contributors to signal generation in frequency mixing magnetic detection (FMMD): an in silico study
JF  - Sensors
N2  - Frequency mixing magnetic detection (FMMD) is a sensitive and selective technique to detect magnetic nanoparticles (MNPs) serving as probes for binding biological targets. Its principle relies on the nonlinear magnetic relaxation dynamics of a particle ensemble interacting with a dual frequency external magnetic field. In order to increase its sensitivity, lower its limit of detection and overall improve its applicability in biosensing, matching combinations of external field parameters and internal particle properties are being sought to advance FMMD. In this study, we systematically probe the aforementioned interaction with coupled Néel–Brownian dynamic relaxation simulations to examine how key MNP properties as well as applied field parameters affect the frequency mixing signal generation. It is found that the core size of MNPs dominates their nonlinear magnetic response, with the strongest contributions from the largest particles. The drive field amplitude dominates the shape of the field-dependent response, whereas effective anisotropy and hydrodynamic size of the particles only weakly influence the signal generation in FMMD. For tailoring the MNP properties and parameters of the setup towards optimal FMMD signal generation, our findings suggest choosing large particles of core sizes dc > 25 nm nm with narrow size distributions (σ < 0.1) to minimize the required drive field amplitude. This allows potential improvements of FMMD as a stand-alone application, as well as advances in magnetic particle imaging, hyperthermia and magnetic immunoassays.
KW  - key performance indicators
KW  - magnetic biosensing
KW  - coupled Néel–Brownian relaxation dynamics
KW  - frequency mixing magnetic detection
KW  - magnetic relaxation
KW  - micromagnetic simulation
KW  - magnetic nanoparticles
Y1  - 2024
U6  - https://doi.org/10.3390/s24061945
SN  - 1424-8220
N1  - This article belongs to the Special Issue "Advances in Magnetic Sensors and Their Applications"
VL  - 24
IS  - 6
PB  - MDPI
CY  - Basel
ER  - 
TY  - JOUR
A1  - Horbach, Andreas
A1  - Staat, Manfred
T1  - Optical strain measurement for the modeling of surgical meshes and their porosity
JF  - Current Directions in Biomedical Engineering
N2  - The porosity of surgical meshes makes them flexible for large elastic deformation and establishes the healing conditions of good tissue in growth. The biomechanic modeling of orthotropic and compressible materials requires new materials models and simulstaneoaus fit of deformation in the load direction as well as trannsversely to to load. This nonlinear modeling can be achieved by an optical deformation measurement. At the same time the full field deformation measurement allows the dermination of the change of porosity with deformation. Also the socalled effective porosity, which has been defined to asses the tisssue interatcion with the mesh implants, can be determined from the global deformation of the surgical meshes.
Y1  - 2018
U6  - https://doi.org/10.1515/cdbme-2018-0045
SN  - 2364-5504
VL  - Band 4
IS  - 1
SP  - 181
EP  - 184
PB  - De Gruyter
CY  - Berlin
ER  - 
TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison
JF  - Journal of Multivariate Analysis
N2  - Hotelling’s T² tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges–Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients.
Y1  - 2017
U6  - https://doi.org/10.1016/j.jmva.2016.11.004
SN  - 0047-259X
VL  - 2017
IS  - 154
SP  - 177
EP  - 198
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - JOUR
A1  - Hafner, David
A1  - Demetz, Oliver
A1  - Weickert, Joachim
A1  - Reißel, Martin
T1  - Mathematical Foundations and Generalisations of the Census Transform for Robust Optic Flow Computation
JF  - Journal of Mathematical Imaging and Vision
Y1  - 2014
U6  - https://doi.org/10.1007/s10851-014-0529-9
SN  - 1573-7683 (Online)
N1  - Springer Online First (ohne Seitenang. und Heftzuteilung)
PB  - Springer
CY  - New York
ER  - 
TY  - INPR
A1  - Bornheim, Tobias
A1  - Grieger, Niklas
A1  - Blaneck, Patrick Gustav
A1  - Bialonski, Stephan
T1  - Preprint: Speaker attribution in German parliamentary debates with QLoRA-adapted large language models
T2  - Journal for Language Technology and Computational Linguistics
N2  - The growing body of political texts opens up new opportunities for rich insights into political dynamics and ideologies but also increases the workload for manual analysis. Automated speaker attribution, which detects who said what to whom in a speech event and is closely related to semantic role labeling, is an important processing step for computational text analysis. We study the potential of the large language model family Llama 2 to automate speaker attribution in German parliamentary debates from 2017-2021. We fine-tune Llama 2 with QLoRA, an efficient training strategy, and observe our approach to achieve competitive performance in the GermEval 2023 Shared Task On Speaker Attribution in German News Articles and Parliamentary Debates. Our results shed light on the capabilities of large language models in automating speaker attribution, revealing a promising avenue for computational analysis of political discourse and the development of semantic role labeling systems.
Y1  - 2023
U6  - https://doi.org/10.48550/arXiv.2309.09902
N1  - Veröffentlichte Version verfügbar unter: https://doi.org/10.21248/jlcl.37.2024.244
ER  - 
TY  - CHAP
A1  - Richter, Charlotte
A1  - Braunstein, Bjoern
A1  - Stäudle, Benjamin
A1  - Attias, Julia
A1  - Suess, Alexander
A1  - Weber, T.
A1  - Rittweger, Joern
A1  - Green, David A.
A1  - Albracht, Kirsten
T1  - In vivo fascicle length of the gastrocnemius muscle during walking in simulated martian gravity using two different body weight support devices
T2  - 23rd Annual Congress of the European College of Sport Science, Dublin, Irland
Y1  - 2018
ER  - 
TY  - CHAP
A1  - Schneider, Oliver
A1  - Al Hakim, Taher
A1  - Kayser, Peter
A1  - Digel, Ilya
ED  - Erni, Daniel
ED  - Fischerauer, Alice
ED  - Himmel, Jörg
ED  - Seeger, Thomas
ED  - Thelen, Klaus
T1  - Development and trials of a test chamber for ultrasound-assisted sampling of living cells from solid surfaces
T2  - 2nd YRA MedTech Symposium 2017 : June 8th - 9th / 2017 / Hochschule Ruhr-West
Y1  - 2017
SN  - 978-3-9814801-9-1
U6  - https://doi.org/10.17185/duepublico/43984
N1  - A young researchers track of the 7th IEEE Workshop & SENSORICA 2017
SP  - 96
EP  - 97
PB  - Universität Duisburg-Essen
CY  - Duisburg
ER  - 
TY  - CHAP
A1  - Birgel, Stefan
A1  - Leschinger, Tim
A1  - Wegmann, Kilian
A1  - Staat, Manfred
ED  - Erni, Daniel
ED  - Fischerauer, Alice
ED  - Himmel, Jörg
ED  - Seeger, Thomas
ED  - Thelen, Klaus
T1  - Calculation of muscle forces and joint reaction loads in shoulder area via an OpenSim based computer calculation
T2  - 2nd YRA MedTech Symposium 2017 : June 8th - 9th / 2017 / Hochschule Ruhr-West
Y1  - 2017
SN  - 978-3-9814801-9-1
U6  - https://doi.org/10.17185/duepublico/43984
N1  - A young researchers track of the 7th IEEE Workshop & SENSORICA 2017
N1  - In der Druckausgabe des Abstractbandes ist dieser Beitrag lose als Erratum beigefügt.
SP  - 116
EP  - 117
PB  - Universität Duisburg-Essen
CY  - Duisburg
ER  - 
TY  - CHAP
A1  - Weber, Hans-Joachim
A1  - Porschen, W.
A1  - Dietzel, F.
A1  - [u.a.], 
ED  - Streffer, Christian
T1  - In vivo analysis of the influence of combined hyperthermia and gamma irradiation on euoxic and hypoxic tumor cells
T2  - Cancer therapy by hyperthermia and radiation : [proceedings of the 2. International Symposium on Cancer Therapy by Hyperthermia and Radiation, Essen, 2.-4.6.1977]
Y1  - 1978
SN  - 0-8067-1701-7
SN  - 3-541-71701-7
SP  - 276
EP  - 277
PB  - Urban and Schwarzenberg
CY  - Baltimore ; Munich [u.a.]
ER  - 
TY  - BOOK
A1  - Staat, Manfred
A1  - Erni, Daniel
T1  - Symposium Proceedings; 3rd YRA MedTech Symposium 2019: May 24 / 2019 / FH Aachen
Y1  - 2019
SN  - 978-3-940402-22-6
U6  - https://doi.org/10.17185/duepublico/48750
PB  - Universität Duisburg-Essen
CY  - Duisburg
ER  - 
TY  - CHAP
A1  - Gaigall, Daniel
T1  - On Consistent Hypothesis Testing In General Hilbert Spaces
T2  - Proceedings of the 4th International Conference on Statistics: Theory and Applications (ICSTA’22)
N2  - Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cramérvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential Lévy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.
Y1  - 2022
U6  - https://doi.org/10.11159/icsta22.157
N1  - 4th International Conference on Statistics: Theory and Applications (ICSTA’22), Prague, Czech Republic – July 28- 30
SP  - Paper No. 157
PB  - Avestia Publishing
CY  - Orléans, Kanada
ER  -