The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data
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DOI: 10.1080/14697688.2016.1260756
Abstract: Abstract We develop a general form logarithmic vector multiplicative error model (log-vMEM). The log-vMEM improves on existing models in two ways. First, it is a more general form model as it allows the error terms… read more here.
Keywords: error; error model; model; logarithmic vector ... See more keywords
Complete sets of logarithmic vector fields for integration-by-parts identities of Feynman integrals
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DOI: 10.1103/physrevd.98.025023
Abstract: Integration-by-parts identities between loop integrals arise from the vanishing integration of total derivatives in dimensional regularization. Generic choices of total derivatives in the Baikov or ... read more here.
Keywords: complete sets; integration; integration parts; sets logarithmic ... See more keywords