The following pages link to title (P159):
Displaying 50 items.
- Assessment of knee cartilage stress distribution and deformation using motion capture system and wearable sensors for force ratio detection (Q278129) (← links)
- Model selection and evaluation based on emerging infectious disease data sets including A/H1N1 and ebola (Q278131) (← links)
- Fuzzy rule-based classification system for assessing coronary artery disease (Q278136) (← links)
- Assessing uncertainty in A2 respiratory syncytial virus viral dynamics (Q278139) (← links)
- EEG signals analysis using multiscale entropy for depth of anesthesia monitoring during surgery through artificial neural networks (Q278143) (← links)
- Nonlinear time domain relation between respiratory phase and timing of the first heart sound (Q278146) (← links)
- Tibia fracture healing prediction using first-order mathematical model (Q278151) (← links)
- Global dynamics of a virus dynamical model with cell-to-cell transmission and cure rate (Q278155) (← links)
- An asymptotic extension of Moran construction in metric measure spaces (Q278157) (← links)
- Partially ordered rings. II. (Q278160) (← links)
- Embedding products in symmetric products of continua (Q278163) (← links)
- Essential m-sectoriality and essential spectrum of the Schrödinger operators with rapidly oscillating complex-valued potentials (Q278165) (← links)
- Certain nonlinear differential polynomial sharing a nonzero polynomial IM (Q278167) (← links)
- Autonomous equations of Mahler type and transcendence (Q278170) (← links)
- Spacelike constant mean curvature and maximal surfaces in 3-dimensional de Sitter space via Iwasawa splitting (Q278172) (← links)
- Quotients and Hopf images of a smash coproduct. (Q278173) (← links)
- Pitfalls in the estimation of a cost function that ignores allocative inefficiency: a Monte Carlo analysis (Q278177) (← links)
- Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- Estimation of technical and allocative inefficiency: a primal system approach (Q278187) (← links)
- Quantile regression methods for recursive structural equation models (Q278192) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Markov-switching model selection using Kullback-Leibler divergence (Q278195) (← links)
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- The study and numerical solution of the problem of heat and salinity transfer assuming ``liquid'' boundaries (Q278203) (← links)
- Sensitivity of functionals with respect to observations in variational data assimilation (Q278206) (← links)
- Algorithm for solving the problem on pollution risk control related to local sources in a region (Q278208) (← links)
- On model error in variational data assimilation (Q278211) (← links)
- Numerical modelling of sea currents and tidal waves (Q278216) (← links)
- An efficient computational method based on the hat functions for solving fractional optimal control problems (Q278219) (← links)
- Various generalized Ulam-Hyers stabilities of a nonic functional equations (Q278223) (← links)
- Multipliers and convolution spaces for the Hankel space and its dual on the half space \([0, +\infty [\times \mathbb{R}^{n}\) (Q278225) (← links)
- Effective codescent morphisms in the varieties determined by convergent term rewriting systems. (Q278228) (← links)
- Algebraic Kan extensions along morphisms of internal algebra classifiers (Q278230) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Estimation and inference in two-stage, semi-parametric models of production processes (Q278233) (← links)
- A method of estimating the average derivative (Q278235) (← links)
- Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- Non-parametric tests of productive efficiency with errors-in-variables (Q278241) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- A simple ordered data estimator for inverse density weighted expectations (Q278245) (← links)
- An econometric method of correcting for unit nonresponse bias in surveys (Q278249) (← links)
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Partial rank estimation of duration models with general forms of censoring (Q278253) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Time reversibility of stationary regular finite-state Markov chains (Q278256) (← links)
