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Statistical Analysis of Cointegrated Vectors

by Soren Johansen - Journal of Economic Dynamics and Control , 1988
"... We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimen ..."
Abstract - Cited by 2749 (12 self) - Add to MetaCart
of dimensions. Further we test linear hypotheses about the cointegration vectors. The asymptotic distribution of these test statistics are found and the first is described by a natural multivariate version of the usual test for unit root in an autoregressive process, and the other is a x2 test. 1.

Indexing by latent semantic analysis

by Scott Deerwester, Susan T. Dumais, George W. Furnas, Thomas K. Landauer, Richard Harshman - JOURNAL OF THE AMERICAN SOCIETY FOR INFORMATION SCIENCE , 1990
"... A new method for automatic indexing and retrieval is described. The approach is to take advantage of implicit higher-order structure in the association of terms with documents (“semantic structure”) in order to improve the detection of relevant documents on the basis of terms found in queries. The p ..."
Abstract - Cited by 3779 (35 self) - Add to MetaCart
A new method for automatic indexing and retrieval is described. The approach is to take advantage of implicit higher-order structure in the association of terms with documents (“semantic structure”) in order to improve the detection of relevant documents on the basis of terms found in queries

Bayesian Analysis of Stochastic Volatility Models

by Eric Jacquier, Nicholas G. Polson, Peter E. Rossi , 1994
"... this article is to develop new methods for inference and prediction in a simple class of stochastic volatility models in which logarithm of conditional volatility follows an autoregressive (AR) times series model. Unlike the autoregressive conditional heteroscedasticity (ARCH) and gener- alized ARCH ..."
Abstract - Cited by 601 (26 self) - Add to MetaCart
found in many economic time series has fostered an explosion in the use of ARCH models. On the other hand, the likelihood function for stochastic volatility models is difficult to evaluate, and hence these models have had limited empirical application

A Methodology for Agent-Oriented Analysis and Design

by Michael Wooldridge , Nicholas R. Jennings, David Kinny , 1999
"... This paper presents a methodology for agent-oriented analysis and design. The methodology is general, in that it is applicable to a wide range of multi-agent systems, and comprehensive, in that it deals with both the macro-level (societal) and the micro-level (agent) aspects of systems. The methodol ..."
Abstract - Cited by 829 (12 self) - Add to MetaCart
This paper presents a methodology for agent-oriented analysis and design. The methodology is general, in that it is applicable to a wide range of multi-agent systems, and comprehensive, in that it deals with both the macro-level (societal) and the micro-level (agent) aspects of systems

Cluster analysis and display of genome-wide expression patterns’,

by Michael B Eisen , Paul T Spellman , Patrick O Brown , David Botstein - Proc. Natl. Acad. , 1998
"... ABSTRACT A system of cluster analysis for genome-wide expression data from DNA microarray hybridization is described that uses standard statistical algorithms to arrange genes according to similarity in pattern of gene expression. The output is displayed graphically, conveying the clustering and th ..."
Abstract - Cited by 2895 (44 self) - Add to MetaCart
ABSTRACT A system of cluster analysis for genome-wide expression data from DNA microarray hybridization is described that uses standard statistical algorithms to arrange genes according to similarity in pattern of gene expression. The output is displayed graphically, conveying the clustering

Attitude-Behavior Relations: A Theoretical Analysis and

by Icek Ajzen, Martin Fishbein - Review of Empirical Research, Psychological Bulletin , 1977
"... Research on the relation between attitude and behavior is examined in light of the correspondence between attitudinal and behavioral entities. Such entities are defined by their target, action, context, and time elements. A review of available empirical research supports the contention that strong a ..."
Abstract - Cited by 503 (3 self) - Add to MetaCart
attitude-behavior relations dre obtained only under high correspondence between at least the target and action elements of the attitudinal and behavioral entities. This conclusion is compared with the rather pessimistic assessment of the utility of the attitude concept found in much contemporary social

Dynamic taint analysis for automatic detection, analysis, and signature generation of exploits on commodity software

by James Newsome, Dawn Song - In Network and Distributed Systems Security Symposium , 2005
"... Software vulnerabilities have had a devastating effect on the Internet. Worms such as CodeRed and Slammer can compromise hundreds of thousands of hosts within hours or even minutes, and cause millions of dollars of damage [32, 51]. To successfully combat these fast automatic Internet attacks, we nee ..."
Abstract - Cited by 647 (32 self) - Add to MetaCart
, and hence works on commodity software. To demonstrate this idea, we have implemented TaintCheck, a mechanism that can perform dynamic taint analysis by performing binary rewriting at run time. We show that TaintCheck reliably detects most types of exploits. We found that TaintCheck produced no false

CIL: Intermediate language and tools for analysis and transformation of C programs

by George C. Necula, Scott Mcpeak, Shree P. Rahul, Westley Weimer - In International Conference on Compiler Construction , 2002
"... Abstract. This paper describes the CIntermediate Language: a highlevel representation along with a set of tools that permit easy analysis and source-to-source transformation of C programs. Compared to C, CIL has fewer constructs. It breaks down certain complicated constructs of C into simpler ones, ..."
Abstract - Cited by 533 (11 self) - Add to MetaCart
Abstract. This paper describes the CIntermediate Language: a highlevel representation along with a set of tools that permit easy analysis and source-to-source transformation of C programs. Compared to C, CIL has fewer constructs. It breaks down certain complicated constructs of C into simpler ones

Model-Based Analysis of Oligonucleotide Arrays: Model Validation, Design Issues and Standard Error Application

by Cheng Li, Wing Hung Wong , 2001
"... Background: A model-based analysis of oligonucleotide expression arrays we developed previously uses a probe-sensitivity index to capture the response characteristic of a specific probe pair and calculates model-based expression indexes (MBEI). MBEI has standard error attached to it as a measure of ..."
Abstract - Cited by 775 (28 self) - Add to MetaCart
Background: A model-based analysis of oligonucleotide expression arrays we developed previously uses a probe-sensitivity index to capture the response characteristic of a specific probe pair and calculates model-based expression indexes (MBEI). MBEI has standard error attached to it as a measure

Heuristic Evaluation of User Interfaces

by Jukob Nielsen, Rolf Molich - IN: PROCEEDINGS OF THE CHI´90 CONFERENCE, SEATTLE , 1990
"... Heuristic evaluation is an informal method of usability analysis where a number of evaluators are presented with an interface design and asked to comment on it. Four ex-periments showed that individual evaluators were mostly quite bad at doing such heuristic evaluations and that they only found betw ..."
Abstract - Cited by 517 (4 self) - Add to MetaCart
Heuristic evaluation is an informal method of usability analysis where a number of evaluators are presented with an interface design and asked to comment on it. Four ex-periments showed that individual evaluators were mostly quite bad at doing such heuristic evaluations and that they only found
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