no code implementations • 19 Mar 2024 • Mikkel Bennedsen, Kim Christensen, Peter Christensen
We develop a framework for composite likelihood inference of parametric continuous-time stationary Gaussian processes.
1 code implementation • 13 Mar 2024 • Ching-En Chiu, Arieh Levy Pinto, Rasheda A Chowdhury, Kim Christensen, Marta Varela
The ability to accurately infer cardiac electrophysiological (EP) properties is key to improving arrhythmia diagnosis and treatment.
no code implementations • 4 Mar 2021 • Kim Christensen, Mikkel Slot Nielsen, Mark Podolskij
We show that under a nuclear norm penalization, the PRV is computed by soft-thresholding the eigenvalues of realized variance (RV).
no code implementations • 9 Oct 2020 • Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen, Bezirgen Veliyev
We show that a parameter estimator based on the integrated variance is consistent and, under stronger conditions, asymptotically normally distributed.
no code implementations • 7 Feb 2020 • Alberto Ciacci, Takumi Sueshige, Hideki Takayasu, Kim Christensen, Misako Takayasu
Foreign exchange rates movements exhibit significant cross-correlations even on very short time-scales.
no code implementations • 5 Aug 2019 • Alberto Ciacci, Max Falkenberg, Kishan A. Manani, Tim S. Evans, Nicholas S. Peters, Kim Christensen
Atrial fibrillation (AF) is the most common cardiac arrhytmia, characterised by the chaotic motion of electrical wavefronts in the atria.
1 code implementation • 29 Oct 2018 • Max Falkenberg, Andrew J. Ford, Anthony C. Li, Alberto Ciacci, Nicholas S. Peters, Kim Christensen
The mechanism of atrial fibrillation (AF) is poorly understood, resulting in disappointing success rates of ablative treatment.