✦ LIBER ✦

Development, validation and application of Danish empirical phosphorus models

✍ Scribed by H.E. Andersen; B. Kronvang; S.E. Larsen

Book ID: 116657780
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 292 KB
Volume: 304
Category: Article
ISSN: 0022-1694
DOI: 10.1016/j.jhydrol.2004.07.039

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

DEVELOPMENT AND VALIDATION OF REACTION W

DEVELOPMENT AND VALIDATION OF REACTION WHEEL DISTURBANCE MODELS: EMPIRICAL MODEL

✍ R.A. MASTERSON; D.W. MILLER; R.L. GROGAN 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 576 KB

Accurate disturbance models are necessary to predict the e!ects of vibrations on the performance of precision space-based telescopes, such as the Space Interferometry Mission (SIM). There are many possible disturbance sources on such spacecraft, but mechanical jitter from the reaction wheel assembly

An Empirically Based Method of Q-Matrix

An Empirically Based Method of Q-Matrix Validation for the DINA Model: Development and Applications

✍ Jimmy De La Torre 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 583 KB

Main topics in validation, model develop

Main topics in validation, model development and application

✍ Manfred Bürger 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 74 KB

Empirical validation and comparison of m

Empirical validation and comparison of models for customer base analysis

✍ Emine Persentili Batislam; Meltem Denizel; Alpay Filiztekin 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 751 KB

Development and validation of a brief, d

Development and validation of a brief, descriptive Danish pain questionnaire (BDDPQ)

✍ F. M. Perkins; M. U. Werner; F. Persson; K. Holte; T. S. Jensen; H. Kehlet 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 144 KB

An empirical application of stochastic v

An empirical application of stochastic volatility models

✍ Ronald J. Mahieu; Peter C. Schotman 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 335 KB 👁 2 views

This paper studies the empirical performance of stochastic volatility models for twenty years of weekly exchange rate data for four major currencies. We concentrate on the eects of the distribution of the exchange rate innovations for both parameter estimates and for estimates of the latent volatili