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1. |
Record Nr. |
UNINA9910637795003321 |
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Autore |
Fernandes Ana Isabel |
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Titolo |
Polymers Enhancing Bioavailability in Drug Delivery |
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Pubbl/distr/stampa |
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Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
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ISBN |
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Descrizione fisica |
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1 electronic resource (260 p.) |
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Soggetti |
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Medicine |
Pharmaceutical industries |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Sommario/riassunto |
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This Special Issue provides an update on the state of the art and current trends in polymeric drug-delivery systems specifically designed for improving drug bioavailability. The multiple contributions received further strengthen the role of polymers in modern drug delivery and targeting, illustrating the different approaches possible and unveiling what the future may bring. |
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2. |
Record Nr. |
UNINA9910155297503321 |
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Autore |
Cherubini Umberto |
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Titolo |
Convolution Copula Econometrics / / by Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
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Edizione |
[1st ed. 2016.] |
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Descrizione fisica |
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1 online resource (X, 90 p. 31 illus., 30 illus. in color.) |
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Collana |
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SpringerBriefs in Statistics, , 2191-5458 |
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Disciplina |
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Soggetti |
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Statistics |
Probabilities |
Econometrics |
Mathematics |
Statistics in Business, Management, Economics, Finance, Insurance |
Probability Theory |
Statistical Theory and Methods |
Applications of Mathematics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references at the end of each chapters. |
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Nota di contenuto |
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Preface -- The Dynamics of Economic Variables -- Estimation of Copula Models -- Copulas and Estimation of Markov Processes -- Copula-based Markov Processes: Estimation, Mixing Properties and Long-term Behavior -- Convolution-based Processes -- Application to Interest Rates. . |
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Sommario/riassunto |
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This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time |
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series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field. |
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