A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation [PDF]
The performance of a kernel HAC estimator depends on the accuracy of the estimation of the normalized curvature, an unknown quantity in the optimal bandwidth represented as the spectral density and its derivative.
Hirukawa Masayuki
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We show that an operator is absolutely summing if and only if it maps amarts into uniform amarts, from which we can deduce a theorem of A. Bellow and another of Edgar-Sucheston. We also show that the absolute value of a Banach lattice valued potential is
Ghoussoub, N.
core
Reducible KAM Tori for the Degasperis-Procesi Equation. [PDF]
Commun Math Phys, 2020 Feola R, Giuliani F, Procesi M.
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Criteria for absolute and strong convergence of Fourier series [PDF]
, 1987 Avdispahić, Muharem
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Functional difference equations and eigenfunctions of a Schrödinger operator with δ' -interaction on a circular conical surface. [PDF]
Proc Math Phys Eng Sci, 2020 Lyalinov MA.
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The Reduced PC-Algorithm: Improved Causal Structure Learning in Large Random Networks. [PDF]
J Mach Learn Res, 2019 Sondhi A, Shojaie A.
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Thermodynamic Formalism in Neuronal Dynamics and Spike Train Statistics. [PDF]
Entropy (Basel), 2020 Cofré R, Maldonado C, Cessac B.
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Convergence Rates of Forward-Douglas-Rachford Splitting Method. [PDF]
J Optim Theory Appl, 2019 Molinari C, Liang J, Fadili J.
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Whittle Estimation of Multivariate GARCH models
The importance of modelling comovements of financial returns is well established in the literature. The knowledge of correlation structures is vital in many financial applications, including asset pricing, optimal portfolio allocation and risk management.
MARCHESE, MALVINA
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The Role of the Mizar Mathematical Library for Interactive Proof Development in Mizar. [PDF]
J Autom Reason, 2018 Bancerek G +6 more
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