Tests for Changes in Count Time Series Models With Exogenous Covariates
ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley +1 more source
Numerical analysis, spectral graph theory, orthogonal polynomials and quantum algorithms. [PDF]
Minenkova A, Mograby G, Zhan H.
europepmc +1 more source
Tensor Changepoint Detection and Eigenbootstrap
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
Experimental realization of para-particle oscillators. [PDF]
Huerta Alderete C +5 more
europepmc +1 more source
Measure‐valued processes for energy markets
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Dynamics of soliton propagation: bifurcation, chaos, and quantitative insights into the modified Camassa-Holm equation. [PDF]
Alam MN +5 more
europepmc +1 more source
Tax Progressivity, Public Debt, and Growth in a Neo‐Kaleckian Model
ABSTRACT We develop a neo‐Kaleckian growth‐and‐distribution model featuring two classes of workers and a progressive income tax. Two fiscal closures are considered: balanced budgets and deficit financing via public debt. We study the responses to shocks, including changes in functional income distribution, and assess how tax progressivity alters demand
Tailiny Ventura +2 more
wiley +1 more source
Advanced soliton structures and elliptic wave patterns in a sixth-order nonlinear Schrödinger equation using improved modified extended tanh function method. [PDF]
Fahim MM, Ahmed HM, Dib KA, Samir I.
europepmc +1 more source
A novel hesitant fuzzy tensor-based group decision-making approach with application to heterogeneous wireless network evaluation. [PDF]
Bilal M, Lucian-Popa I.
europepmc +1 more source
Can we repudiate ontology altogether?
Abstract Ontological nihilists repudiate ontology altogether, maintaining that ontological structure is an unnecessary addition to our theorizing. Recent defenses of the view involve a sophisticated combination of highly expressive but ontologically innocent languages combined with a metaphysics of features—non‐objectual, complete but modifiable states
Christopher J. Masterman
wiley +1 more source

