Results 261 to 270 of about 268,307 (331)

Tests for Changes in Count Time Series Models With Exogenous Covariates

Journal of Time Series Analysis, EarlyView.
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

Pixel-Level and DNA-Level Image Encryption Method Based on Five-Dimensional Hyperchaotic System. [PDF]

Entropy (Basel)
Zhou M, Li X, Du W, Li J, Wei Z.
europepmc   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
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, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

The 3d Mixed BF Lagrangian 1-Form: A Variational Formulation of Hitchin's Integrable System. [PDF]

Commun Math Phys
Caudrelier V, Harland D, Singh AA, Vicedo B.   +3 more
europepmc   +1 more source

Hypergeometric series and arithmetic-geometric mean over 2-adic fields (Algebraic Number Theory and Related Topics 2011)

, 2016
Kensaku Kinjo, Yuken Miyasaka
openalex   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Bifurcation analysis of small amplitude unidirectional waves for nonlinear Schrödinger equations with fractional derivatives. [PDF]

Sci Rep
Aderyani SR, Saadati R, Abolhassanifar MS, O'Regan D.   +3 more
europepmc   +1 more source

Macroscopic Market Making Games

Mathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source

Flow partition in two-dimensional open channels with porous structures. [PDF]

Sci Rep
Radiyan FM, Liu X.
europepmc   +1 more source

Thermal enhancement of ternary hybrid Casson nanofluid in porous media: a sensitivity analysis study. [PDF]

Sci Rep
Kenea G, Ibrahim W.
europepmc   +1 more source