Results 241 to 250 of about 4,543,360 (329)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

Entanglement Cost for Infinite-Dimensional Physical Systems. [PDF]

Commun Math Phys
Yamasaki H, Kuroiwa K, Hayden P, Lami L.
europepmc   +1 more source

Hybrid model for the Coupling of an Asymptotic Preserving scheme with the Asymptotic Limit model: The One Dimensional Case [PDF]

, 2011
Pierre Degond, Fabrice Deluzet, Dario Maldarella, Jacek Narski, Claudia Negulescu, Martin Parisot   +5 more
openalex   +1 more source

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Refinements and Generalizations of the Shannon Lower Bound via Extensions of the Kraft Inequality. [PDF]

Entropy (Basel)
Merhav N.
europepmc   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

Long-time behaviour and bifurcation analysis of a two-species aggregation-diffusion system on the torus. [PDF]

Calc Var Partial Differ Equ
Carrillo JA, Salmaniw Y.
europepmc   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

A Complexity-Based Approach to Quantum Observable Equilibration. [PDF]

Entropy (Basel)
Alpino MG, Debarba T, Vianna RO, Cesário AT.   +3 more
europepmc   +1 more source

Towards a renormalization theory for quasi-periodically forced one\n dimensional maps II. Asymptotic behavior of reducibility loss bifurcations [PDF]

, 2011
Pau Rabassa, Àngel Jorba, Joan Carles Tatjer   +2 more
openalex   +1 more source