Results 11 to 20 of about 72,390 (316)
Nonlinear Analysis, 2021 In this paper, we study the solvability and asymptotic properties of a recently derived gyre model of nonlinear elliptic Schrödinger equation arising from the geophysical fluid flows.
Xinguang Zhang +4 more
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An asymptotic property of univalent mappings. [PDF]
Michigan Mathematical Journal, 1994 The main result is as follows: Let \(f\) be a univalent holomorphic function in the upper halfplane. Then, for almost all real \(x\), there exists \(c= c(x,\vartheta)> 0\) and \(r> 0\) such that \[ |\text{Im } f(u+ iv)| > cv\quad\text{for}\quad | u- x|< v\tan\vartheta,\qquad 0< v< r. \] One ingredient of the proof is the Hayman-Wu theorem.
Ortel, Marvin, Schneider, Walter
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Asymptotic properties of some minor-closed classes of graphs (conference version) [PDF]
Discrete Mathematics & Theoretical Computer Science, 2013 Let $\mathcal{A}$ be a minor-closed class of labelled graphs, and let $G_n$ be a random graph sampled uniformly from the set of n-vertex graphs of $\mathcal{A}$. When $n$ is large, what is the probability that $G_n$ is connected? How many components does
Mireille Bousquet-Mélou, Kerstin Weller
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Bootstrap Prediction Interval for ARMA Models with Unknown Orders
Revstat Statistical Journal, 2020 This paper aims to investigate the construction of the prediction intervals for ARMA (p, q) models with unknown orders. We present the bootstrap algorithms for the prediction intervals based on the bootstrap distribution of orders (p, q). The asymptotic
Xingyu Lu , Lihong Wang
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Axioms, 2023 The purpose of this research is to investigate the asymptotic and oscillatory characteristics of odd-order neutral differential equation solutions with multiple delays.
Fahd Masood +3 more
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Asymptotic properties of a Leontief economy [PDF]
Journal of Economic Dynamics and Control, 1989 The asymptotic properties of equilibrium quantities of a Leontief economy when agents have additional separable utilities are discussed in this paper. The rate of growth of equilibrium quantities and prices that either tend to zero or infinity or remain bounded from below and above by strictly positive vectors are estimated.
Dana Rose-anne +3 more
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Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model [PDF]
Journal of Mahani Mathematical ResearchThe goal of this paper is to study the problem of estimation of varextropy function under $\alpha$-mixing dependence condition. We propose nonparametric estimators for varextropy, residual varextropy and past varextropy.
Raheleh Zamini +2 more
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Open Mathematics, 2021 In this paper, we consider a novel estimation for partial functional linear regression models. The functional principal component analysis method is employed to estimate the slope function and the functional predictive variable, respectively.
Cao Peng, Sun Jun
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Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management
Energies, 2018 The purpose of the paper is to explore the relative biases in the estimation of the Full BEKK model as compared with the Diagonal BEKK model, which is used as a theoretical and empirical benchmark.
David E. Allen, Michael McAleer
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A Time-Varying Coefficient Double Threshold GARCH Model with Explanatory Variables
Axioms, 2023 In this article, we consider the nonparametric inference for the time-varying coefficient double-threshold generalized autoregressive conditional heteroscedastic models.
Tongwei Zhang +3 more
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