Results 81 to 90 of about 88,517 (218)
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Construction of Borel Inseparable Coanalytic Sets
Real Analysis Exchange, 2003 The authors prove several general combinatorial results each of which gives a large family of pairwise disjoint, Borel inseparable, complete coanalytic sets. They use these combinatorial results to construct some concrete examples of such families in analysis and topology.
CAMERLO, RICCARDO, U. B. DARJI
openaire +5 more sources
Marchenko–Pastur Laws for Daniell Smoothed Periodograms
Journal of Time Series Analysis, EarlyView.ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley +1 more source
Invariant measures whose supports possess the strong open set property [PDF]
Opuscula Mathematica, 2008 Let \(X\) be a complete metric space, and \(S\) the union of a finite number of strict contractions on it. If \(P\) is a probability distribution on the maps, and \(K\) is the fractal determined by \(S\), there is a unique Borel probability measure ...
Gerald S. Goodman
doaj
Scientific Intuition of Genii Against Mytho-‘Logic’ of Cantor’s Transfinite ‘Paradise’
Philosophia Scientiæ, 2005 In the paper, a detailed analysis of some new logical aspects of Cantor’s diagonal proof of the uncountability of continuum is presented. For the first time, strict formal, axiomatic, and algorithmic definitions of the notions of potential and actual ...
Alexander A. Zenkin
doaj +1 more source
On generalized Borel sets [PDF]
Journal of the Australian Mathematical Society, 1978 AbstractA certain natural extension B of the Borel σ-algebra is studied in generalized weakly θ-refinable spaces. It is shown that a set belongs to B whenever it belongs to B locally. From this it is derived that if ℵωα is more complicated than aunion of less than ℵα weakly θ-refinable subspaces.
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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 +3 more
wiley +1 more source
Universal Approximation and the Topological Neural Network
IEEE AccessA topological neural network (TNN), which takes input data from a Tychonoff topological space instead of the usual finite dimensional space, is introduced.
Michael A. Kouritzin, Daniel Richard
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Complete nonmeasurability in regular families
, 2010 We show that for a $\sigma $-ideal $\ci$ with a Borel base of subsets of an uncountable Polish space, if $\ca$ is (in several senses) a "regular" family of subsets from $\ci $ then there is a subfamily of $\ca$ whose union is completely nonmeasurable i.e.
Ralowski, Robert, Zeberski, Szymon
core