Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
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A Generalized Cauchy Distribution Framework for Problems Requiring Robust Behavior
, 2010 Carrillo RafaelE +2 more
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Comparing Robust Versions of Distance Covariance: A Comment on the Biloop Approach
International Statistical Review, EarlyView.
Dominic Edelmann
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Spontaneous Strategies Used During Novel Word Learning
Language Learning, EarlyView.Abstract This online study examined spontaneous strategies of English‐speaking adults during associative word learning, the relationship of these strategies with learning outcomes and within‐task evolution of strategy use. Participants were to learn to name 14 object–pseudoword pairs across five successive encoding/recall blocks, followed by delayed ...
Matti Laine +4 more
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Performance of Hammerstein Spline Adaptive Filtering Based on Fair Cost Function for Denoising Electrocardiogram Signals. [PDF]
Biomimetics (Basel)Sitjongsataporn S, Wiangtong T.
europepmc +1 more source
Spherical uniformity and some characterizations of the Cauchy distribution
, 2021 Ibrahim Salama, Pranab Kumar Sen
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The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
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Correction: Topp-Leone Cauchy Family of Distributions with Applications in Industrial Engineering [PDF]
Mintodê Nicodème Atchadé +3 more
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Bayesian Inference for Joint Estimation Models Using Copulas to Handle Endogenous Regressors
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This study proposes a Bayesian approach for finite‐sample inference of the Gaussian copula endogeneity correction. Extant studies use frequentist inference, build on a priori computed estimates of marginal distributions of explanatory variables, and use bootstrapping to obtain standard errors. The proposed Bayesian approach facilitates precise
Rouven E. Haschka
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