Results 251 to 260 of about 5,976,249 (348)

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Remarks on Limit Theorems for the Free Quadratic Forms. [PDF]

Entropy (Basel)
Ejsmont W, Biernacki M, Hęćka P.
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

Influence of Explanatory Variable Distributions on the Behavior of the Impurity Measures Used in Classification Tree Learning. [PDF]

Entropy (Basel)
Gajowniczek K, Dudziński M.
europepmc   +1 more source

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

New insights on angiosperm crown age based on Bayesian node dating and skyline fossilized birth-death approaches. [PDF]

Nat Commun
Ma X, Zhang C, Yang L, Hedges SB, Zhong B.   +4 more
europepmc   +1 more source

A Novel Test for the Presence of Local Explosive Dynamics

Journal of Time Series Analysis, EarlyView.
ABSTRACT In economics and finance, speculative bubbles take the form of locally explosive dynamics that eventually collapse. We propose a test for the presence of speculative bubbles in the context of mixed causal‐noncausal autoregressive processes.
F. Blasques, S. J. Koopman, G. Mingoli, S. Telg   +3 more
wiley   +1 more source

Reservoir Flow Field Characterization during Water Flooding: A Data Mining and Fuzzy Logic Approach. [PDF]

ACS Omega
Liu H, Tong S, Zhu W, Wang F.
europepmc   +1 more source

The Geometric Range for Distributions of Cauchy's Type

The Annals of Mathematical Statistics, 1950
Gumbel, E. J., Keeney, R. D.
openaire   +3 more sources

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
wiley   +1 more source