Results 181 to 190 of about 15,169 (314)

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
wiley   +1 more source

Existence of variational solutions to doubly nonlinear systems in nondecreasing domains. [PDF]

J Evol Equ
Schätzler L, Scheven C, Siltakoski J, Stanko C.   +3 more
europepmc   +1 more source

The Cauchy problem for intuitionistic fuzzy differential equations [PDF]

, 2018
Bouchra Ben Amma, Saïd Melliani, Lalla Saâdia Chadli   +2 more
openalex   +1 more source

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

Modeling COVID-19 transmission: effects of age structure and vaccination. [PDF]

Sci Rep
Ali S, Boulaaras S, Ali N, Ahmad I, Khan A, Ullah Z.   +5 more
europepmc   +1 more source

On the Cauchy-Kovalevskaya theorem for Caputo fractional differential equations

Marc Jornet
openalex   +1 more source

Application of generalized method of Lie algebraic discrete approximations for solving Cauchy problem with heat transfer equation (in Ukrainian)

, 2014
A Kindybaliuk
openalex   +1 more source

The Cauchy problem for the Euler-Poisson system and derivation of the Zakharov-Kuznetsov equation [PDF]

, 2012
David Lannes, Felipe Linares, Jean‐Claude Saut   +2 more
openalex   +1 more source

Comparing Robust Versions of Distance Covariance: A Comment on the Biloop Approach

International Statistical Review, EarlyView.
Dominic Edelmann
wiley   +1 more source

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
wiley   +1 more source