Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Levy Noise Affects Ornstein-Uhlenbeck Memory. [PDF]
Entropy (Basel)Eliazar I.
europepmc +1 more source
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
Multi-Scale Image Defogging Network Based on Cauchy Inverse Cumulative Function Hybrid Distribution Deformation Convolution. [PDF]
Sensors (Basel)Ji L, Chen C.
europepmc +1 more source
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
wiley +1 more source
Complementary Polynomials in Quantum Signal Processing. [PDF]
Commun Math PhysBerntson BK, Sünderhauf C.
europepmc +1 more source
Convergence of cauchy-riemann sums to cauchy-riemann integrals
Journal of Research of the National Bureau of Standards, 1951 Szász, Otto, Todd, John
openaire +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
The work of Pierre Magal on differential equations, functional analysis and mathematical biology. [PDF]
J Math BiolDemongeot J, Hillen T, Ruan S, Webb G.
europepmc +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