Results 71 to 80 of about 1,869 (181)
Confidence Intervals for Price Discovery
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 742-764, August 2026.ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
Inference on Common Trends in a Cointegrated Nonlinear SVAR
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 658-676, August 2026.ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley +1 more source
Ain Shams Engineering Journal, 2018 In this paper, we present a numerical method proficient for solving a system of time–fractional partial differential equations. For this sake, we use spectral collection method based on shifted Chebyshev polynomials in space and finite difference method ...
Basim Albuohimad +2 more
doaj +1 more source
A Matrix‐Free, Scalable, and Robust Implicit Material Point Method
International Journal for Numerical Methods in Engineering, Volume 127, Issue 14, 30 July 2026.ABSTRACT An implicit material point method is presented using a new dynamic relaxation solver, allowing for a simple and efficient quasi‐static formulation that may be readily implemented in existing explicit‐dynamic codes. The use of dynamic relaxation and aggregation is shown to produce an extremely robust material point method scheme, with good ...
Sam J. V. Sutcliffe +5 more
wiley +1 more source
Collocation Method via Jacobi Polynomials for Solving Nonlinear Ordinary Differential Equations
International Journal of Mathematics and Mathematical Sciences, 2011 We extend a collocation method for solving a nonlinear ordinary differential equation (ODE) via Jacobi polynomials. To date, researchers usually use Chebyshev or Legendre collocation method for solving problems in
Ahmad Imani, Azim Aminataei, Ali Imani
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Fast algorithm and new potential formula represented by Chebyshev polynomials for an [Formula: see text] globe network. [PDF]
Sci Rep, 2022 Zhou Y, Zheng Y, Jiang X, Jiang Z.
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International Journal for Numerical Methods in Engineering, Volume 127, Issue 14, 30 July 2026.ABSTRACT Numerical anisotropy and dispersion are inherent consequences of spatial discretization in finite element modeling of wave propagation. In two‐dimensional problems, these effects manifest not only as direction‐dependent phase and group velocities but also as angularly dependent numerical band gaps that may entirely suppress wave propagation ...
Wiktor Waszkowiak +3 more
wiley +1 more source
CHEBYSHEV POLYNOMIALS ON REGULAR POLYGONS IN THE COMPLEX PLANE
Ural Mathematical JournalThe Chebyshev problem is studied for a regular \(m\)-gon \(G_m\), \(m\geq 3\), in the complex plane \(\mathbb{C}\). Let \(\mathscr{P}_n^1\) be the set of algebraic polynomials of a given degree \(n\) with unit leading coefficient. The problem is to find
Elizaveta O. Shcherbakova
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Systematic literature review of the performance characteristics of Chebyshev polynomials in machine learning applications for economic forecasting in low-income communities in sub-Saharan Africa. [PDF]
SN Bus Econ, 2022 Cordes D, Latifi S, Morrison GM.
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Operational matrices based on the shifted fifth-kind Chebyshev polynomials for solving nonlinear variable order integro-differential equations. [PDF]
Adv Differ Equ, 2021 Jafari H, Nemati S, Ganji RM.
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