Results 111 to 120 of about 287,232 (281)
An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
Vertex Algebroids over Veronese Rings
Symmetry, Integrability and Geometry: Methods and Applications, 2008 We find a canonical quantization of Courant algebroids over Veronese rings. Part of our approach allows a semi-infinite cohomology interpretation, and the latter can be used to define sheaves of chiral differential operators on some homogeneous spaces ...
Fyodor Malikov
doaj +1 more source
On Differential Hopf Algebras and $$B_{\infty }$$ Algebras
Mediterranean Journal of MathematicsAbstract We establish a structure theorem analogous to the classical result of Milnor and Moore: any differential graded (not necessarily cocommutative) Hopf algebra H that is cofree as a coalgebra carries an underlying $$B_\infty $$ B ∞
Gálvez-Carrillo, Imma +2 more
openaire +2 more sources
Asymptotic properties of cross‐classified sampling designs
Canadian Journal of Statistics, EarlyView.Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
T‐calibration in semi‐parametric models
Canadian Journal of Statistics, EarlyView.Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Sustainability‐oriented collaborations are inter‐organisational arrangements where the competencies of multiple companies are pooled together to tackle environmental challenges. These collaborations differ from traditional strategic alliances in that they tackle complex goals amidst greater uncertainties that extend beyond economic performance,
Vittorio Maria Garibbo +3 more
wiley +1 more source
Contributions to Plasma Physics, EarlyView.ABSTRACT A methodological study is presented on a noninvasive photometric diagnostic for determining trends in electron density and sheath dynamics in single (1f) and a dual (2f) radio frequency capacitively coupled (CCRF) argon plasmas. The 1f discharges are operated at 13.56 and 27.12 MHz, respectively, while the 2f discharge is driven by both ...
Daniel Zuhayra +3 more
wiley +1 more source
BIGRADED DIFFERENTIAL ALGEBRA FOR VERTEX ALGEBRA COMPLEXES
Journal of Mathematical SciencesAbstract For an infinite cochain bicomplex, we show that the orthogonality and grading conditions provide it with the structure of a bigraded differential algebra with respect to a natural multiplication of several elements bicomplex spaces. Corresponding bigraded algebra commutation relations generate a sequence of non-vanishing cohomology ...
openaire +2 more sources