Results 181 to 190 of about 168,726 (280)

Connected Components on Lie Groups and Applications to Multi-Orientation Image Analysis. [PDF]

J Math Imaging Vis
van den Berg NJ, Mula O, Vis L, Duits R.
europepmc   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Generalised killing spinors on three-dimensional Lie groups. [PDF]

Manuscr Math
Artacho D.
europepmc   +1 more source

Online Jump and Kink Detection in Segmented Linear Regression: Statistical Optimality Meets Computational Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley   +1 more source

The Group-Algebraic Formalism of Quantum Probability and Its Applications in Quantum Statistical Mechanics. [PDF]

Entropy (Basel)
Gu Y, Wang J.
europepmc   +1 more source

On simple Lie algebras of dimension seven over

The São Paulo Journal of Mathematical Sciences, 2010
Alexandre N. Grichkov, Marinês Guerreiro   +1 more
openaire   +2 more sources

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Classification of dynamical Lie algebras of 2-local spin systems on linear, circular and fully connected topologies. [PDF]

npj Quantum Inf
Wiersema R, Kökcü E, Kemper AF, Bakalov BN.   +3 more
europepmc   +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

Jean-Marie Souriau's Symplectic Foliation Model of Sadi Carnot's Thermodynamics. [PDF]

Entropy (Basel)
Barbaresco F.
europepmc   +1 more source