Results 51 to 60 of about 43,365 (195)

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Flip dynamics in octagonal rhombus tiling sets

, 2002
We investigate the properties of classical single flip dynamics in sets of two-dimensional random rhombus tilings. Single flips are local moves involving 3 tiles which sample the tiling sets {\em via} Monte Carlo Markov chains.
C. L. Henley, C. L. Henley, D. Aldous, D. Caillard, E. J. Gumbel, H. Cohn, M. Latapy, M. Widom, N. Destainville, N. Destainville, N. Destainville, N. G. de Bruijn, P. A. Kalugin, R. Mosseri, R. Penrose   +14 more
core   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Mean sensitive, mean equicontinuous and almost periodic functions for dynamical systems

, 2019
We show that an $R^d$-topological dynamical system equipped with an invariant ergodic measure has discrete spectrum if and only it is $\mu$-mean equicontinuous (proven for $Z^d$ before).
García-Ramos, Felipe, Marcus, Brian
core   +1 more source

Category Theory for Autonomous and Networked Dynamical Systems

Entropy, 2019
In this discussion paper we argue that category theory may play a useful role in formulating, and perhaps proving, results in ergodic theory, topogical dynamics and open systems theory (control theory). As examples, we show how to characterize Kolmogorov–
J. Delvenne
semanticscholar   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Local Poincaré algebra from quantum chaos

Journal of High Energy Physics
The local two-dimensional Poincaré algebra near the horizon of an eternal AdS black hole, or in proximity to any bifurcate Killing horizon, is generated by the Killing flow and outward null translations on the horizon.
Shoy Ouseph, Keiichiro Furuya, Nima Lashkari, Kwing Lam Leung, Mudassir Moosa   +4 more
doaj   +1 more source

Tackling nonlinear price impact with linear strategies

Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.
Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann, David Itkin, Johannes Muhle‐Karbe, Peter Schmidt   +3 more
wiley   +1 more source

Toward Psychometric Learning Analytics: Augmenting the Urnings Algorithm with Response Times

Journal of Educational Measurement, Volume 63, Issue 1, Spring 2026.
Abstract Adaptive learning systems (ALS) aim to tailor the educational material to match the student's needs, ultimately improving the learning outcomes. An ALS dynamically adjust the level of practice based on the student's ability; therefore, obtaining accurate ability estimates is crucial.
Bence Gergely, Maria Bolsinova
wiley   +1 more source

On the prevalence of non-Gibbsian states in mathematical physics [PDF]

, 2012
Gibbs measures are the main object of study in equilibrium statistical mechanics, and are used in many other contexts, including dynamical systems and ergodic theory, and spatial statistics.
van Enter, A. C. D.
core   +1 more source