Results 71 to 80 of about 23,064 (196)

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

The Role of Chemistry Across Disciplines From Humanities to Life Sciences in Understanding Complexity and Emergence

Angewandte Chemie, Volume 138, Issue 17, 20 April 2026.
This study explores the origins of life by linking prebiotic chemistry, the emergence of information‐carrying molecules such as RNA and proteins, and philosophical questions about consciousness. The study emphasizes the role of molecular evolution in the Central Dogma and provides insights into the chemical origins of biology and the basis of life's ...
Harald Schwalbe, Josef Wachtveitl, Alexander Heckel, Florian Buhr, Sabrina Toews, Thomas M. Schimmer   +5 more
wiley   +2 more sources

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

On ergodic states, spontaneous symmetry breaking and the Bogoliubov quasi-averages

, 2016
It is shown that Bogoliubov quasi-averages select the pure or ergodic states in the ergodic decomposition of the thermal (Gibbs) state. Our examples include quantum spin systems and many-body boson systems.
Wreszinski, Walter F., Zagrebnov, Valentin A.   +1 more
core   +1 more source

Moving averages of ergodic processes

Metrika, 1977
A necessary and sufficient condition for the almost everywhere convergence of the “moving” ergodic averages\((\Phi (n))^{ - 1} \mathop \Sigma \limits_{i = n - \Phi (n) + 1}^n x_E (T^i x)\) is given. The result is then generalized to ergodic flows, and finally constrasted with earlier results ofPfaffelhuber andJain.
Junco, A. del, Steele, J.M.
openaire   +2 more sources

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Multiple Chains Markov Switching Vector Autoregression

Journal of Time Series Analysis, EarlyView.
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley   +1 more source

The Statistical Mechanics of Ideal Magnetohydrodynamic Turbulence and a Solution of the Dynamo Problem

Fluids
We review and extend the theory of ideal, homogeneous, incompressible, magnetohydrodynamic (MHD) turbulence. The theory contains a solution to the ‘dynamo problem’, i.e., the problem of determining how a planetary or stellar body produces a global dipole
John V. Shebalin
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

Stability of a Markov-modulated Markov chain, with application to a wireless network governed by two protocols

Stochastic Systems, 2012
We consider a discrete-time Markov chain (Xt, Yt), t = 0,1,2,..., where the X-component forms a Markov chain itself. Assume that (Xt) is Harris-ergodic and consider an auxiliary Markov chain Ŷt whose transition probabilities are the averages of ...
Sergey Foss, Seva Shneer, Andrey Turlikov   +2 more
doaj