Results 91 to 100 of about 94,647 (164)
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Andrzej Lasota's selected results [PDF]
Opuscula Mathematica, 2008 In this article we recall Andrzej Lasota's selected results which either indicated new directions of research, or layed the foundations for new approaches, or solved interesting problems. The area of mathematical interests of Professor Andrzej Lasota was
Józef Myjak
doaj
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source
Journal of Applied Mathematics, 2014 By the weighted ergodic function based on the measure theory, we study pseudo asymptotic behavior of mild solution for nonautonomous integrodifferential equations with nondense domain.
Zhinan Xia
doaj +1 more source
Towards the boundary of the fine curve graph
Journal of Topology, Volume 19, Issue 2, June 2026.Abstract The fine curve graph was introduced as a geometric tool to study homeomorphisms of surfaces. In this paper, we study the Gromov boundary of this space and the local topology near points associated with certain foliations and laminations. We then give several applications including finding dynamically explicit elements with positive stable ...
Jonathan Bowden +2 more
wiley +1 more source
An Accretive Operator Approach to Ergodic Problems for Zero-Sum Games
, 2016 Mean payoff stochastic games can be studied by means of a nonlinear spectral problem involving the Shapley operator: the ergodic equation. A solution consists in a scalar, called the ergodic constant, and a vector, called bias.
Hochart, Antoine
core +1 more source
Improved Scheduling Mechanisms for Synchronous Information and Energy Transmission
Sensors, 2017 Wireless energy collecting technology can effectively reduce the network time overhead and prolong the wireless sensor network (WSN) lifetime. However, the traditional energy collecting technology cannot achieve the balance between ergodic channel ...
Danyang Qin +4 more
doaj +1 more source
Efficient Deconvolution in Populational Inverse Problems
International Journal for Numerical Methods in Engineering, Volume 127, Issue 9, 15 May 2026.ABSTRACT This work is focused on the inversion task of inferring the distribution over parameters of interest, leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by the increasing availability of data, but a major roadblock is blind deconvolution, arising when the observational noise ...
Arnaud Vadeboncoeur +2 more
wiley +1 more source
Chemical Engineering &Technology, Volume 49, Issue 5, May 2026.This study compares positron emission particle tracking (PEPT), magnetic particle tracking (MPT), and DEM–SPH simulations to analyze grinding media dynamics in a horizontal stirred mill. It highlights the strengths of PEPT's precision, MPT's cost‐effectiveness, and DEM–SPH's versatility, offering insights into tracking and simulation methodologies ...
Sherry Bremner +5 more
wiley +1 more source
AxiomsThis paper investigates a stochastic semi-parametric SEIR model characterized by infectivity during the incubation period and influenced by white noise perturbations. First, based on the theory of stochastic persistence, we derive the conditions required
Mei Li, Jing Zhang
doaj +1 more source