Results 61 to 70 of about 5,384,650 (236)
Ergodic sampling of the topological charge using the density of states
European Physical Journal C: Particles and Fields, 2021 In lattice calculations, the approach to the continuum limit is hindered by the severe freezing of the topological charge, which prevents ergodic sampling in configuration space.
Guido Cossu +4 more
doaj +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 +2 more
wiley +1 more source
The work of Professor Andrzej Lasota on asymptotic stability and recent progress [PDF]
Opuscula Mathematica, 2008 The paper is devoted to Professor Andrzej Lasota's contribution to the ergodic theory of stochastic operators. We have selected some of his important papers and shown their influence on the evolution of this topic. We emphasize the role A.
Wojciech Bartoszek
doaj
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
Uniformly ergodic theorem for commuting multioperators
Electronic Journal of Differential Equations, 2006 In this paper, we established some uniformly Ergodic theorems by using multioperators satisfying the E-k condition introduce in [3]. One consequence, is that if $I-T$ is quasi-Fredholm and satisfies E-k condition then $T$ is uniformly ergodic.
Samir Lahrech +3 more
doaj
Performance Analysis of Beamforming in MU-MIMO Systems for Rayleigh Fading Channels
IEEE Access, 2017 This paper characterizes the performance metrics of MU-MIMO systems under Rayleigh fading channels in the presence of both cochannel interference and additive noise with unknown channel state information and known correlation matrices. In the first task,
Ahmad Kamal Hassan +3 more
doaj +1 more source
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
Acta AcusticaIn 1992, the author proposed a generalization of the Sabine formula that develops reverberation time over a series of powers of the reflection coefficient on the boundaries.
Polack Jean-Dominique
doaj +1 more source
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