Results 61 to 70 of about 3,327 (193)

Impact of Imperfect Angle Estimation on Spatial and Directional Modulation

IEEE Access, 2020
In this paper, we investigate the impact of imperfect angle estimation (IAE) on spatial and directional modulation (SDM) systems, assuming that the signal experiences line of sight (LoS) propagation.
Hongyan Zhang, Yue Xiao, Yanping Xiao, Wei Xiang   +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

A central limit theorem for random dynamical systems

上海师范大学学报. 自然科学版, 2019
In this article, we establish a central limit theorem (CLT) for random dynamical systems (RDS), which is a supplement to the ergodic theory of random dynamical system.
LYU Kening, ZHENG Yan
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

Dynamical Temperature from the Phase Space Trajectory

Hungarian Journal of Industry and Chemistry, 2017
In classical statistical mechanics the trajectory in phase space represents the propagation of a classical Hamiltonian system. While trajectories play a key role in chaotic system theory, exploitation of a single trajectory has yet to be considered. This
Baranyai András
doaj   +1 more source

Mathematical analysis of stochastic epidemic model of MERS-corona & application of ergodic theory. [PDF]

Math Comput Simul, 2023
Hussain S, Tunç O, Rahman GU, Khan H, Nadia E.   +4 more
europepmc   +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

A hypothesis on ergodicity and the signal‐to‐noise paradox

Atmospheric Science Letters
This letter raises the possibility that ergodicity concerns might have some bearing on the signal‐to‐noise paradox. This is explored by applying the ergodic theorem to the theory behind ensemble weather forecasting and the ensemble mean.
Daniel J. Brener
doaj   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source

On the application of ergodic theory to alternating Engel series

International Journal of Mathematics and Mathematical Sciences, 2001
We investigate the ergodic behaviour of the basic operator which generates the modified Engel-type alternating series representations of any number in (0,1] in terms of rationals.
C. Ganatsiou
doaj   +1 more source