Results 71 to 80 of about 94,647 (164)
On Exponential‐Family INGARCH Models
Journal of Time Series Analysis, EarlyView.ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang +3 more
wiley +1 more source
From the Kubo formula to variable range hopping
, 2007 Consider a multichannel closed ring with disorder. In the semiclassical treatment its conductance is given by the Drude formula. Quantum mechanics challenge this result both in the limit of strong disorder (eigenstates are not quantum-ergodic in real ...
Doron Cohen, M. Büttiker, N. F. Mott
core +1 more source
Time‐Varying Dispersion Integer‐Valued GARCH Models
Journal of Time Series Analysis, EarlyView.ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza +3 more
wiley +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
Ergodic capacity analysis for MIMO two－hop relay system based on decode－and－forward
上海师范大学学报. 自然科学版, 2012 This paper presents an ergodic capacity analysis of MIMO two－hop relaying systems based on the relay protocol of decode－and－forward.Firstly the expression for the probability density function of an unordered eigenvalue of the system is derived.Then a ...
CHEN Birong, ZHANG Jing, DONG Jianping
doaj
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 +3 more
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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
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
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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
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
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