Results 11 to 20 of about 26,328 (106)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

Maximal Ergodic Inequalities for Banach Function Spaces

, 2015
We analyse the Transfer Principle, which is used to generate weak type maximal inequalities for ergodic operators, and extend it to the general case of $\sigma$-compact locally compact Hausdorff groups acting measure-preservingly on $\sigma$-finite ...
de Beer, Richard, Labuschagne, Louis
core   +1 more source

Ensemble Kalman filter in latent space using a variational autoencoder pair

Quarterly Journal of the Royal Meteorological Society, EarlyView.
The use of the ensemble Kalman filter (EnKF) in strongly nonlinear or constrained atmospheric, oceanographic, or sea‐ice models can be challenging. Applying the EnKF in the latent space of a variational autoencoder (VAE) ensures that the ensemble members satisfy the balances and constraints present in the model.
Ivo Pasmans, Yumeng Chen, Tobias Sebastian Finn, Marc Bocquet, Alberto Carrassi   +4 more
wiley   +1 more source

The Smearing of Quasi‐Particles: Signatures in the Entanglement Entropy of Excited Many‐Particle Systems

Advanced Quantum Technologies, EarlyView.
Entanglement reveals hidden structure in quantum matter. We explore how quasi‐particles shape the crossover from area‐law to volume‐law entanglement, using models from spinless fermions to SYK. Our results show a striking linear growth of entanglement with energy, explained as a hallmark of quasi‐particles, offering new insight into the entanglement ...
Jagannath Sutradhar, Jonathan Ruhman, Avraham Klein, Dimitri Gutman, Richard Berkovits   +4 more
wiley   +1 more source

Enhancing generalizability theory with mixed‐effects models for heteroscedasticity in psychological measurement: A theoretical introduction with an application from EEG data

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Generalizability theory (G‐theory) defines a statistical framework for assessing measurement reliability by decomposing observed variance into meaningful components attributable to persons, facets, and error. Classic G‐theory assumes homoscedastic residual variances across measurement conditions, an assumption that is often violated in ...
Philippe Rast, Peter E. Clayson
wiley   +1 more source

Ergodic theory for quantum semigroups

, 2014
Recent results of L. Zsido, based on his previous work with C. P. Niculescu and A. Stroh, on actions of topological semigroups on von Neumann algebras, give a Jacobs-de Leeuw-Glicksberg splitting theorem at the von Neumann algebra (rather than Hilbert ...
Runde, Volker, Viselter, Ami
core   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Uniform families of ergodic operator nets

, 2012
We study mean ergodicity in amenable operator semigroups and establish the connection to the convergence of strong and weak ergodic nets. We then use these results in order to show the convergence of uniform families of ergodic nets that appear in ...
Schreiber, Marco
core   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source