Results 31 to 40 of about 166,394,816 (126)
Multiple Chains Markov Switching Vector Autoregression
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
Schrödinger operators with δ and δ′-potentials supported on hypersurfaces [PDF]
Self-adjoint Schrödinger operators with δ and δ′-potentials supported on a smooth compact hypersurface are defined explicitly via boundary conditions.
Lotoreichik, Vladimir +2 more
core +4 more sources
Penalized Convex Estimation in Dynamic Location Models
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
Unbounded B-Fredholm operators on Hilbert spaces [PDF]
This paper is concerned with the study of a class of closed linear operators densely defined on a Hilbert space H and called B-Fredholm operators.
Berkani, M. +3 more
core +1 more source
Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss +2 more
wiley +1 more source
Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley +1 more source
Observables, maximal symmetric operators, POV measures and their applications in quantum mechanics [PDF]
Approximate observables, their description in terms of POV measures and the subsequent extension of the orthodox notion of observable are examined.
Fountain, Robert H.
core +2 more sources
Local polar frustration is engineered to stabilize an ergodic relaxer through nanoscale multiphase coexistence, suppressing long‐range ferroelectric order while preserving high polarization. This strategy delivers ultrahigh low‐field normalized energy density (Wa >0.020 mC cm−2), exceptional thermal stability, and a transferable design principle for ...
Hareem Zubairi +9 more
wiley +1 more source
Spectral Theory for Linear Operators
This chapter covers fundamental results on the spectral theory, including Fredholm alternative theorem and Nussbaum’s theorem on the radius of essential spectrum for bounded linear operators; growth bound and essential growth bound of linear operators ...
Pierre Magal +3 more
core +1 more source
Stem cell differentiation follows a conserved surface condensate trajectory: H3K27ac super enhancers nucleate large RNA polymerase II clusters that grow and unfold before transcriptional activity disperses them. This work reveals how biophysical forces at enhancer surfaces dynamically build and dismantle stem cell transcription hubs, reshaping cell ...
Tim Klingberg +18 more
wiley +1 more source

