Results 41 to 50 of about 38,984 (134)

On \mu-Compatible Metrics and Measurable Sensitivity

, 2011
We introduce the notion of W-measurable sensitivity, which extends and strictly implies canonical measurable sensitivity, a measure- theoretic version of sensitive dependence on initial conditions.
Grigoriev, Ilya, Ince, Nathaniel, Iordan, Marius Catalin, Lubin, Amos, Silva, Cesar E.   +4 more
core   +1 more source

On Integral Priors for Multiple Comparison in Bayesian Model Selection

International Statistical Review, EarlyView.
Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón, Juan Antonio Cano, Christian P. Robert   +2 more
wiley   +1 more source

Ergodicity criteria for non-expanding transformations of 2-adic spheres

, 2012
In the paper, we obtain necessary and sufficient conditions for ergodicity (with respect to the normalized Haar measure) of discrete dynamical systems $$ on 2-adic spheres $\mathbf S_{2^{-r}}(a)$ of radius $2^{-r}$, $r\ge 1$, centered at some point $a ...
A. Khrennikov, A.-H. Fan, A.-H. Fan, A.-H. Fan, Andrei Khrennikov, C. Favre, D. K. Arrowsmith, D. K. Arrowsmith, D.-D. Lin, E. I. Yurova, Ekaterina Yurova, F. Vivaldi, F. Vivaldi, F. Vivaldi, J. H. Silverman, J. Kingsbery, J. Kingsbery, J. Rivera-Letelier, J. Rivera-Letelier, J. Rivera-Letelier, J.-L. Chabert, K. Mahler, K.-O. Lindahl, M. Gundlach, M. Gundlach, M. V. Larin, M. van der Put, R. Benedetto, R. Benedetto, R. Benedetto, R. Benedetto, S. Al'beverio, S. Albeverio, S. De Smedt, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. S. Anashin, V. S. Anashin, Vladimir Anashin, W. H. Schikhof, Z. Coelho   +47 more
core   +1 more source

Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley   +1 more source

Quantisations of piecewise affine maps on the torus and their quantum limits

, 2007
For general quantum systems the semiclassical behaviour of eigenfunctions in relation to the ergodic properties of the underlying classical system is quite difficult to understand.
A.B. Katok, Cheng-Hung Chang, D. Kelmer, D. Kelmer, E. Bogomolny, E. Lindenstrauss, F. Bonechi, F. Faure, F. Faure, H.B. Keynes, J. Marklof, J. Marklof, L. Rosenzweig, M. Keane, N. Anantharaman, N.A. Friedman, O. Giraud, P. Gérard, P. Kurlberg, Roman Schubert, S. Ferenczi, S. Zelditch, Serge Troubetzkoy, Tyll Krüger, W.A. Veech, W.A. Veech, Y. Colin de Verdière, Z. Rudnick   +27 more
core   +2 more sources

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

Tests for Changes in Count Time Series Models With Exogenous Covariates

Journal of Time Series Analysis, EarlyView.
ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley   +1 more source

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, Thomas Fung, Kyle Macaskill, Rowan Aukes   +3 more
wiley   +1 more source

Traslaciones de Transformaciones Tipo Boole Robustamente Transitivas

NOVASINERGIA, 2018
The study of the renowned Boole transformation and its different parametrizations havebeen made from the context of the ergodic theory for infinite measurements.
Bladismir Leal, Guelvis Mata, Davíd Ramírez   +2 more
doaj