Results 51 to 60 of about 38,984 (134)
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
Journal of Advanced CeramicsBismuth sodium titanate (BNT) ceramics exhibit outstanding strain responses but are unfavorable for application in high-sensitivity displacement actuators due to the large negative strain resulting from irreversible changes in their phase transition and ...
Yule Yang +9 more
doaj +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT In this paper, we propose a new test for the detection of a change in a non‐linear (auto‐)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at‐most‐one‐change model and approximate the unknown (auto‐)regression function by a neural network with one hidden layer. It
Claudia Kirch, Stefanie Schwaar
wiley +1 more source
Example of a diffeomorphism for which the special ergodic theorem doesn't hold [PDF]
, 2012 In this work we present an example of C^\infty-diffeomorphism of a compact 4-manifold such that it admits a global SRB measure \mu but for which the special ergodic theorem doesn't hold.
Ryzhov, Dmitry
core
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
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
Dichotomy Law for a Modified Shrinking Target Problem in Beta Dynamical System
MathematicsLet φ:N→(0,1] be a positive function. We consider the size of the set Ef(φ):={β>1:|Tβn(x)−f(β)|
Wenya Wang, Zhongkai Guo
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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
Archives of Acoustics, 2016 This paper investigates the possibility of using long-term analysis of the zero-crossings of a speech signal for speaker identification. The applied method of identification is based on an analysis of the signal in measuring windows of a duration which ...
Czesław BASZTURA, Wojciech MAJEWSKI
doaj
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