Results 61 to 70 of about 39,038 (168)
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
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 +2 more
doaj
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
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
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
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
A Vulnerability Lens for Intuitive‐Logic Scenarios
FUTURES &FORESIGHT SCIENCE, Volume 8, Issue 1, April 2026.ABSTRACT Exploration of possibilities by means of intuitive logic is hampered by a large number of scenarios, which easily exceed the limits imposed by human bounded rationality. While many practitioners constrain their scenarios within a 2 × 2 $2\times 2$ matrix by design, more structured approaches point to rationales such as eliminating ...
Guido Fioretti
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
doaj +1 more source
A Comparison of Monte Carlo Based Marginal Likelihood Estimators
WIREs Computational Statistics, Volume 18, Issue 1, March 2026.Comparison of marginal likelihood estimation methods. ABSTRACT Marginal likelihood plays a central role in Bayesian model comparison and hypothesis testing, but its computation is often challenging in practice. This article reviews recent Monte Carlo methods that rely on the availability of Markov chain Monte Carlo (MCMC) samples from the posterior and
Aolan Li +5 more
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