Results 21 to 30 of about 6,699 (113)
Phase Transitions in Nonlinear Filtering
, 2014 It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information.
Rebeschini, Patrick, van Handel, Ramon
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 +4 more
wiley +1 more source
Rational weak mixing in infinite measure spaces
, 2013 Rational weak mixing is a measure theoretic version of Krickeberg's strong ratio mixing property for infinite measure preserving transformations. It requires "{\tt density}" ratio convergence for every pair of measurable sets in a dense hereditary ring ...
Aaronson +5 more
core +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
Angewandte Chemie, Volume 138, Issue 2, 9 January 2026.Synthesis of hydrolytically degradable poly(N,N′‐dimethylacrylamide)‐poly(ɛ‐caprolactone) nanoparticles via reverse sequence polymerization‐induced self‐assembly (PISA) at 80 °C is studied by time‐resolved small‐angle X‐ray scattering (SAXS). This technique reveals the formation of molten poly(ɛ‐caprolactone) (PCL) droplets prior to water addition, a ...
Matthew A. H. Farmer +4 more
wiley +2 more sources
Kinetically constrained spin models on trees
, 2012 We analyze kinetically constrained 0-1 spin models (KCSM) on rooted and unrooted trees of finite connectivity. We focus in particular on the class of Friedrickson-Andersen models FA-jf and on an oriented version of them.
Martinelli, F., Toninelli, C.
core +3 more sources
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 +3 more
wiley +1 more source
Multivariate contemporaneous threshold autoregressive models [PDF]
In this paper we propose a contemporaneous threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex ante probabilities that latent regime-specific variables exceed certain threshold values.
Fabio Spagnolo +3 more
core +3 more sources
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
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