Results 31 to 40 of about 6,699 (113)
Nonlinearity and Temporal Dependence [PDF]
Nonlinearities in the drift and diffusion coefficients influence temporal dependence in diffusion models. We study this link using three measures of temporal dependence: rho-mixing, beta-mixing and alpha-mixing.
Lars P. Hansen +2 more
core +3 more sources
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
, 1998 We examine the consequences of classical ergodicity for the localization properties of individual quantum eigenstates in the classical limit. We note that the well known Schnirelman result is a weaker form of quantum ergodicity than the one implied by ...
Heller, E. J., Kaplan, L.
core +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
Toward Psychometric Learning Analytics: Augmenting the Urnings Algorithm with Response Times
Journal of Educational Measurement, Volume 63, Issue 1, Spring 2026.Abstract Adaptive learning systems (ALS) aim to tailor the educational material to match the student's needs, ultimately improving the learning outcomes. An ALS dynamically adjust the level of practice based on the student's ability; therefore, obtaining accurate ability estimates is crucial.
Bence Gergely, Maria Bolsinova
wiley +1 more source
Polynomial decay of correlations in linked-twist maps
, 2012 Linked-twist maps are area-preserving, piece-wise diffeomorphisms, defined on a subset of the torus. They are non-uniformly hyperbolic generalisations of the well-known Arnold Cat Map.
Springham, J., Sturman, R.
core +1 more source
Cointegrating Polynomial Regressions With Power Law Trends
Journal of Time Series Analysis, Volume 47, Issue 2, Page 331-344, March 2026.ABSTRACT The common practice in cointegrating polynomial regressions (CPRs) often confines nonlinearities in the variable of interest to stochastic trends, thereby overlooking the possibility that they may be caused by deterministic components. As an extension, we propose univariate and multivariate CPRs that incorporate power law deterministic trends.
Yicong Lin, Hanno Reuvers
wiley +1 more source
, 2010 The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist, under most ...
Ryabko, Daniil
core +6 more sources
Codifference can detect ergodicity breaking and non-Gaussianity
, 2019 We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable ...
Magdziarz, Marcin +2 more
core +1 more source
Research on Three‐Dimensional Autonomous Obstacle Avoidance Path Planning Methods for UAVs
Transactions on Emerging Telecommunications Technologies, Volume 37, Issue 2, February 2026.This study presents a three‐dimensional autonomous obstacle‐avoidance path planning method for unmanned aerial vehicles (UAVs) based on a deep reinforcement learning (DRL)‐enhanced Mayfly Algorithm. The traditional Mayfly Algorithm suffers from issues such as random initial population generation and slow convergence.
Chong Wu, Hao Cheng, Hua Wang
wiley +1 more source