Results 101 to 110 of about 10,083 (253)
Asymptotic Analysis of Poverty Dynamics via Feller Semigroups
MathematicsPoverty is a multifaceted phenomenon impacting millions globally, defined by a deficiency in both material and immaterial resources, which consequently restricts access to satisfactory living conditions. Comprehensive poverty analysis can be accomplished
Lahcen Boulaasair +2 more
doaj +1 more source
When Infinite Flow is Sufficient for Ergodicity [PDF]
, 2010 We consider the consensus and ergodicity for a random linear discrete-time system driven by stochastic matrices. We focus on independent models with certain properties, and we study the ergodicity and consensus of such random models through a novel ...
Angelia Nedic +3 more
core +1 more source
Multiple Chains Markov Switching Vector Autoregression
Journal of Time Series Analysis, EarlyView.ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley +1 more source
Broken ergodicity in driven one-dimensional particle systems with short-range interaction
, 2006 We present a one-dimensional nonequilibrium model for a driven di usive system which has local interactions and slow nonconservative reaction kinetics.
Schütz, G. M., Rákos, Attila Gábor
core
Computing Densities: A Conditional Monte Carlo Estimator [PDF]
We propose a generalized conditional Monte Carlo technique for computing densities in economic models. Global consistency and functional asymptotic normality are established under ergodicity assumptions on the simulated process.
Huiyu Li +2 more
core +2 more sources
On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Inverse Problems for Ergodicity of Markov Chains
, 2019 For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity.
Wei, Zhi-Feng
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Penalized Convex Estimation in Dynamic Location Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
STATISTICAL MECHANICS: BRIDGING MICROSCOPIC BEHAVIOR TO MACROSCOPIC OBSERVABLES: Gravitational waves
Worldwide Journal of Physics, 2023 This study investigates how statistical mechanics bridges the gap between microscopic particle dynamics and macroscopic thermodynamic observables through a mixed-methods framework combining ensemble theory, computational modeling, and statistical ...
Syed Rizwan Hussain, Aurang Zeb
doaj
Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting
Journal of Time Series Analysis, EarlyView.ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss +2 more
wiley +1 more source