Results 101 to 110 of about 3,605 (210)

Matrix-graphic simulation of social network: ergodic properties

Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï
We propose mathematical tools for social network simulation to obtain sufficient conditions for network ergodicity, defined as the existence of a steady state as time approaches infinity.
Igor Spectorsky, Vitalii Statkevych, Oleksandr Stus   +2 more
doaj   +1 more source

The Influence of Fault Rupture Velocity on Ground Motions and Building Demands in the Near‐Fault Region

Earthquake Spectra, Volume 42, Issue 3, August 2026.
With the recent increases in measured ground motion records for large earthquakes, most notably the 2023 M7.8 Pazarcik earthquake in Türkiye, the potential for pervasive high velocity fault rupture propagation over an extensive fault length has been observed.
David McCallen, Houjun Tang, Junfei Huang, Arben Pitarka   +3 more
wiley   +1 more source

Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance

Journal of Forecasting, Volume 45, Issue 5, Page 2587-2605, August 2026.
ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher, Sebastian Stöckl, Michael Hanke   +2 more
wiley   +1 more source

Utilizing Exact Values of Transition Intensities for Better Estimation of the Limiting Characteristics of Inhomogeneous Birth-and-Death Processes

Computation
In this paper, consideration is given to the class of birth-and-death processes with possibly state-dependent and time-varying transition intensities and a finite state space.
Yacov Satin, Rostislav Razumchik, Alexander Zeifman, Janos Sztrik   +3 more
doaj   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, Volume 94, Issue 2, Page 347-381, August 2026.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 871-889, August 2026.
ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano, Juan‐Andrés Rodríguez, Miguel A. Arranz   +2 more
wiley   +1 more source

Central Limit Theorem for Random “Contractive” Functions on Interval

Annales Mathematicae Silesianae
We use the approach from Czudek and Szarek (see [1]) to prove the central limit theorem for a stationary Markov chain generated by an iterative function system for a family of increasing, injective functions on [0, 1] with “contractive” properties.
Block Maciej, Kacprzak Wiktoria, Falęcki Dorian   +2 more
doaj   +1 more source

Inference on Common Trends in a Cointegrated Nonlinear SVAR

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 658-676, August 2026.
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley   +1 more source

Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 677-689, August 2026.
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley   +1 more source

An EZ${\mathcal {E}\mathcal {Z}}$‐structure for the mapping class group

Proceedings of the London Mathematical Society, Volume 133, Issue 2, August 2026.
Abstract We construct a boundary for the mapping class group Mod(S)${\rm Mod}(S)$ of a surface S$S$ of finite type. The action of Mod(S)${\rm Mod}(S)$ on this boundary is minimal, strongly proximal and topologically free. The boundary is the boundary of an EZ${\mathcal {E}\mathcal {Z}}$‐structure for Mod(S)${\rm Mod}(S)$.
Ursula Hamenstädt
wiley   +1 more source