Results 31 to 40 of about 2,878 (136)
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
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Ergodicity, Uniformity and Unique Ergodicity [PDF]
Indiana University Mathematics Journal, 1973 Hansel, G., Raoult, J. P.
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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
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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
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Advances in Mathematics, 2005 We show that any Banach space contains a continuum of non isomorphic subspaces or a minimal subspace. We define an ergodic Banach space $X$ as a space such that $E_0$ Borel reduces to isomorphism on the set of subspaces of $X$, and show that every Banach space is either ergodic or contains a subspace with an unconditional basis $ which is ...
Ferenczi, Valentin, Rosendal, Christian
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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
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Integrative Approaches for DNA Sequence‐Controlled Functional Materials
Advanced Functional Materials, Volume 36, Issue 18, 2 March 2026.DNA is emerging as a programmable building block for functional materials with applications in biomimicry, biochemical, and mechanical information processing. The integration of simulations, experiments, and machine learning is explored as a means to bridge DNA sequences with macroscopic material properties, highlighting current advances and providing ...
Aaron Gadzekpo +4 more
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Electric Field‐Induced Phase Transition Behaviour in Sodium Bismuth Titanate‐Based Ceramics
Advanced Energy and Sustainability Research, Volume 7, Issue 3, March 2026.This review establishes a framework correlating NBT‐based ceramic performance with geometric descriptors: tolerance factors and octahedral tilt strength. It rationalises transitions between ergodic and non‐ergodic relaxor states across major solid solutions.
Hareem Zubairi, Ge Wang
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Emergent Homeostasis and Degeneracy From Multi‐Dimensional Attractors
BioEssays, Volume 48, Issue 3, March 2026.Biological systems maintain homeostasis—stability to perturbations. Control theory (right) describes this as designed regulatory circuits that maintain set points. We propose that homeostasis can emerge from collective dynamics that generate stable attracting manifolds (left).
Kuheli Biswas +2 more
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Forecasting Natural Gas Prices in Real Time
Journal of Applied Econometrics, Volume 41, Issue 2, Page 139-155, March 2026.ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
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