Results 71 to 80 of about 15,674 (187)

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
wiley   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Quantum unique ergodicity for parabolic maps

, 1999
We study the ergodic properties of quantized ergodic maps of the torus. It is known that these satisfy quantum ergodicity: For almost all eigenstates, the expectation values of quantum observables converge to the classical phase-space average with ...
Marklof, Jens, Rudnick, Zeev
core   +3 more sources

Regional Adjustments to NGA‐West2 Ground‐Motion Models for Turkey

Earthquake Engineering &Structural Dynamics, Volume 55, Issue 6, Page 1313-1332, May 2026.
ABSTRACT This paper presents a ground‐motion model updating (GMMU) framework to adjust NGA‐West2 models for predicting a set of intensity measures in Turkey, including peak ground acceleration (PGA), peak ground velocity (PGV), and pseudo‐spectral acceleration (PSA) at periods ranging from 0.01 to 10 s. The GMMU framework integrates bias identification
Mao‐Xin Wang, Gang Wang
wiley   +1 more source

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

, 2008
This paper describes sufficient conditions to ensure the correct ergodicity of the Adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223--242] for target distributions with a noncompact support.
Saksman, Eero, Vihola, Matti
core   +3 more sources

On the mean ergodic theorem for Cesàro bounded operators [PDF]

Colloquium Mathematicum, 2000
Summary: For a Cesàro bounded operator in a Hilbert space or a reflexive Banach space the mean ergodic theorem does not hold in general. We give an additional geometrical assumption which is sufficient to imply the validity of that theorem.
openaire   +1 more source

Tests for Changes in Count Time Series Models With Exogenous Covariates

Journal of Time Series Analysis, Volume 47, Issue 3, Page 526-538, May 2026.
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

Perturbation bounds and degree of imprecision for uniquely convergent imprecise Markov chains

, 2016
The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the imprecision of ...
Škulj, Damjan
core  

Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes [PDF]

, 2013
We observe that the technique of Markov contraction can be used to establish measure concentration for a broad class of non-contracting chains. In particular, geometric ergodicity provides a simple and versatile framework.
Kontorovich, Aryeh, Weiss, Roi
core  

Means for the Bounded Functions and Ergodicity of the Bounded Representations of Semi-Groups [PDF]

Transactions of the American Mathematical Society, 1950
1. A mean on a semi-group 2 is a positive linear functional of norm one on the space m(z) of bounded, real-valued functions on 1. A bounded semigroup S of linear operators from a Banach space B to itself is called ergodic if there exists a system cd of averages A such that for every S in s limA (AS-A)=limA (SA -A) =0; we have three strengths of ...
openaire   +2 more sources