Results 191 to 200 of about 296,009 (261)

The Mathematical History Behind the Granger–Johansen Representation Theorem

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Stochastic activity in low-rank recurrent neural networks. [PDF]

open access: yesPLoS Comput Biol
Mastrogiuseppe F, Carmona J, Machens CK.
europepmc   +1 more source

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

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
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

Equivariant geometric convolutions for dynamical systems on vector and tensor images. [PDF]

open access: yesPhilos Trans A Math Phys Eng Sci
Gregory WG   +5 more
europepmc   +1 more source

Beyond Substitution—An Antipositionalist's Guide to Subtraction—

open access: yesPhilosophy and Phenomenological Research, EarlyView.
ABSTRACT Existing accounts of relations do not properly account for variably polyadic relations: they fail to capture the relationship between completions of the same relation by different numbers of relata. This paper develops a fully general account of such relations by adding an operation of subtraction to the antipositionalist theory of relations ...
Jon Erling Litland
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

open access: yesScandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat   +3 more
wiley   +1 more source

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