Results 61 to 70 of about 967 (155)

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
wiley   +1 more source

The approximation of the solutions of equations using approximant sequences

Journal of Numerical Analysis and Approximation Theory, 2003
We intend to characterize the convergence of a certain sequence that belongs to a subset of a Banach space towards the solution of an equation obtained by the annulment of a nonlinear mapping that is defined on this subset and that takes values in ...
Adrian Diaconu
doaj   +2 more sources

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
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

The Fréchet Derivative of an Analytic Function of a Bounded Operator with Some Applications

International Journal of Mathematics and Mathematical Sciences, 2009
The main result in this paper is the determination of the Fréchet derivative of an analytic function of a bounded operator, tangentially to the space of all bounded operators. Some applied problems from statistics and numerical analysis are included as a
D. S. Gilliam, T. Hohage, X. Ji, F. Ruymgaart   +3 more
doaj   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

On the range of the derivative of a smooth mapping between Banach spaces

Abstract and Applied Analysis, 2005
We survey recent results on the structure of the range of the derivative of a smooth mapping f between two Banach spaces X and Y. We recall some necessary conditions and some sufficient conditions on a subset A of ℒ(X,Y) for the existence of a Fréchet ...
Robert Deville
doaj   +1 more source

Edge‐Length Preserving Embeddings of Graphs Between Normed Spaces

Journal of Graph Theory, Volume 112, Issue 4, Page 491-506, August 2026.
ABSTRACT The concept of graph embeddability, initially formalized by Belk and Connelly and later expanded by Sitharam and Willoughby, extends the question of embedding finite metric spaces into a given normed space. A finite simple graph G = ( V , E ) is said to be ( X , Y )‐embeddable if any set of induced edge lengths from an embedding of G into a ...
Sean Dewar, Eleftherios Kastis, Derek Kitson, William Sims   +3 more
wiley   +1 more source

Constraints Optimal Control Problem For Quaternary Nonlinear Elliptic System

Academic Science Journal
This paper is concerned with the study of the constraints quaternary continuous classical optimal control vector problem (CQCCOCVP) with equality and inequality constraint (EINC) controlled by quaternary nonlinear elliptic partial differential equations
Jamil Al-Hawasy, Haider H. Diwan, Waffa F. Keidan   +2 more
doaj   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, Volume 36, Issue 3, Page 528-543, July 2026.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source