Results 101 to 110 of about 1,100,944 (211)

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

On Fuzzy Fréchet Contractions Governed by Rational Expressions and Related Applications

Journal of Applied Science and Engineering
. This work explores a specific category of contraction mappings characterized by rational- type within the framework of fuzzy Fréchet spaces(FFS). By utilizing the triangular inequality associated with fuzzy seminorms, we establish fixed point results ...
Ahmed Ghanawi Jasim
doaj   +1 more source

On I-Fréchet-Urysohn spaces and sequential I-convergence groups [PDF]

Mathematica Moravica, 2019
In this paper, we introduce the concept of sequential I-convergence spaces and I-Fréchet-Urysohn space and study their properties. We give a sufficient condition for the product of two sequential I-convergence spaces to be a sequential I-convergence ...
Renukadevi V., Vijayashanthi P.
doaj  

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

Asymptotic Almost Periodic Functions with Range in a Topological Vector Space

Journal of Function Spaces and Applications, 2013
The notion of asymptotic almost periodicity was …first introduced by Fréchet in 1941 in the case of …finite dimensional range spaces. Later, its extension to the case of Banach range spaces and locally convex range spaces has been considered by several ...
Liaqat Ali Khan, Saud M. Alsulami
doaj   +1 more source

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

Journal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +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

Fréchet Discrete Gradient and Hessian Operators on Infinite-Dimensional Spaces

Benefiting from the notion of Fréchet derivatives, we define Fréchet discrete operators, such as gradient and Hessian, on infinite-dimensional spaces. The Fréchet discrete gradient expands upon the concept of the discrete gradient of Gonzalez (1996) for ...
GÖKSU, Gökhan, Parisini, Thomas, Moreschini, Alessio   +2 more
core   +1 more source

On different types of non-distinguished Fréchet spaces

, 1990
In this paper,we investigate new examples of non-distinguished Fréchet spaces and determine their type of non-distinguishedness in the above sense. We first concentrate on the so-called spaces of «Moscatelli-type».In a second part, we consider sequence ...
Dierolf, S., Fernández, C., Bonet, J.
core   +1 more source