Results 71 to 80 of about 5,128,390 (250)

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

Isomorphism of spaces of analytic functions on n-circular domains [PDF]

, 2006
The space A(D) of all analytic functions in a complete n-circular do- main D in Cn; n 2; is considered with a natural Fréchet topology. Some su¢ cient conditions for the isomorphism of such spaces are ob- tained in terms of certain subtle geometric ...
Chalov, P., Zakharyuta, Vyacheslav
core  

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

On some approximations and main topological descriptions for special classes of Frechet spaces with integrable derivatives

Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2018
We consider some classes of Frechet spaces with integrable derivatives. An important compactness lemma for nonreflexive spaces are obtained. Some main topological properties for the given spaces are obtained.
P. Kasyanov, V. Mel'nik, A.-M. Piccirillo   +2 more
doaj  

Monotonicity and the Dominated Farthest Points Problem in Banach Lattice

Abstract and Applied Analysis, 2014
We introduce the dominated farthest points problem in Banach lattices. We prove that for two equivalent norms such that X becomes an STM and LLUM space the dominated farthest points problem has the same solution.
H. R. Khademzadeh, H. Mazaheri
doaj   +1 more source

Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM [PDF]

, 2018
Elliptic boundary value problems which are posed on a random domain can be mapped to a fixed, nominal domain. The randomness is thus transferred to the diffusion matrix and the loading.
Harbrecht, Helmut, Schmidlin, Marc
core   +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

Analytic Renormings of C(K) Spaces [PDF]

, 1996
The aim of our present note is to show the strength of the existence of an equivalent analytic renorming of a Banach space, even compared to C∞-Fréchet smooth renormings.
Hájek, Petr
core  

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
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

Existence results for some integro-differential equations with state-dependent nonlocal conditions in Fréchet Spaces [PDF]

, 2020
Mamadou Abdoul Diop, Kora Hafiz Bete, Reine Kakpo, Carlos Ogouyandjou   +3 more
openalex   +1 more source