Results 31 to 40 of about 15,156 (142)
ABSTRACT The growing complexity and severity of cross‐border climate risks characterised by non‐linear impact chains and deep uncertainty questions the capacity of environmental governance to tackle these problems effectively and in a just manner. To increase the efficiency of climate action, the private sector has been called upon to leverage market ...
Päivi Tikkakoski, Sirkku Juhola
wiley +1 more source
Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Exact Solutions of Linear Multiple Delay Partial Differential Equations
ABSTRACT This paper develops an analytical framework for linear differential equations with multiple discrete delays. A new function, referred to as the multiple‐delay exponential function, is introduced, and some of its fundamental properties are established.
Stuart‐James M. Burney
wiley +1 more source
To detect changes in the mean of a time series, one may use previsible detection procedures based on nonparametric kernel prediction smoothers which cover various classic detection statistics as special cases.
Steland, Ansgar
core +1 more source
Mathematical Analysis and Simulations of a Cancer Model With Interleukins and Delayed Immunotherapy
ABSTRACT A new system of delayed differential equations for tumor‐immune system interactions is proposed and studied. The system describes the interactions between tumor cells and the immune system at the most aggressive phase of cancer, where tumor cells have developed mechanisms from earlier stages to evade immune responses.
Laid Boudjellal +2 more
wiley +1 more source
On the Symmetry Foundation of Double Soft Theorems
Double-soft theorems, like its single-soft counterparts, arises from the underlying symmetry principles that constrain the interactions of massless particles.
Li, Zhi-Zhong +2 more
core +1 more source
ABSTRACT In this second part of our series of papers, we develop an abstract framework suitable for de Rham complexes that depend on a parameter belonging to an arbitrary Banach space. Our primary focus is on spectral perturbation problems and the differentiability of eigenvalues with respect to perturbations of the involved parameters. As a byproduct,
Pier Domenico Lamberti +2 more
wiley +1 more source
Limit theorems for weighted Bernoulli random fields under Hannan's condition
Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established.
Klicnarová, Jana +2 more
core
ABSTRACT This paper develops a mathematical framework for interpreting observations of solar inertial waves in an idealized setting. Under the assumption of purely toroidal linear waves on the sphere, the stream function of the flow satisfies a fourth‐order scalar equation.
Tram Thi Ngoc Nguyen +3 more
wiley +1 more source

