Results 61 to 70 of about 15,156 (142)
Acta Crystallographica Section A, Volume 82, Issue 3, Page 145-162, May 2026.General formulas are presented that allow for the enumeration of polytypes based on translationally equivalent layers and two equivalent arrangements of adjacent layers involving distinct possible stacking vectors, t1 and t2. The results have been applied to the polytypism among two different polysomes of the family of so‐called silico‐ferrites of ...
Michael Francesco Salzmann +3 more
wiley +1 more source
British Journal of Mathematical and Statistical Psychology, Volume 79, Issue 2, Page 263-293, May 2026.Abstract Psychological concepts are increasingly understood as complex dynamic systems that change over time. To study these complex systems, researchers are increasingly gathering intensive longitudinal data (ILD), revealing non‐linear phenomena such as asymptotic growth, mean‐level switching, and regulatory oscillations.
Jan I. Failenschmid +3 more
wiley +1 more source
Monitoring panels of sparse functional data
Journal of Time Series Analysis, Volume 47, Issue 3, Page 660-674, May 2026.Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta +2 more
wiley +1 more source
Combining Higher-Order Logic with Set Theory Formalizations. [PDF]
J Autom Reason, 2023 Kaliszyk C, Pąk K.
europepmc +1 more source
Tests for Changes in Count Time Series Models With Exogenous Covariates
Journal of Time Series Analysis, Volume 47, Issue 3, Page 526-538, May 2026.ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley +1 more source
Self-Normalized Weak Invariance Principle for Mixing Sequences [PDF]
In this article we give a necessary and su±cient condition for a selfnormalized weak invariance principle, in the case of a strictly stationary Á-mixing sequence fXjgj¸1.
Kulik, Raluca Balan
core
Journal of Time Series Analysis, Volume 47, Issue 3, Page 539-556, May 2026.ABSTRACT In this paper, we propose a new test for the detection of a change in a non‐linear (auto‐)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at‐most‐one‐change model and approximate the unknown (auto‐)regression function by a neural network with one hidden layer. It
Claudia Kirch, Stefanie Schwaar
wiley +1 more source
Tensor Changepoint Detection and Eigenbootstrap
Journal of Time Series Analysis, Volume 47, Issue 3, Page 557-578, May 2026.ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
Entitlements to continued life and the evaluation of population health. [PDF]
Rev Econ Des, 2022 Moreno-Ternero JD, Østerdal LP.
europepmc +1 more source
Metroeconomica, Volume 77, Issue 2, Page 191-205, May 2026.ABSTRACT This paper examines the complex relationship between government debt and income distribution within a post‐Keynesian framework. Extending the model of You and Dutt (1996), we model both capitalists and workers as holders of government bonds, enabling a more nuanced analysis of income distribution dynamics.
Hagen M. Krämer +2 more
wiley +1 more source