Results 111 to 120 of about 2,052,813 (206)

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

On the Exact Limiting Distribution of a Volatility Target Index

open access: yesMathematical Finance, EarlyView.
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley   +1 more source

ZOTMPo-INAR(1) Process: Entropy and Modeling of Epidemiological Count Time Series Data. [PDF]

open access: yesEntropy (Basel)
Awale M   +5 more
europepmc   +1 more source

Weak Exogeneity, Driving Trends and Non‐Causality. Is Dynamic Adjustment Informative About Causality?

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In VECMs (or CVARs), the weak exogeneity of some of the variables (for the long‐run parameters) is related to the equilibrium adjustment dynamics. This has sometimes led to the statistical concept of weak exogeneity being given a causal interpretation.
Emanuele Lopetuso, Michael P. Clements
wiley   +1 more source

Probing the molecular determinants of emission enhancement in RNA aptamer–metal complex systems

open access: yesPhotochemistry and Photobiology, EarlyView.
Light up aptamer: fluorophore pairs are widely used in sensing and imaging, with coordination complex fluorophores providing specific benefits due to their long‐lived emission. Here, we examined key structural and electronic features of these metal complexes to identify the requirements for productive engagement with an RNA aptamer.
Sarah M. Kriger   +3 more
wiley   +1 more source

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