Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations
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
Observer aided robust control for cyber physical power grids with event triggered sliding mode controller. [PDF]
Mohanty A +9 more
europepmc +1 more source
Measure‐valued processes for energy markets
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Physiological cerebrospinal fluid interactions between brain and eye structures are altered after long-duration spaceflight. [PDF]
Tang G +19 more
europepmc +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Revealing the Electric and Magnetic Nature of the Scattered Light. [PDF]
Olmos-Trigo J.
europepmc +1 more source
Assessing and comparing early warning signal performance in spatially-structured systems. [PDF]
Robinson GE, Donovan GM.
europepmc +1 more source
Neuroimaging-Based Subgroups in Schizophrenia: A Critical Appraisal of Clustering Studies. [PDF]
Yu Y, Ge R, Frangou S.
europepmc +1 more source
A Resting State Functional Magnetic Resonance Imaging Study in Migraine Without Aura in Middle and High Altitude Areas. [PDF]
Yao J +8 more
europepmc +1 more source
Disrupted Functional Network Organization in Crohn's Disease: Interoceptive Alterations Linked to Anxiety. [PDF]
Xu S +11 more
europepmc +1 more source

