Results 61 to 70 of about 467,935 (128)

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

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

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Hilbert's objectivity [PDF]

, 2010
Detlefsen (1986) reads Hilbert's program as a sophisticated defense of instrumentalism, but Feferman (1998) has it that Hilbert's program leaves significant ontological questions unanswered.
Lydia Patton, Patton, Lydia, critique@vt.edu   +2 more
core   +1 more source

On New Generalizations of Hilbert's Inequality and Their Applications [PDF]

, 2000
This paper deals with new generalizations of Hilbert's inequality and their applications.
Debnath, Lokenath, Jichang, Kuang
core   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +1 more source

On a Multiple Hilbert's Inequality with Parameters

Journal of Inequalities and Applications, 2010
By introducing multiparameters and conjugate exponents and using Hadamard's inequality and the way of real analysis, we estimate the weight coefficients and give a multiple more accurate Hilbert's inequality, which is an extension of some published ...
Huang Qiliang
doaj  

Equivalent properties of a reverse half-discrete Hilbert’s inequality

Journal of Inequalities and Applications, 2019
By using the weight functions, the idea of introduced parameters and the Euler–Maclaurin summation formula, a reverse half-discrete Hilbert’s inequality with the homogeneous kernel and the reverse equivalent forms are given (for ...
Ai-zhen Wang, Bi-cheng Yang, Qiang Chen
doaj   +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

On a New Hilbert-Type Intergral Inequality with the Intergral in Whole Plane

Journal of Inequalities and Applications, 2010
By introducing some parameters and estimating the weight functions, we build a new Hilbert's inequality with the homogeneous kernel of 0 order and the integral in whole plane. The equivalent inequality and the reverse forms are considered.
Xie Zitian, Zeng Zheng
doaj