Results 71 to 80 of about 148 (138)
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 +2 more
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On a Reverse Half-Discrete Hardy-Hilbert’s Inequality with Parameters
Mathematics, 2019 By means of the weight functions, the idea of introduced parameters, and the Euler-Maclaurin summation formula, a reverse half-discrete Hardy-Hilbert’s inequality and the reverse equivalent forms are given.
Bicheng Yang, Shanhe Wu, Aizhen Wang
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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
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On Hilbert's Inequality and Its Applications
Journal of Mathematical Analysis and Applications, 1997 The following Hilbert's inequality is well-known: \[ \sum_{m=0}^\infty\sum_{n=0}^\infty a_mb_n/(m+n+1)\leq\pi \Biggl(\sum_{m=0}^\infty a_m^2\Biggr)^{1/2} \Biggl(\sum_{n=0}^\infty b_n^2\Biggr)^{1/2} \] [see, for example, \textit{G. H. Hardy, J. E. Littlewood} and \textit{G. Pólya}: ``Inequalities'', 2nd ed.
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A NOTE ON CLASSICAL HILBERT INEQUALITY
Tamkang Journal of Mathematics, 1995 In this note we establish some new generalizations of the classical in equality of Hilbert with non-conjugate parameters.
Yang, Gou-Sheng, Gau, Shyh-Liang
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Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
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On strengthened version of Hardy-Hilbert's type inequality(关于Hardy-Hilbert型不等式的加强)
Zhejiang Daxue xuebao. Lixue ban, 2007 利用改进了的Hölder's不等式对两个Hardy-Hilbert型不等式作了改进，建立了一些新的形如的不等式，其中，R（α，r，s）= (S，(F，γ）— Sq(G，γ))2 < 1.
HELe-ping(贺乐平) +1 more
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On improvement of a Hilbert-type inequality
Computers & Mathematics with Applications, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Weidong Jiang, Yun Hua
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.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
On Hilbert's Inequality for Double Series and Its Applications
International Journal of Mathematics and Mathematical Sciences, 2008 This study shows that a refinement of the Hilbert inequality for double series can be established by introducing a real function u(x) and a parameter λ.
Zhou Yu, Gao Mingzhe
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