Results 71 to 80 of about 7,255,580 (206)

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 Some Multidimensional Hilbert-Type Inequalities in the Discrete Case [PDF]

Ukrainian Mathematical Journal, 2013
Motivated by results of Huang, in this paper we derive a pair of discrete multidimensional Hilbert-type inequalities involving homogeneous kernel of negative degree. Also, we establish the conditions under which the constant factors involved in the established inequalities are the best possible.
Krni??, M., Vukovi??, P.
openaire   +3 more sources

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 more accurate Hilbert-type inequality in the whole plane with the general homogeneous kernel

Journal of Inequalities and Applications, 2021
By the use of the weight coefficients, the idea of introduced parameters and the technique of real analysis, a more accurate Hilbert-type inequality in the whole plane with the general homogeneous kernel is given, which is an extension of the more ...
Xingshou Huang, Bicheng Yang
doaj   +1 more source

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Reversing the CBS-inequality for sequences of vectors in Hilbert spaces with applications (I) [PDF]

, 2005
Several reverses for the Cauchy-Bunyakovsky-Schwarz (CBS) inequality for sequences of vectors in Hilbert spaces are obtained. Applications for bounding the distance to a finite-dimensional subspace and in reversing the generalised triangle inequality are
Dragomir, Sever S
core   +2 more sources

Parameter Conditions for Boundedness of Two Integral Operators in Weighted Lebsgue Space and Calculation of Operator Norms

Axioms
Firstly, Hilbert-type integral inequalities with best constant factors are established for two non-homogeneous kernels. Then, by utilizing the relationship between the Hilbert-type inequality and the integral operator of same kernel, the parameter ...
Lijuan Zhang, Bing He, Yong Hong
doaj   +1 more source

A Hilbert’s type inequality with three parameters

Filomat, 2019
In this paper, by introducing three parameters A,B,? and using the Euler-Maclaurin expansion for the Riemann zeta function, we establish an inequality of a weight coefficient. Using this inequality, we derive generalizations of a Hilbert?s type inequality.
openaire   +2 more sources

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
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

A Hilbert-type fractal integral inequality and its applications

Journal of Inequalities and Applications, 2017
By using thefractal theory and the methods of weight function, a Hilbert-type fractal integral inequality and its equivalent form are given. Their constant factors are proved being the best possible, and their applications are discussed briefly.
Qiong Liu, Wenbing Sun
doaj   +1 more source