Results 51 to 60 of about 3,307 (195)
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
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
Grassmann algebras as Hilbert space
Journal of Algebra, 1968 Let \(A= (A_{ij})\) \((1\le i, j \le m)\) be an \((mn)\)-square positive definite Hermitian matrix, where each \(A_{ij}\) is an \(n\)-square matrix. Let \(A_{(k)} = (A_{ij})_{1\le i, j \le k}\) be the upper left \((nk)\)-square submatrix of \(A\), and let \(\tilde A_{(k)} = (\det A_{ij})_{1\le i, j \le k}\) denote the \(k\)-square matrix obtained by ...
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Cluster algebras of infinite rank [PDF]
, 2014 Holm and Jørgensen have shown the existence of a cluster structure on a certain category D that shares many properties with finite type A cluster categories and that can be fruitfully considered as an infinite analogue of these. In this work we determine
Gratz, Sira +3 more
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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
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
Reports on Mathematical LogicIn [S. Celani and L. Cabrer. Duality for finite Hilbert algebras. Discrete Math., 305(1-3):74{99, 2005.] the authors proved that every finite Hilbert algebra A is isomorphic to the Hilbert algebra HK(X) = {w ⇒ i v : w ∈ K and v ⊆ w}, where X is a finite poset, K is a distinguished collection of subsets of X, and the implication ⇒i is defined by: w ⇒i ...
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The Cuntz semigroup of continuous functions into certain simple C*-algebras [PDF]
, 2011 Peer ...
AARON TIKUISIS, Tikuisis, A.
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Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
Ternary structures in Hilbert spaces
, 2011 PhDTernary structures in Hilbert spaces arose in the study of in nite dimensional manifolds in di erential geometry. In this thesis, we develop a structure theory of Hilbert ternary algebras and Jordan Hilbert triples which are Hilbert spaces equipped
Bahmani, Fatemeh
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