Results 161 to 170 of about 31,021 (266)

Shifts on Hilbert Spaces

crll, 1961
openaire   +2 more sources

A problem in hilbert space

Indagationes Mathematicae (Proceedings), 1960
van Lint, J.H., Post, K.A.
openaire   +3 more sources

Nonparametric Inference of Conditional Expectile Functions in Large‐Scale Time Series Data With Improved Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT Expectile is a coherent and elicitable law‐invariant risk measure widely applied in risk management. Existing methods based on iteratively reweighted least squares (IWLS) are not computationally efficient for large‐scale sample sizes. To overcome the issue, we develop a direct nonparametric conditional expectile function estimator by inverting
Feipeng Zhang, Ping‐Shou Zhong
wiley   +1 more source

Introduction to Hilbert Manifolds

, 2011
En este trabajo se realiza una introducción a las variedades de Hilbert. Se comienza con algunos preliminares relacionados con espacios de Hilbert, derivadas en espacios de Banach y fibrados tangentes sobre espacios de Banach.
Díaz Sepúlveda, Pablo Asdrúbal
core  

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

Isometries on Hilbert spaces

Proceedings of the Japan Academy, Series A, Mathematical Sciences, 1963
openaire   +2 more sources

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

Functor of extension in Hilbert cube and Hilbert space

Open Mathematics, 2014
Niemiec Piotr
doaj   +1 more source

Bases in Hilbert space [PDF]

Pacific Journal of Mathematics, 1968
openaire   +3 more sources