Results 171 to 180 of about 31,021 (266)
ON A HILBERT SPACE WITH NONASSOCIATIVE SCALARS [PDF]
Proceedings of the National Academy of Sciences, 1962 Goldstine, H. H., Horwitz, L. P.
openaire +3 more sources
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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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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Inequalities for the Norm and Numerical Radius of Composite Operators in Hilbert Spaces
, 2005 Some new inequalities for the norm and the numerical radius of composite operators generated by a pair of operators are ...
Dragomir, Sever S
core
We revisit the construction of the Hilbert space of nonrelativistic particles moving in three spatial dimensions. This is given by the space of sections of a line bundle that can in general be topologically nontrivial.
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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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Some Results Concerning Hilbert Space
, 2013 In this research paper to obtained a common unique fixed point theorem for two continuous surjective random operators defined on a non empty closed subset of separable Hilbert space.
Pandey, S.K. +2 more
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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
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, 2012 Zhu R. SDE and BSDE on Hilbert spaces: applications to quasi-linear evolution equations and the asymptotic properties of the stochastic quasi-geostrophic equation.
Zhu, Rongchan
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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
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