Results 151 to 160 of about 5,926 (266)

Joining Decision‐Making, Moral Thinking, and Collective Action: Grand Challenges as a Phenomenology of Deliberation

Journal of Management Studies, EarlyView.
Abstract This conceptual article argues that the mutual relevance of grand challenges and organization and management studies is best approached phenomenologically. Rather than constituting objects to be theorized or denoting special empirical contexts, grand challenges structure researchers’ attention and shape their interpretations of the processes ...
Alfredo Grattarola, Jean‐Pascal Gond, Stefan Haefliger   +2 more
wiley   +1 more source

On solving split mixed equilibrium problems and fixed point problems of hybrid-type multivalued mappings in Hilbert spaces. [PDF]

J Inequal Appl, 2017
Onjai-Uea N, Phuengrattana W.
europepmc   +1 more source

Strong and Weak Episodic Memories Are Shaped by Multiple Cycles of NREM Spindles and REM Alpha Bursts

Journal of Sleep Research, EarlyView.
ABSTRACT Prior research has built up the notion that non‐rapid eye movement sleep (NREM) and rapid eye movement sleep (REM) are separately important for specific types of memory. However, growing evidence suggests that these sleep stages work in conjunction to jointly shape memory.
A. E. Shuster, E. A. McDevitt, S. C. Mednick   +2 more
wiley   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

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

Optimal Convergence Rates Results for Linear Inverse Problems in Hilbert Spaces. [PDF]

Numer Funct Anal Optim, 2016
Albani V, Elbau P, de Hoop MV, Scherzer O.   +3 more
europepmc   +1 more source

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

Control problems for semilinear neutral differential equations in Hilbert spaces. [PDF]

ScientificWorldJournal, 2014
Jeong JM, Cho SH.
europepmc   +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

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