Results 151 to 160 of about 1,171,920 (274)
Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces. [PDF]
Boţ RI, Csetnek ER, Meier D.
europepmc +1 more source
ABSTRACT Light interventions have been investigated for treating sleep disturbances in older adults; however, findings are mixed. This proof‐of‐concept trial investigated the effect of blue‐enriched ambient light on electroencephalographic (EEG) sleep in older adults with self‐reported poor sleep.
Teha B. Pun +14 more
wiley +1 more source
Quantum optical phase, rigged Hilbert spaces and complementarity. [PDF]
Bordon K, Vaccaro JA.
europepmc +1 more source
Some means inequalities for positive operators in Hilbert spaces. [PDF]
Liang J, Shi G.
europepmc +1 more source
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
New generalized systems of nonlinear ordered variational inclusions involving ⊕ operator in real ordered Hilbert spaces. [PDF]
Sarfaraz M, Nisar KS, Morsy A, Ahmad MK.
europepmc +1 more source
Density‐Valued ARMA Models by Spline Mixtures
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
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

