Results 161 to 170 of about 210,506 (318)

An adaptive block iterative process for a class of multiple sets split variational inequality problems and common fixed point problems in hilbert spaces

, 2022
Habib ur Rehman, Poom Kumam, Yusuf I. Suleiman, Widaya Kumam   +3 more
openalex   +2 more sources

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

New generalized systems of nonlinear ordered variational inclusions involving ⊕ operator in real ordered Hilbert spaces. [PDF]

J Inequal Appl, 2018
Sarfaraz M, Nisar KS, Morsy A, Ahmad MK.
europepmc   +1 more source

Observation of quantum thermalization restricted to Hilbert space fragments [PDF]

Luheng Zhao, Prithvi Raj Datla, Weikun Tian, Mohammad Mujahid Aliyu, Huanqian Loh   +4 more
openalex   +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

BV functions in a Hilbert space with respect to a Gaussian measure

, 2010
Luigi Ambrosio, Giuseppe Da Prato, Diego Pallara   +2 more
openalex   +2 more sources

A Parallel High-accuracy Method for the First-order Evolution Equation in Hilbert and Banach Spaces [PDF]

, 2003
Ivan P. Garvrilyuk, В. Л. Макаров, V. L. Ryabichev   +2 more
openalex   +1 more source

Quantum Parrondo Games in Low-Dimensional Hilbert Spaces

, 2023
Andreas Mielke
openalex   +1 more source

Shifts on Hilbert Spaces

crll, 1961
openaire   +2 more sources

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