Results 161 to 170 of about 167,061 (255)
Comparing Robust Versions of Distance Covariance: A Comment on the Biloop Approach
International Statistical Review, EarlyView.
Dominic Edelmann
wiley +1 more source
A New Approach to Statistical Inference for Functional Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT The analysis of time‐indexed functional data plays an important role in the field of business and economic statistics. In the literature, statistical inference for functional time series often involves reducing the dimension of functional data to a finite dimension K$$ K $$, followed by the use of tools from multivariate analysis.
Hanjia Gao, Yi Zhang, Xiaofeng Shao
wiley +1 more source
PET and MRI image fusion based on combination of 2-D Hilbert transform and IHS method. [PDF]
Biomed J, 2017 Haddadpour M, Daneshvar S, Seyedarabi H.
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
Noncommutative Perron-Frobenius-Ruelle theorem, two weight Hilbert transform, and almost periodicity [PDF]
, 2004 Alexander Volberg, Peter Yuditskii
openalex +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
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
wiley +1 more source
Interior Tomography from Differential Phase Contrast Data via Hilbert Transform Based on Spline Functions. [PDF]
Proc SPIE Int Soc Opt Eng, 2016 Yang Q, Cong W, Wang G.
europepmc +1 more source