Results 161 to 170 of about 21,702 (292)

A Note on Local Polynomial Regression for Time Series in Banach Spaces

open access: yesJournal 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

Hölder norm estimate for the fractal Hilbert transform in Douglis analysis. [PDF]

open access: yesJ Inequal Appl, 2017
Peña Pérez Y   +3 more
europepmc   +1 more source

Hilbert-Huang transform

open access: yesScholarpedia, 2008
Norden E. Huang   +2 more
openaire   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

open access: yesJournal 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

Optical corner detection with azimuthal Hilbert transform metasurfaces. [PDF]

open access: yesSci Adv
Chen C   +7 more
europepmc   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

open access: yesJournal 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
wiley   +1 more source

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