Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Low-power Spiking Neural Network audio source localisation using a Hilbert Transform audio event encoding scheme. [PDF]
Commun EngHaghighatshoar S, Muir DR.
europepmc +1 more source
Uncertain Emotion Discrimination Differences Between Musicians and Non-musicians Is Determined by Fine Structure Association: Hilbert Transform Psychophysics. [PDF]
Front Neurosci, 2019 Manno FAM, Cruces RR, Lau C, Barrios FA.
europepmc +1 more source
Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source
Wearable Biosensors to Evaluate Recurrent Opioid Toxicity After Naloxone Administration: A Hilbert Transform Approach. [PDF]
Proc Annu Hawaii Int Conf Syst Sci, 2018 Chintha KK +4 more
europepmc +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
VLF-EM data conversion into apparent resistivity using the Hilbert transform and its application for shallow fault investigation at Pinggirsari, Bandung Regency, Indonesia. [PDF]
HeliyonDesifatma E +3 more
europepmc +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.
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Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries [PDF]
In the paper time-frequency analysis in the form of the maximal overlap discrete wavelet transform (MODWT) and its complex variant – the maximal overlap discrete Hilbert wavelet transform (MODHWT) is applied to study changing patterns of business cycle ...
Joanna Bruzda
core
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source