Results 61 to 70 of about 2,565,267 (157)

Some Properties of Lacunary Convergence and Lacunary Ideal Convergence in Fuzzy Normed Spaces

, 2020
In this study, firstly lacunary convergence and lacunary ideal convergence is introduced in fuzzy normed spaces. Later, the relation between lacunary convergence and lacunary ideal convergence are investigated in fuzzy normed spaces.
Türkmen, Muhammed Recai
core   +1 more source

Fast Injective Mesh Parameterization via Beltrami Coefficient Prolongation

Computer Graphics Forum, EarlyView.
Abstract We present a highly efficient and robust method for free boundary injective parameterization of disk‐like triangle meshes with low isometric distortion. Harmonic function–based approaches, grounded in a strong mathematical framework, are widely employed.
G. Fargion, O. Weber
wiley   +1 more source

Arti4D: Statistical Analysis and Modelling of the Spatio‐temporal Variability in Articulated 4D Shapes

Computer Graphics Forum, EarlyView.
Abstract We propose a novel framework for the statistical modeling and analysis of the spatio‐temporal shape variability in articulated 4D (i.e., 3D + time) shapes such as human bodies and animals. We treat articulated 3D shapes, represented using parametric models such as SMPL or its variants, as elements of the product space of shape and pose ...
Z. Li, A. Amrani, S. Rai, H. Laga
wiley   +1 more source

Primal SPH Solver for Strongly Coupled Multiphase Simulations with High Density Ratios

Computer Graphics Forum, EarlyView.
Abstract In recent years, the Smoothed Particle Hydrodynamics (SPH) approach has been increasingly used for multiphase simulations involving interactions between diverse materials. A critical component of an SPH simulator is the pressure solver, which not only facilitates the simulation of compressible or incompressible fluids but also handles contact ...
Jan Bender, Stefan Rhys Jeske, Timna Böttcher, Fabian Löschner   +3 more
wiley   +1 more source

Mixing It Up: Inflation at Risk

Journal of Money, Credit and Banking, EarlyView.
Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley   +1 more source

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Barisan I-Cauchy yang berkaitan dengan Barisan I∗-Cauchy [PDF]

Barisan Cauchy merupakan alternatif untuk mengetahui kekonvergenan suatu barisan tanpa mencari limit barisannya. Konsep barisan I−Cauchy dan barisan I∗−Cauchy merupakan generalisasi dari barisan Cauchy.
Lestari, Sintia Ayu
core  

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Principal Component Analysis for High‐Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider estimation of large approximate factor models in high‐dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for consistency and asymptotic normality of the estimators, which hold when both the cross‐sectional dimension n$$
Matteo Barigozzi
wiley   +1 more source