Results 11 to 20 of about 92 (92)
Novel Bernstein‐Kantorovich Type Operators
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this paper, we introduce a novel class of Bernstein‐Kantorovich operators, denoted as Kβn,θ$$ {K}_{\beta}^{n,\theta } $$, parameterized by 0<β<1$$ 0<\beta <1 $$ and θ>0$$ \theta >0 $$. We first derive a recurrence formula that facilitates the computation of moments and central moments and provide explicit expressions for Kβn,θ(tm;x)$$ {K}_{\
Pembe Sabancigil, Nazim I. Mahmudov
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Quarterly Journal of the Royal Meteorological Society, EarlyView.An energy‐conserving discrete framework for the vertical discretisation of stratified ocean models is developed using internal gravity‐wave theory. A β$$ \beta $$‐indexed family of schemes is analysed through perturbation theory, revealing optimal parameter choices and grid designs that reduce truncation errors significantly.
Gabriel Derrida +3 more
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Journal of Animal Ecology, EarlyView.In this study, the authors develop a new model to show that species contributions to parasite persistence can have strong, asynchronous temporal variability, often limiting the effectiveness of targeted seasonal parasite control. The model is broadly applicable for partitioning who, when, and what drive parasite persistence in multi‐host seasonal ...
Sarah A. R. Schrock +5 more
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Unnatural Wills: Inheritance Disputes and Inequality
The British Journal of Sociology, EarlyView.ABSTRACT Within the conceptual frame of relational economic sociology, inheritance disputes are a canonical form of relational mismatch. But the social patterning of relational mismatches, and their various ties to inequality, remain murky. In this paper, I examine all known inheritance disputes in Dallas from 1895–1945 within their social context to ...
Shay O'Brien
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Economic Record, EarlyView.We study the effects of heat and high temperature shocks on inflation in Australia using monthly, state‐level temperature anomaly data via two stages. In the first stage, we decompose temperature anomalies into orthogonal components using a structural vector autoregression with long‐run restrictions.
Tan Dat Huynh, Mengheng Li
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Register‐Efficient Linear‐Time Evaluation in the Bernstein Basis
Computer Graphics Forum, EarlyView.Abstract We investigate the evaluation of points and derivatives of Bézier curves and surfaces on modern architectures, focusing on performance and guided by numerical error bounds. While the de Casteljau algorithm remains the reference for numerical robustness, its linear working‐set size imposes substantial register pressure on GPUs.
Gábor Valasek, Anna Lili Horváth
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The Distributional Effects of Economic Uncertainty*
International Economic Review, EarlyView.ABSTRACT We study the distributional implications of uncertainty shocks by developing a model that links macroeconomic aggregates to the US distribution of earnings and consumption. Our findings suggest that the fraction of low‐earning workers decreases initially, while the share of households reporting low consumption increases.
Florian Huber +2 more
wiley +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 $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
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Robust Estimation and Inference for Time‐Varying Unconditional Volatility
Journal of Time Series Analysis, EarlyView.ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee +2 more
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Penalized Convex Estimation in Dynamic Location Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies L1$$ {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
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