The Jensen inequality in an external formula
, 2012 J. Fujii, J. Pečarić, Y. Seo
semanticscholar +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
Equivalence of Informations Characterizes Bregman Divergences. [PDF]
Entropy (Basel)Chodrow PS.
europepmc +1 more source
Marchenko–Pastur Laws for Daniell Smoothed Periodograms
Journal of Time Series Analysis, EarlyView.ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley +1 more source
Responses to the Third Lancet Commission on Investing in Health from Denmark, Germany, and Norway. [PDF]
Lancet Reg Health EurAlfvén T +10 more
europepmc +1 more source
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
Use of prescribed analgesics before and after a standardised chiropractic care programme among patients with lumbar spinal stenosis: a nationwide cohort study. [PDF]
Chiropr Man TherapJensen RK +5 more
europepmc +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Simulating Public Opinion: Comparing Distributional and Individual-Level Predictions from LLMs and Random Forests. [PDF]
Entropy (Basel)Miranda F, Balbi PP.
europepmc +1 more source
Trends in social inequality in mortality in Denmark 1995-2019: the contribution of smoking- and alcohol-related deaths. [PDF]
J Epidemiol Community Health, 2023 Jensen HAR +5 more
europepmc +1 more source