Results 121 to 130 of about 165,472 (304)
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
Algebraic Matching Techniques for Fast Decoding of Polar Codes with Reed-Solomon Kernel [PDF]
, 2018 Peter Trifonov
openalex +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal 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
A Method of Ontology Integration for Designing Intelligent Problem Solvers
Applied Sciences, 2019 Nowadays, designing knowledge-based systems which involve knowledge from different domains requires deep research of methods and techniques for knowledge integration, and ontology integration has become the foundation for many recent knowledge ...
Nhon V. Do +2 more
doaj +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
Notes on Whitehead space of an algebra
International Journal of Mathematics and Mathematical Sciences, 2002 Let R be a ring, and denote by [R,R] the group generated additively by the additive commutators of R. When Rn=Mn(R) (the ring of n×n matrices over R), it is shown that [Rn,Rn] is the kernel of the regular trace function modulo [R,R].
M. Arian-Nejad
doaj +1 more source
Kernel Stabilization of Unbounded Derivations on C*-algebras [PDF]
, 2018 Lara Ismert
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Multivariate representations of univariate marked Hawkes processes
Scandinavian Journal of Statistics, EarlyView.Abstract Univariate marked Hawkes processes are used to model a range of real‐world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on social media platforms, and order book dynamics. This paper illustrates a fundamental connection between univariate marked Hawkes processes and multivariate Hawkes ...
Louis Davis +3 more
wiley +1 more source
Spatial depth for data in metric spaces
Scandinavian Journal of Statistics, EarlyView.Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley +1 more source
Putnam-Fuglede theorem and the range-kernel orthogonality of derivations
International Journal of Mathematics and Mathematical Sciences, 2001 Let ℬ(H) denote the algebra of operators on a Hilbert space H into itself. Let d=δ or Δ, where δAB:ℬ(H)→ℬ(H) is the generalized derivation δAB(S)=AS−SB and ΔAB:ℬ(H)→ℬ(H) is the elementary operator ΔAB(S)=ASB−S. Given A,B,S∈ℬ(H), we say that the pair (A,B)
B. P. Duggal
doaj +1 more source