Results 21 to 30 of about 1,751 (140)

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

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

Kolmogorov-type inequalities in semilinear metric spaces

Carpathian Mathematical Publications
For functions that take values in an isotropic semilinear metric space we prove two sharp Kolmogorov-type inequalities. In the first one we obtain an estimate for the uniform norm of the derivative (in the Rådström sense) of a function using the uniform norm of the function and the $H^\omega$-norm of the function's derivative; here $\omega$ is an ...
V. Babenko, V. Kolesnyk, O. Kovalenko, N. Parfinovych   +3 more
openaire   +2 more sources

Landau-Kolmogorov type inequalities for curves on Riemannian manifolds [PDF]

Mathematical Inequalities & Applications, 2019
Summary: We obtain Landau-Kolmogorov type inequalities for mappings defined on the whole real axis and taking values in Riemannian manifolds. In terms of an auxiliary convex function, we find conditions under which the boundedness of covariant derivative along the curve under consideration ensures the boundedness of the corresponding tangent vector ...
openaire   +2 more sources

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +1 more source

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

Level Sets of the Fundamental Solution and Harnack Inequality for Degenerate Equations of Kolmogorov Type [PDF]

Transactions of the American Mathematical Society, 1990
In this paper we establish a uniform Harnack inequality for a class of degenerate equations whose prototype is Kolmogorov’s equations in
GAROFALO, NICOLA, E. Lanconelli
openaire   +2 more sources

Sparse Minimum Redundancy Maximum Relevance for Feature Selection

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We propose a feature screening method that integrates both feature–feature and feature–target relationships. Inactive features are identified via a penalized minimum Redundancy Maximum Relevance (mRMR) procedure, which is the continuous version of the classical mRMR penalized by a non‐convex regularizer, and where the parameters estimated as ...
Peter Naylor, Benjamin Poignard, Héctor Climente‐González, Makoto Yamada   +3 more
wiley   +1 more source

Science Attitudes: Enjoyment of Science Lessons and Interest in Pursuing a Scientific Career. High School Students' Gender Differences

School Science and Mathematics, EarlyView.
ABSTRACT In this study, the dimensions of enjoying science lessons and pursuing science careers were examined under gender considerations. Ex post facto research was conducted on high school students (N = 599) from the Canary Islands who completed a Spanish version of the Test of Science Related Attitudes (TORSA).
Luis Miguel Rivera‐Gavidia, Juan José Marrero‐Galván   +1 more
wiley   +1 more source

On inequalities of Kolmogorov type for the functions being analytic in the disk

Researches in Mathematics, 2012
Sharp inequality of Kolmogorov type is obtained in the Bergman space $B_2$ for functions being analytic in the unit disk. The application of this inequality to problems of the theory of approximation in the complex plane is presented too.
S.B. Vakarchuk, M.B. Vakarchuk
openaire   +2 more sources