Results 231 to 240 of about 149,828 (306)

The Variance-Gamma Product Distribution. [PDF]

Results Math
Gaunt RE, Li S, Sutcliffe HL.
europepmc   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Limitations of multiexponential T1 mapping of cortical myeloarchitecture. [PDF]

PLoS One
Jamárik J, Vitouš J, Jiřík R, Schwarz D, Koriťáková E.   +4 more
europepmc   +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

Duality of Shehu transform with other well known transforms and application to fractional order differential equations. [PDF]

PLoS One
Mlaiki N, Jamal N, Sarwar M, Hleili M, Ansari KJ.   +4 more
europepmc   +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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Analysis of a heterogeneous functionally graded material with a spherical void exposed to time-dependent ramp-type heating according to the TPL heat conduction model. [PDF]

Sci Rep
Megahid SF.
europepmc   +1 more source

A method of inversion of the Laplace transform

, 1992
Pavol Chocholatý
openalex   +1 more source

A semigroup/Laplace transform approach to approximating flows

, 2013
Ladorian Latin, Ladorian Latin
openalex   +2 more sources

Perpetual Futures Pricing

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, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source