Results 211 to 220 of about 1,737,526 (356)

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Real-Time Cascaded State Estimation Framework on Lie Groups for Legged Robots Using Proprioception. [PDF]

Biomimetics (Basel)
Liu B, Meng F, Zhang Z, Wang M, Wang T, Chen X, Yu Z.   +6 more
europepmc   +1 more source

Proper Lie automorphisms of incidence algebras [PDF]

, 2021
Érica Z. Fornaroli, Mykola Khrypchenko, Ednei A. Santulo   +2 more
openalex  

Lie structure of the Heisenberg-Weyl algebra

, 2023
Rafael Reno S. Cantuba
openalex   +2 more sources

Modular Lie Algebras. I [PDF]

Transactions of the American Mathematical Society, 1956
openaire   +3 more sources

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Ramifications of generalized Feller theory. [PDF]

J Evol Equ
Cuchiero C, Möllmann T, Teichmann J.
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

Twist Fields in Many-Body Physics. [PDF]

Entropy (Basel)
Doyon B.
europepmc   +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