Results 291 to 300 of about 1,705,638 (353)

On the Disentanglement of an Economic Union

open access: yesJournal of Regional Science, EarlyView.
ABSTRACT We study how the unilateral withdrawal of a region from an economic union affects the spatial distribution of economic activity and social welfare. We explore a three‐region economic geography model under the assumption that this withdrawal can be expressed as a higher transportation cost between the leaving party and the remaining union ...
Jorge Saraiva   +2 more
wiley   +1 more source

Poisson count time series

open access: yesJournal of Time Series Analysis, EarlyView.
This article reviews and compares popular methods, some old and some recent, that produce time series having Poisson marginal distributions. The article begins by narrating ways where time series with Poisson marginal distributions can be produced.
Jiajie Kong, Robert Lund
wiley   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

open access: yesJournal 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   +2 more
wiley   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

open access: yesJournal 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   +2 more
wiley   +1 more source

Measure‐valued processes for energy markets

open access: yesMathematical 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

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