Results 151 to 160 of about 667 (261)

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

Journal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis   +2 more
wiley   +1 more source

Compatibility of Drinfeld presentations for split affine Kac-Moody quantum symmetric pairs. [PDF]

Lett Math Phys
Li JR, Przeździecki T.
europepmc   +1 more source

Effective When Distinctive: The Role of Phonetic Similarity in Nested Dependency Learning Across Preschool Years

Language Learning, EarlyView.
Abstract Parallel tracking of distant relations between speech elements, so‐called nonadjacent dependencies (NADs), is crucial in language development but computationally demanding and acquired only in late preschool years. As processing of single NADs is facilitated when dependent elements are perceptually similar, we investigated how phonetic ...
Dimitra‐Maria Kandia, Angela D. Friederici, Jutta L. Mueller, Claudia Männel   +3 more
wiley   +1 more source

Quadratic Motion Polynomials with Irregular Factorizations. [PDF]

Adv Appl Clifford Algebr
Thimm DA, Li Z, Schröcker HP, Siegele J.   +3 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

On the smooth locus of affine Schubert varieties. [PDF]

Math Ann
Pappas G, Zhou R.
europepmc   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Jean-Marie Souriau's Symplectic Foliation Model of Sadi Carnot's Thermodynamics. [PDF]

Entropy (Basel)
Barbaresco F.
europepmc   +1 more source

Tax Progressivity, Public Debt, and Growth in a Neo‐Kaleckian Model

Metroeconomica, EarlyView.
ABSTRACT We develop a neo‐Kaleckian growth‐and‐distribution model featuring two classes of workers and a progressive income tax. Two fiscal closures are considered: balanced budgets and deficit financing via public debt. We study the responses to shocks, including changes in functional income distribution, and assess how tax progressivity alters demand
Tailiny Ventura, Fabrício J. Missio, Júlio Fernando Costa Santos   +2 more
wiley   +1 more source

Howe Duality and Dynamical Weyl Group. [PDF]

Transform Groups
Dalipi R, Felder G, Gurenkova A.
europepmc   +1 more source