Results 61 to 70 of about 873 (179)

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

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

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source

Asymptotics of Symmetric Polynomials: A Dynamical Point of View. [PDF]

Commun Math Phys
Guionnet A, Huang J.
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

Quadratic Subproduct Systems, Free Products, and Their C*-Algebras. [PDF]

Integr Equ Oper Theory
Arici F, Ge Y.
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

Canonicalizing Zeta Generators: Genus Zero and Genus One. [PDF]

Commun Math Phys
Dorigoni D, Doroudiani M, Drewitt J, Hidding M, Kleinschmidt A, Schlotterer O, Schneps L, Verbeek B.   +7 more
europepmc   +1 more source

‘Like a Fish in the Water’: Subjective Well‐Being and the Alignment of Perceptions of Democracy With Political Structures

Sociological Forum, EarlyView.
ABSTRACT Happiness research has long highlighted the role of national culture, yet few studies distinguish between objective conditions and collective cultural environments in which citizens form political perceptions. Focusing on perceptions of democracy, this study examines how discrepancies between personal perceptions and two dimensions of ...
Francisco Olivos, Yuning Sun, Mariano Rojas   +2 more
wiley   +1 more source

Noncyclic BCH and Srivastava codes over the subgroup of the groups of units of Galois rings [Formula: see text] for advanced error control. [PDF]

Sci Rep
Sajjad M, Bashir Q, Haleemzai I, Abdalrahem MK, Hazzazi MM.   +4 more
europepmc   +1 more source