Results 131 to 140 of about 2,093 (267)

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

Two-dimensional unsteady waves in an electromagnetoelastic sphere

Учёные записки Казанского университета: Серия Физико-математические науки, 2017
The propagation of unsteady kinematic or electromagnetic perturbations in an isotropic ball given on its surface has been studied. Along with the Maxwell equations and the linearized Ohm's law, we have studied the linear equations of motion for an ...
V.A. Vestyak, D.V. Tarlakovskii
doaj  

Images of linear coordinates in polynomial algebras of rank two

, 2012
published_or_final_version ; Mathematics ; Master ; Master of ...
openaire   +2 more sources

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

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

‘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