Results 71 to 80 of about 55,940 (168)

From gateway to value ladder—The curious case of online mutual aid in China

Journal of Risk and Insurance, EarlyView.
Abstract This study examines how InsurTech‐enabled information provision, specifically the disclosure of claimant information previously unavailable in conventional insurance, influences individuals' insurance uptake. We leverage Mutual Aid (MA) platforms as a natural context to examine how socially framed loss information, peer influence, and salience
Ze Chen, Runhuan Feng, Miao Guo, Tianyang Wang   +3 more
wiley   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

Approximation and Schur properties for Lipschitz free spaces over compact metric spaces

, 2015
We prove that for any separable Banach space $X$, there exists a compact metric space which is homeomorphic to the Cantor space and whose Lipschitz-free space contains a complemented subspace isomorphic to $X$.
Hájek, Petr, Lancien, Gilles, Pernecká, Eva   +2 more
core  

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

Products of Lipschitz-free spaces and applications [PDF]

Studia Mathematica, 2015
We show that, given a Banach space $X$, the Lipschitz-free space over $X$, denoted by $\mathcal{F}(X)$, is isomorphic to $(\sum_{n=1}^\infty \mathcal{F}(X))_{\ell_1}$. Some applications are presented, including a non-linear version of Pelczy ki's decomposition method for Lipschitz-free spaces and the identification up to isomorphism between $\mathcal ...
openaire   +3 more sources

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Lipschitz-Free Spaces over Cantor Sets and Approximation Properties

Mediterranean Journal of Mathematics, 2023
AbstractLet $$K=2^\mathbb {N}$$ K = 2 N be the Cantor set, let $$\mathcal {M}$$ M be the set of all metrics d on K that give its usual ...
openaire   +3 more sources

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

On Disjoint Dynamical Properties and Lipschitz-Free Spaces

Results in Mathematics
Abstract The notion of disjoint $$\mathcal {A}$$ A -transitivity for a Furstenberg family $$\mathcal {A}$$ A is ...
Ch. Cobollo, A. Peris
openaire   +3 more sources