Results 91 to 100 of about 496,079 (237)
The Stokes operator with Neumann boundary conditions in Lipschitz domains
, 2011 International audienceIn the first part of the paper we give a satisfactory definition of the Stokes operator in Lipschitz domains in R n when boundary conditions of Neumann type are considered.
Monniaux, S. +8 more
core +1 more source
Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley +1 more source
WELL-POSEDNESS OF THE CAUCHY PROBLEM FOR p-EVOLUTION SYSTEMS OF PSEUDO-DIFFERENTIAL OPERATORS [PDF]
, 2013 We study p-evolution pseudo-differential systems of the first order with coefficients in (t,x) and real characteristics. We find sufficient conditions for the well-posedness of the Cauchy problem in H∞.
Ascanelli, Alessia, Boiti, Chiara
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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 +2 more
wiley +1 more source
Dissipative Lipschitz dynamics
, 2005 In this dissertation we study two related important issues in control theory: invariance of dynamical systems and Hamilton-Jacobi theory associated with optimal control theory.
Rios, Vinicio Rafael
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Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
Some new results on Lipschitz regularization for parabolic equations [PDF]
, 2019 It is well known that the bounded solution u(t, x) of the heat equation posed in RN×(0,T) for any continuous initial condition becomes Lipschitz continuous as soon as t>0, even if the initial datum is not Lipschitz continuous.
Dirr, Nicolas, Nguyen, Vinh Duc
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Lipschitz p-integral operators and Lipschitz p-nuclear operators
, 2012 In this paper, we introduce strongly Lipschitz p-integral operators, strongly Lipschitzp-nuclear operators and Lipschitz p-nuclear operators. It is shown that for a linear operator, the Lipschitz p-nuclear norm is the same as its usual p-nuclear norm ...
Chen, Dongyang, Zheng, Bentuo
core +2 more sources
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
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