Results 171 to 180 of about 13,676,050 (240)

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

open access: yesJournal of Time Series Analysis, Volume 47, Issue 5, Page 998-1012, September 2026.
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

Adaptive Estimation for Weakly Dependent Functional Times Series

open access: yesJournal of Time Series Analysis, Volume 47, Issue 5, Page 1013-1027, September 2026.
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

Repelled Point Processes With Application to Numerical Integration

open access: yesScandinavian Journal of Statistics, Volume 53, Issue 3, Page 1101-1133, September 2026.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat   +3 more
wiley   +1 more source

Exponential convergence for ultrafast diffusion equations with log‐concave weights

open access: yesBulletin of the London Mathematical Society, Volume 58, Issue 9, September 2026.
Abstract We study the asymptotic behavior of a weighted ultrafast diffusion PDE on the real line, with a log‐concave and log‐lipschitz weight, and prove exponential convergence to equilibrium. This result goes beyond the compact setting studied in Iacobelli [Discrete Contin. Dyn. Syst. 39 (2019), 4929–4943].
Max Fathi, Mikaela Iacobelli
wiley   +1 more source

Metric spaces with small rough angles and the rectifiability of rough self‐contracted curves

open access: yesJournal of the London Mathematical Society, Volume 114, Issue 3, September 2026.
Abstract The small rough angle (SRA$\operatorname{SRA}$) condition, introduced by Zolotov in arXiv:1804.00234, captures the idea that all angles formed by triples of points in a metric space are small. In the first part of the paper, we develop the theory of metric spaces (X,d)$(X,d)$ satisfying the SRA(α)$\operatorname{SRA}(\alpha)$ condition for some
Estibalitz Durand Cartagena   +1 more
wiley   +1 more source

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