Results 101 to 110 of about 3,827,469 (279)
Adaptive Estimation for Weakly Dependent Functional Times Series
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under đpâmâapproximability 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
A Characterisation of Lipschitz Classes on Finite Dimensional Groups [PDF]
An analogue of a theorem of S. N. Bernstein is developed for certain metric locally compact abelian groups. This, together with a corresponding Jackson-type theorem, gives a characterisation in terms of their Fourier transforms of the Lipschitz functions defined on a compact abelian group with finite topological dimension.
openaire +2 more sources
DensityâValued ARMA Models by Spline Mixtures
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to densityâvalued 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 Bâspline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
We propose a new adaptive gain robust output feedback controller for a class of the Lipschitz nonlinear systems with unknown upper bound of uncertainty.
Hidetoshi Oya, Kojiro Hagino
doaj +1 more source
Asymptotic Almost-Periodicity for a Class of Weyl-Like Fractional Difference Equations
This work deal with asymptotic almost-periodicity of mild solutions for a class of difference equations with a Weyl-like fractional difference in Banach space.
Junfei Cao, Amar Debbouche, Yong Zhou
doaj +1 more source
Fourier transforms and their Lipschitz classes [PDF]
Sampson, G., Tuy, H.
openaire +2 more sources
Robust CDFâFiltering of a Location Parameter
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
On the differentiation of vector valued composite Lipschitz continuous functions
It is well know that there exists in economic what is referred to as âkinkedâ demand curves. That is, curves that are Lipschitz continuous. This paper presents a technical theorem on the existence of partial derivatives (and the applicability of the ...
K. P. Gilliam, C. D. Vinante
doaj
Observer-Based Exponential Stabilization for Time Delay TakagiâSugenoâLipschitz Models
This paper addresses the problem of observer-based control (OBC) for nonlinear systems with time delay (TD). A novel hybrid modeling framework for nonlinear TD systems is first introduced by synergistically combining TD TakagiâSugeno (TDTS) fuzzy and ...
Omar Kahouli +3 more
doaj +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
ABSTRACT This work extends local polynomial regression to Banach spaceâvalued time series for estimating smoothly varying means and their derivatives in nonâstationary data. The asymptotic properties of both the standard and biasâreduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source

