Results 101 to 110 of about 103,412 (240)
Nonparametric Detection of a Time‐Varying Mean
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
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Approximation properties of the modified Lupas-Kantorovich type operators
MATEC Web of Conferences, 2017 In this paper, the author introduce a class of modified Lupas-Kantorovich type operators which preserve constant and linear functions. By using modulus of continuity, modulus of smooth, K-functional and lipschitz class, the rate of convergence of these ...
Lian Bo-yong
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Observer-Based Distributed Consensus Control for Nonlinear Lipschitz and One-Side Lipschitz Fractional-Order Multi-Agent Systems [PDF]
International Journal of Industrial Electronics, Control and OptimizationIn this paper, an observer-based controller design for fractional-order multi-agent systems is discussed. By introducing a novel algorithm and leveraging appropriate lemmas and theoretical frameworks, we propose a stable observer and a distributed ...
Farshid Aazam Manesh +3 more
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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
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Forum of Mathematics, Pi, 2016 For every $p\in (0,\infty )$ we associate to every metric space $(X,d_{X})$
ASSAF NAOR, GIDEON SCHECHTMAN
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Free lunches on the discrete Lipschitz class
Theoretical Computer Science, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jiang, Pei, Chen, Ying-ping
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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
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Analysis and Geometry in Metric Spaces, 2014 A Carnot group G is a connected, simply connected, nilpotent Lie group with stratified Lie algebra.We study intrinsic Lipschitz graphs and intrinsic differentiable graphs within Carnot groups.
Franchi Bruno +2 more
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Lipschitz classes of functions and distributions in $E_n$ [PDF]
Bulletin of the American Mathematical Society, 1963 The results summarized here are the principle results of the aut h o r s doctoral dissertation presented at the University of Chicago and written under the direction of E. M. Stein. These results will appear soon with proofs. We consider properties of classes of functions and distributions which are characterized by various smoothness and ...
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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
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