Results 111 to 120 of about 3,827,469 (279)
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 +2 more
wiley +1 more source
Abstract and Applied Analysis, 2013 We first introduce the new real function class ℱ satisfying an implicit Lipschitz-type condition. Then, by using ℱ-type real functions, some common fixed point theorems for a pair of self-mappings satisfying an implicit Lipschitz-type condition in fuzzy ...
Ming-Liang Song, Xiu-Juan Zhu
doaj +1 more source
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
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
doaj +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
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 ...
openaire +3 more sources
Agents' Behavior and Interest Rate Model Optimization in DeFi Lending
Mathematical Finance, EarlyView.ABSTRACT Contrasting sharply with traditional money, bond, and bond futures markets, where interest rates emerge organically from participant interactions, DeFi lending platforms employ rule‐based interest rates that are algorithmically set. Thus, the selection of an effective interest rate model (IRM) is paramount for the success of a lending protocol.
Charles Bertucci +4 more
wiley +1 more source
Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Confidence Lipschitz classifiers: an instrument of guaranteed reliability
Научно-технический вестник информационных технологий, механики и оптикиA new method of guaranteed solution for multiclass classification problem of stochastic objects is proposed. Within the framework of the proposed approach, the classification result is a finite set of class indices which with a predetermined confidence ...
A. V. Timofeev
doaj +1 more source