Results 91 to 100 of about 48,981 (245)

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
wiley   +1 more source

Confidence Lipschitz classifiers: an instrument of guaranteed reliability

Научно-технический вестник информационных технологий, механики и оптики
A 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

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

On finite lipschitz Orlicz-Sobolev classes

Владикавказский математический журнал, 2015
Найдено достаточное условие конечной липшицевости гомеоморфизмов класса Орлича - Соболева W1,φloc при наличии условия типа Кальдерона на φ.
openaire   +1 more source

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, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

INTEGRABILITY OF q -BESSEL FOURIER TRANSFORMS WITH GOGOLADZE – MESKHIA TYPE WEIGHTS

Проблемы анализа
In the paper, we consider the 𝑞-integrability of functions 𝜆(𝑡)|ℱ𝑞,𝜈 (𝑓)(𝑡)|𝑟, where 𝜆(𝑡) is a Gogoladze-Meskhia-Moricz type weight and ℱ𝑞,𝜈(𝑓)(𝑡) is the 𝑞-Bessel Fourier transforms of a function 𝑓 from generalized integral Lipschitz classes.
Yu. I. Krotova
doaj   +1 more source

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

Approximation by double Walsh polynomials

International Journal of Mathematics and Mathematical Sciences, 1992
We study the rate of approximation by rectangular partial sums, Cesàro means, and de la Vallée Poussin means of double Walsh-Fourier series of a function in a homogeneous Banach space X.
Ferenc Móricz
doaj   +1 more source

A Characterisation of Lipschitz Classes on Finite Dimensional Groups [PDF]

Proceedings of the American Mathematical Society, 1976
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

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
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, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source