Results 111 to 120 of about 4,102,538 (267)

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

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

Phelps type duality results in best approximation

Journal of Numerical Analysis and Approximation Theory, 2002
The aim of the present paper is to show that many Phelps type duality result, relating the extension properties of various classes of functions (continuous, linear continuous, bounded bilinear, Hölder-Lipschitz) with the approximation properties ...
Ştefan Cobzaş
doaj   +2 more sources

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
openaire   +2 more sources

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

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, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Estimations for the convex modular of the aliasing error of nonlinear sampling Kantorovich operators

Nonlinear Analysis
In this paper, we establish quantitative estimates for the nonlinear sampling Kantorovich operators in the general setting of modular spaces Lρ. To achieve this, we consider a notion of modulus of smoothness based on the convex modular functional ρ ...
Danilo Costarelli, Mariarosaria Natale, Gianluca Vinti   +2 more
doaj   +1 more source

Condensation of polyhedric structures onto soap films

, 2009
We study the existence of solutions to general measure-minimization problems over topological classes that are stable under localized Lipschitz homotopy, including the standard Plateau problem without the need for restrictive assumptions such as ...
Feuvrier, Vincent
core  

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

Lipschitz Equivalence Class, Ideal Class and the Gauss Class Number Problem

, 2013
In this paper, we study the question of classifying self-similar sets under bi-Lipschitz mappings and obtain an important bi-Lipschitz invariant, which is an ideal of a ring related to IFS. Roughly speaking, different Lipschitz equivalence classes of self-similar sets correspond to different ideal classes of a related ring.
Xi, Li-Feng, Xiong, Ying
openaire   +2 more sources