Results 111 to 120 of about 4,127,898 (306)
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
Lipschitz class, narrow class, and counting lattice points [PDF]
Proceedings of the American Mathematical Society, 2011 A well-known principle says that the number of lattice points in a bounded subset S S of Euclidean space is about the ratio
openaire +2 more sources
Lipschitz functions class for the generalized Dunkl transform
, 2023 Mohamed El Hamma, A. Laamimi, Harrak El
openalex +2 more sources
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
Fractal and FractionalThis study has developed a unified framework for modeling economic growth through Caputo fractional differential equations. The framework has established the existence and uniqueness of solutions by employing a generalized fixed-point approach.
Min Wang, Muhammad Din, Mi Zhou
doaj +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 +2 more
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
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
INTEGRABILITY OF q -BESSEL FOURIER TRANSFORMS WITH GOGOLADZE – MESKHIA TYPE WEIGHTS
Проблемы анализаIn 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