Results 121 to 130 of about 7,649 (300)
Common fixed points under Lipschitz type condition
, 2011 The present paper is aimed at obtaining common fixed point theorems for a pair of selfmaps satisfying nonexpansive or Lipschitz type condition by using the notion of pointwise R- weak commutativity but without assuming the completeness of the space or ...
Pant, Vyomesh
core
, 2017 We study backward doubly stochastic differential equations where the coefficients satisfy stochastic Lipschitz condition. We prove the existence and uniqueness of the solution in Lp with p ∈ (1,2)
Jean-Marc Owo
core +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 +2 more
wiley +1 more source
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
Observer Design for a Class of Lipschitz Nonlinear Systems with Output Uncertainty
工程科学与技术, 2013 :By means of linear matrix inequality (LMI) based Lyapunov method,a nonlinear observer was proposed for a class of Lipschitz nonlinear system with output uncertainty.The observer gain matrix was selected according to LMI with the output uncertainty ...
doaj
极大奇异积分算子的RBLO估计(A RBLO estimate for maximal singular integral operator)
Zhejiang Daxue xuebao. Lixue ban, 2011 Let μ be a positive Radon measure and satisfy a growth condition on Rd. Considering maximal Calderón-Zygmund singular integral operator whose kernel is k(x, y).
QUANYu-xia(全玉霞) +2 more
doaj +1 more source
Classification of Lipschitz mappings
, 2013 The Lipschitz Condition Nonlinear spectral radius Uniformly lipschitzian mappings Basic Facts on Banach Spaces Convexity The operator norm Dual spaces, reexivity, the weak, and weak* topologiesMean Lipschitz Condition Nonexpansive and mean nonexpansive ...
Piasecki, Lukasz
core
Robust Estimation and Inference for Time‐Varying Unconditional Volatility
Journal of Time Series Analysis, EarlyView.ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee +2 more
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 +2 more
wiley +1 more source
Lipschitz geometry and rough paths
, 2016 Motivated by building a Lipschitz structure on the reachability set of a set of rough differential equations, we study first Lipschitz maps in full detail and in many aspects: we show embedding properties of Lipschitz spaces, study algebraic properties ...
Boutaib, Youness
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