Results 91 to 100 of about 1,833 (248)

From gateway to value ladder—The curious case of online mutual aid in China

Journal of Risk and Insurance, EarlyView.
Abstract This study examines how InsurTech‐enabled information provision, specifically the disclosure of claimant information previously unavailable in conventional insurance, influences individuals' insurance uptake. We leverage Mutual Aid (MA) platforms as a natural context to examine how socially framed loss information, peer influence, and salience
Ze Chen, Runhuan Feng, Miao Guo, Tianyang Wang   +3 more
wiley   +1 more source

Gradual Changes in Functional Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley   +1 more source

Statistical Approximation of q-Bernstein-Schurer-Stancu-Kantorovich Operators

Journal of Applied Mathematics, 2014
We introduce two kinds of Kantorovich-type q-Bernstein-Schurer-Stancu operators. We first estimate moments of q-Bernstein-Schurer-Stancu-Kantorovich operators. We also establish the statistical approximation properties of these operators. Furthermore, we
Qiu Lin
doaj   +1 more source

Continuous Translation of Hölder and Lipschitz Functions [PDF]

Canadian Journal of Mathematics, 1960
All functions will be complex, periodic, integrable (on [0,2π]) functions of a real variablex. Moreover, we shall require that every function have mean zero on [0,2π], so that in particular non-zero constants are excluded.1. Plessner's characterization of absolutely continuous functions.
openaire   +2 more sources

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

A class of fractional order neural network systems with sector dead zones for synchronization

Nantong Daxue xuebao. Ziran kexue ban
Synchronization is examined for a class of fractional order neural network systems with sector dead zones and orders between 1 and 2. Through variable replacement, the synchronization problem for systems with orders in(1,2) is reformulated as one with ...
JIANG Wenfang;LIU Heng
doaj   +1 more source

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

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

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

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source