Results 101 to 110 of about 72,220 (275)
Recently, Hairer et. al (2012) showed that there exist SDEs with infinitely often differentiable and globally bounded coefficient functions whose solutions fail to be locally Lipschitz continuous in the strong L^p-sense with respect to the initial value ...
Cox, Sonja +2 more
core
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
A Note on Lipschitz Continuity of Solutions of Poisson Equations in\n Metric Measure Spaces [PDF]
, 2013 Martin Kell
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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
Exponential Attractor for Lattice System of Nonlinear Boussinesq Equation
Discrete Dynamics in Nature and Society, 2013 We study the lattice dynamical system of a nonlinear Boussinesq equation. We first verify the Lipschitz continuity of the continuous semigroup associated with the system.
Min Zhao, Shengfan Zhou
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
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 +4 more
wiley +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
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
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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