Results 101 to 110 of about 72,789 (297)

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

open access: yesInternational 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

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

open access: yesJournal 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   +3 more
wiley   +1 more source

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations

open access: yes
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

open access: yesJournal 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

Continuous Translation of Hölder and Lipschitz Functions [PDF]

open access: yesCanadian 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

Adaptive Estimation for Weakly Dependent Functional Times Series

open access: yesJournal 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

Functional Vašiček Model

open access: yesJournal 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

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

open access: yesJournal 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

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