Results 111 to 120 of about 72,789 (297)

A Note on Lipschitz Continuity of Solutions of Poisson Equations in\n Metric Measure Spaces [PDF]

, 2013
Martin Kell
openalex   +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

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

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, Andrew C. Harvey, Alessandra Luati   +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

Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem [PDF]

, 2010
Rainer Buckdahn, Piermarco Cannarsa, Marc Quincampoix   +2 more
openalex   +1 more source

Lipschitz and Fourier type conditions with moduli of continuity in rank 1 symmetric spaces [PDF]

, 2021
Arran Fernandez, Joel E. Restrepo, Durvudkhan Suragan   +2 more
openalex   +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, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Local Lipschitz continuity of the stop operator [PDF]

, 1998
Wolfgang Desch
openalex   +1 more source

Lipschitz functions of continuous functions [PDF]

Pacific Journal of Mathematics, 1953
Marx, Imanuel, Piranian, George
openaire   +3 more sources