Results 101 to 110 of about 2,989,822 (277)
Sharp estimates for the nontangential maximal function and the Lusin area function in Lipschitz domains [PDF]
, 1989 Rodrigo Bañuelos, Charles N. Moore
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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
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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
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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
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Journal of Inequalities and Applications, 2016 In this paper, we study a nonmatching grid finite element approximation of a class of elliptic variational inequalities with nonlinear source terms in the context of the Schwarz alternating domain decomposition.
Abida Harbi
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Inverse coefficient problem for Grushin-type parabolic operators
, 2013 The approach to Lipschitz stability for uniformly parabolic equations introduced by Imanuvilov and Yamamoto in 1998 based on Carleman estimates, seems hard to apply to the case of Grushin-type operators studied in this paper.
Beauchard, Karine, Cannarsa, Piermarco
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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
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Infinitely many solutions for a class of hemivariational inequalities involving p(x)-Laplacian
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2017 In this paper hemivariational inequality with nonhomogeneous Neumann boundary condition is investigated. The existence of infinitely many small solutions involving a class of p(x) - Laplacian equation in a smooth bounded domain is established.
Fattahi Fariba, Alimohammady Mohsen
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$L^p$ Mapping Properties for the Cauchy-Riemann Equations on Lipschitz Domains Admitting Subelliptic Estimates [PDF]
, 2017 Phillip S. Harrington, Yunus E. Zeytuncu
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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