Results 111 to 120 of about 5,171,937 (249)
Monetary Equilibrium and the Differentiability of the Value Function [PDF]
In this study we offer a new approach to proving the differentiability of the value function, which complements and extends the literature on dynamic programming.
Camera, G. +2 more
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Letter Written by Nathaniel Lipschitz to the Bryant College Service Club Dated April 4, 1943 [PDF]
, 1943 [Transcription begins] April 4, 1943 Chairman of the Bryant Service Club c/o Bryant College Providence, R. I. Dear Friend, Your little gift came in a few days after I wrote my last letter to you.
Lipschitz, Nathaniel
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On the domain of the implicit function and applications
Journal of Inequalities and Applications, 2005 The implicit function theorem asserts that there exists a ball of nonzero radius within which one can express a certain subset of variables, in a system of equations, as functions of the remaining variables.
Papi Marco
doaj
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
, 1884 Adressat mutmaßlich ermittelt durch Inhalt des Briefes von Rudolf Lipschitz an Hermann Bonitz vom 23.12.1884.R ...
Lipschitz, Rudolf
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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
wiley +1 more source
Infinitesimal Lipschitz Equisingularity: Genericity and Necessity
, 2019 In earlier work we used the double of an ideal to define in integral closure terms a notion of infinitesimal Lipschitz equisingularity for hypersurfaces. We describe different ways of extending this notion to general spaces, and show the most restrictive
Gaffney, Terence
core +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 +2 more
wiley +1 more source
Efficient Lipschitz function evaluation for CSG implicit surfaces
, 2001 The rendering of an implicit surface requires many function evaluations of the underlying implicit function. The time efficiency of the rendering is dominated by the number of function evaluations times the efficiency of these evaluations.
Wetering, van de, H.M.M.; id_orcid +1 more
core +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