Results 121 to 130 of about 10,513 (300)

On differentiability properties of Lipschitz functions on a Banach space with a Lipschitz uniformly Gâteaux differentiable bump function [PDF]

, 1997
summary:We improve a theorem of P.G. Georgiev and N.P. Zlateva on G\^ateaux differentiability of Lipschitz functions in a Banach space which admits a Lipschitz uniformly G\^ateaux differentiable bump function.
Zajíček, Luděk
core  

Can a Non Lipschitz Function Operate on a Nontrivial Banach Function Space

, 1994
We give a partial answer to the question in the title: Non Lipschitz functions such as |t|1/2 or the Cantor increasing function cannot ...
Bernard, A.
core   +1 more source

Functional Vašiček Model

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, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Lipschitz functions of continuous functions [PDF]

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

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

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

Generalized Lipschitz Tracing of Implicit Surfaces [PDF]

We present a versatile and robust framework to render implicit surfaces defined by black‐box functions that only provide function value queries. We assume that the input function is locally Lipschitz continuous; however, we presume no prior knowledge of ...
Valasek, Gábor, Bán, Róbert
core   +2 more sources

Lipschitz optimisation for Lipschitz Interpolation

, 2017
Techniques known as Nonlinear Set Membership prediction, Kinky Inference or Lipschitz Interpolation are fast and numerically robust approaches to nonparametric machine learning that have been proposed to be utilised in the context of system ...
Calliess, JP, Calliess, Jan-Peter, Jan-Peter Calliess   +2 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

Approximating real functions which possess nth derivatives of bounded variation and applications

, 2007
The main aim of this paper is to provide an approximation for the function f which possesses continuous derivatives up to the order n − 1 (n ≥ 1) and has the nth derivative of bounded variation, in terms of the chord that connects its end points A = (a,
Dragomir, Sever S., Dragomir, Sever S
core   +1 more source