Results 111 to 120 of about 9,704 (289)
Generalized Lipschitz functions
, 2000 The aim of this paper is to establish a compactness result on some function sets. The main idea is very simple: it suffices to change the axis in order to transform a family of nondecreasing functions in Lipschitz ones and then to apply Ascoli's theorem.
Elyès Jouini, Jouini, Elyès
core +1 more source
Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series
Journal 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
Commutators with Lipschitz Functions and Nonintegral Operators
Journal of Applied Mathematics, 2013 Let T be a singular nonintegral operator; that is, it does not have an integral representation by a kernel with size estimates, even rough. In this paper, we consider the boundedness of commutators with T and Lipschitz functions.
Peizhu Xie, Ruming Gong
doaj +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
Journal 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
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
Lipschitz functions of continuous functions [PDF]
Pacific Journal of Mathematics, 1953 Marx, Imanuel, Piranian, George
openaire +3 more sources
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
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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
Distance-based classification with Lipschitz functions
, 2003 The goal of this article is to develop a framework for large margin classification in metric spaces. We want to find a generalization of linear decision functions for metric spaces and define a corresponding notion of margin such that the decision ...
Bousquet, O. +3 more
core +2 more sources
Lipschitz measures and vector-valued Hardy spaces
International Journal of Mathematics and Mathematical Sciences, 2001 We define certain spaces of Banach-valued measures called Lipschitz measures. When the Banach space is a dual space X*, these spaces can be identified with the duals of the atomic vector-valued Hardy spaces HXp(ℝn ...
Magali Folch-Gabayet +2 more
doaj +1 more source