Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, Volume 47, Issue 6, Page 1113-1123, November 2026.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
A scaling limit theorem for controlled branching processes with a size-divisible term. [PDF]
Rev R Acad Cienc Exactas Fis Nat A MatGonzález M +2 more
europepmc +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, Volume 47, Issue 6, Page 1124-1138, November 2026.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
A second-order dynamical system for solving inverse quasi-variational inequalities and its application. [PDF]
PLoS OneGan T, Khan VK, Ahmad MK, Cai QB.
europepmc +1 more source
Functions satisfying Lipschitz conditions.
Michigan Mathematical Journal, 1969 openaire +3 more sources
Robust Estimation and Inference for Time‐Varying Unconditional Volatility
Journal of Time Series Analysis, Volume 47, Issue 6, Page 1139-1152, November 2026.ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee +2 more
wiley +1 more source
EMP: Enhanced Multi-modal Prediction for fashion sales using Fourier Mapping and ERP-based contrastive learning. [PDF]
PLoS OnePark S, Park B, Lee S, Shin S, Kim W.
europepmc +1 more source
The Haagerup property is not invariant under quasi‐isometry
Bulletin of the London Mathematical Society, Volume 58, Issue 11, November 2026.Abstract Using the work of Cornulier–Valette and Whyte (see Appendix A for the latter), we show that neither the Haagerup property nor weak amenability is invariant under quasi‐isometry of finitely generated groups. Appendix B shows, using the same examples, that the same holds for vanishing of the equivariant Lp$L^p$‐compression.
Mathieu Carette +4 more
wiley +1 more source
Fractional-order analysis and optimal control of the NERA model: stability, sensitivity, and numerical validation. [PDF]
Sci RepPandey A, Ghosh S.
europepmc +1 more source
Quantitative maximal L2$L^2$‐regularity for viscous Hamilton–Jacobi PDEs in 2D and Mean Field Games
Bulletin of the London Mathematical Society, Volume 58, Issue 11, November 2026.Abstract We discuss quantitative Calderón–Zygmund estimates in W2,2$W^{2,2}$ for 2D viscous Hamilton–Jacobi equations with natural growth in the gradient. We apply the result to obtain the existence of classical solutions for stationary second‐order mean field games systems in 2D with (defocusing) coupling behaving like mα$m^\alpha$ for any α>0$\alpha >
Alessandro Goffi
wiley +1 more source