Results 111 to 120 of about 2,291,454 (248)

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, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Lipschitz stability for linear parabolic systems with interior degeneracy

Electronic Journal of Differential Equations, 2014
In this article, we study an inverse problem for linear degenerate parabolic systems with one force. We establish Lipschitz stability for the source term from measurements of one component of the solution at a positive time and on a subset of the ...
Idriss Boutaayamou, Genni Fragnelli, Lahcen Maniar   +2 more
doaj  

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Impulsive Discrete Runge–Kutta Methods and Impulsive Continuous Runge–Kutta Methods for Nonlinear Differential Equations with Delayed Impulses

Mathematics
In this paper, we study the asymptotical stability of the exact solutions of nonlinear impulsive differential equations with the Lipschitz continuous function f(t,x) for the dynamic system and for the impulsive term Lipschitz continuous delayed functions
Gui-Lai Zhang, Zhi-Yong Zhu, Yu-Chen Wang, Chao Liu   +3 more
doaj   +1 more source

Letter Written by Mr. Lipschitz to the Bryant College Service Club Dated January 5, 1943 [PDF]

, 1943
[Transcription begins] Jan. 5, 1943 To whom it may concern— Thank you very much for your thoughtful gesture to my son. His new address is: Candidate N. Lipschitz Company 7 2nd S. T. R. Fort Benning, Ga. Yours Truly, Mr.
Lipschitz, Mr.
core  

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Novel Robust Estimation-Based Control of One-Sided Lipschitz Nonlinear Systems Subject to Output and Input Delays

Mathematics
This paper highlights the design of a controller established on estimated states for one-sided Lipschitz (OSL) nonlinear systems subject to output and input delays. The controller has been devised by involving Luenberger-like estimated states.
Sohaira Ahmad, Muhammad Rehan, Anas Ibrar, Muhammad Umair Ali, Amad Zafar, Seong Han Kim   +5 more
doaj   +1 more source

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

Journal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source

Mean-Square Ulam–Hyers–Rassias Stability of Riemann–Liouville Fractional Stochastic Differential Equations

Abstract and Applied Analysis
Fractional stochastic differential equations with memory effects are fundamental in modeling phenomena across physics, biology, and finance, where long-range dependencies and random fluctuations coexist, yet their stability analysis under non-Lipschitz ...
Mohsen Alhassoun, Khalil Yahya
doaj   +1 more source