Results 91 to 100 of about 67,051 (221)

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, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

Exponential Bounds for the Density of the Law of the Solution of an SDE with Locally Lipschitz Coefficients

Mathematics
Under the uniform Hörmander hypothesis, we study the smoothness and exponential bounds of the density of the law of the solution of a stochastic differential equation (SDE) with locally Lipschitz drift that satisfies a monotonicity condition.
Cristina Anton
doaj   +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

Multiplicity of solutions to discrete inclusions with the p(k)-Laplace type equations

Nonautonomous Dynamical Systems, 2018
In this article, we prove the existence and multiplicity of solutions to discrete inclusions with the p(k)-Laplace type equations. We are interested in the existence of three solutions with the aid of linking arguments and using a three critical points ...
Ouaro Stanislas, Zoungrana Malick
doaj   +1 more source

A Lipschitz condition along a transversal foliation implies local uniqueness for ODEs

Electronic Journal of Qualitative Theory of Differential Equations, 2018
We prove the following result: if a continuous vector field $F$ is Lipschitz when restricted to the hypersurfaces determined by a suitable foliation and a transversal condition is satisfied at the initial condition, then $F$ determines a locally unique ...
José Ángel Cid, F. Adrián Tojo
doaj   +1 more source

Amenability, locally finite spaces, and bi-lipschitz embeddings [PDF]

Expositiones Mathematicae, 2013
15 pages.
openaire   +4 more sources

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

Spectral calculations on locally convex vector spaces I

, 2012
We develop a holomorphic functional calculus for (multivalued linear) operators on locally convex vector spaces.
Lakos, Gyula
core  

Fractional Differentiation and Lipschitz Spaces on Local Fields [PDF]

Transactions of the American Mathematical Society, 1980
In this paper we continue our study of differentiation on a local field K. We define strong derivatives of fractional order α > 0 \alpha \, > \,0 for functions in L r ( K ) {L_r}(\textbf {
openaire   +2 more sources

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