Results 101 to 110 of about 560,829 (251)

Local convergence of exact and inexact newton’s methods for subanalytic variational inclusions

Revista de Matemática: Teoría y Aplicaciones, 2015
This paper deals with the study of an iterative method for solving a variational inclusion of the form 0 ∈ f (x)+F (x) where f is a locally Lipschitz subanalytic function and F is a set-valued map from Rn to the closed subsets of Rn.
Catherine Cabuzel, Alain Pietrus, Steeve Burnet   +2 more
doaj   +1 more source

Locally Lipschitz continuous integrated semigroups [PDF]

Studia Mathematica, 2005
\textit{H. Kellerman} and \textit{M. Hieber} [J. Funct. Anal. 84, No. 1, 160--180 (1989; Zbl 0689.47014)] proved that every locally Lipschitz continuous once integrated semigroup is always exponentially Lipschitz continuous. In this paper, the author gives an example of a generator of locally Lipschitz continuous twice integrated semigroup which does ...
openaire   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source

Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren, Alexander Back, Timo Teräsvirta   +2 more
wiley   +1 more source

Superposition operator problems of Hölder-Lipschitz spaces

Demonstratio Mathematica
Let ff be a function defined on the real line, and Tf{T}_{f} be the corresponding superposition operator which maps hh to Tf(h){T}_{f}\left(h), i.e., Tf(h)=f∘h{T}_{f}\left(h)=f\circ h. In this article, the sufficient and necessary conditions such that Tf{
Niu Yeli, Wang Heping
doaj   +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

Multiplicity of solutions for nonlocal fractional equations with nonsmooth potentials

上海师范大学学报. 自然科学版, 2019
This paper is concerned with a class of nonlocal fractional Laplacian problems with nonsmooth potentials. By exploiting an abstract three critical points theorem for nonsmooth functionals, combining with an analytical context on fractional Sobolev spaces,
YUAN Ziqing
doaj   +1 more source

Partial Time‐Varying Regression Modelling Under General Heterogeneity

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies a semiparametric time‐varying regression model in which a subset of regressors is associated with fixed parameters, while the remaining regressors have parameters that evolve smoothly over time. We propose a closed‐form semiparametric Frisch‐Waugh‐Lovell estimator for the fixed parameters, and a non‐parametric kernel type ...
Liudas Giraitis, George Kapetanios, Yufei Li, Tien Chuong Nguyen   +3 more
wiley   +1 more source

Nonconvex Lipschitz function in plane which is locally convex outside a discontinuum [PDF]

, 2014
summary:We construct a Lipschitz function on $\mathbb R^2$ which is locally convex on the complement of some totally disconnected compact set but not convex. Existence of such function disproves a theorem that appeared in a paper by L. Pasqualini and was
Pokorný, Dušan
core   +1 more source

On Inverse and Implicit Function Theorem for Sobolev Mappings

Axioms
We extend Clarke’s local inversion theorem for Sobolev mappings. We use this result to find a general implicit function theorem for continuous locally Lipschitz mapping in the first variable and satisfying just a topological condition in the second ...
Mihai Cristea
doaj   +1 more source