Results 61 to 70 of about 1,759 (215)

The oscillation of separately locally Lipschitz functions

open access: yesKarpatsʹkì Matematičnì Publìkacìï, 2011
We prove that a function which dened on the product of two metric Baire spaces is the oscillation of some separately locally Lipschitz function if and only if it is an upper semicontinuous non-negative function which has a crosswise nowhere dense closure
V. H. Herasymchuk, O. V. Maslyuchenko
doaj  

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

open access: yesJournal 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

Multiple Solutions for a Class of Differential Inclusion System Involving the (p(x),q(x))-Laplacian

open access: yesAbstract and Applied Analysis, 2012
We consider a differential inclusion system involving the (p(x),q(x))-Laplacian with Dirichlet boundary condition on a bounded domain and obtain two nontrivial solutions under appropriate hypotheses.
Bin Ge, Ji-Hong Shen
doaj   +1 more source

Some notes on commutators of the fractional maximal function on variable Lebesgue spaces

open access: yesJournal of Inequalities and Applications, 2019
Let ...
Pu Zhang, Zengyan Si, Jianglong Wu
doaj   +1 more source

LOCAL BI-LIPSCHITZ CLASSIFICATION OF SEMIALGEBRAIC SURFACES

open access: yesDalat University Journal of Science
We provide bi-Lipschitz invariants for finitely determined map germs f: (Kn, 0) → (Kp, 0), where K = R or C. The aim of the paper is to provide partial answers to the following questions: Does the bi-Lipschitz type of a map germ f: (Rn, 0) → (Rp, 0) determine the bi-Lipschitz type of the link of f and the double point set of f?
Jean-Paul Brasselet   +2 more
openaire   +2 more sources

Adaptive Estimation for Weakly Dependent Functional Times Series

open access: yesJournal 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

Semilocal convergence conditions for the secant method, using recurrent functions

open access: yesJournal of Numerical Analysis and Approximation Theory, 2011
Using our new concept of recurrent functions, we present new sufficient convergence conditions for the secant method to a locally unique solution of a nonlinear equation in a Banach space.
Ioannis K. Argyros, Saïd Hilout
doaj   +2 more sources

A Note on Local Polynomial Regression for Time Series in Banach Spaces

open access: yesJournal 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

A note on fractional integral operators on Herz spaces with variable exponent

open access: yesJournal of Inequalities and Applications, 2016
In this note, we prove that the fractional integral operators from Herz spaces with variable exponent K ˙ p ( ⋅ ) , q α $\dot{K}^{\alpha}_{p(\cdot), q}$ to Lipschitz-type spaces are bounded provided p ( ⋅ ) $p(\cdot)$ is locally log-Hölder continuous and
Meng Qu, Jie Wang
doaj   +1 more source

Sequential Outlier Detection in Nonstationary Time Series

open access: yesJournal 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   +2 more
wiley   +1 more source

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