Results 81 to 90 of about 524,480 (211)

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

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

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +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  

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

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

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

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

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

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