Results 61 to 70 of about 1,369 (204)

The Composition Operator and the Space of the Functions of Bounded Variation in Schramm-Korenblum's Sense

Journal of Function Spaces and Applications, 2013
We show that the composition operator H, associated with h:[a,b]→ℝ, maps the spaces Lip[a,b] on to the space κBVϕa,b of functions of bounded variation in Schramm-Korenblum's sense if and only if h is locally Lipschitz.
Z. Jesús, O. Mejía, N. Merentes, S. Rivas   +3 more
doaj   +1 more source

W1,p versus C1: The nonsmooth case involving critical growth

Bulletin of Mathematical Sciences, 2020
In this paper, we study a class of generalized and not necessarily differentiable functionals of the form J(u) =∫ΩG(x,∇u)dx −∫Ωj1(x,u)dx −∫∂Ωj2(x,u)dσ with functions j1: Ω × ℝ → ℝ, j2: ∂Ω × ℝ → ℝ that are only locally Lipschitz in the second ...
Yunru Bai, Leszek Gasiński, Patrick Winkert, Shengda Zeng   +3 more
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

Infinitely many solutions for an anisotropic differential inclusion on unbounded domains

Electronic Journal of Qualitative Theory of Differential Equations
The problem deals with the anisotropic $p(x)$-Laplacian operator where $p_i$ are Lipschitz continuous functions $2\leq p_i(x)
Giovany Figueiredo, Abdolrahman Razani
doaj   +1 more source

Generalized Minimax Programming with Nondifferentiable (G, β)-Invexity

Journal of Applied Mathematics, 2013
We consider the generalized minimax programming problem (P) in which functions are locally Lipschitz (G, β)-invex. Not only G-sufficient but also G-necessary optimality conditions are established for problem (P ...
D. H. Yuan, X. L. Liu
doaj   +1 more source

Optimality Conditions for Properly Efficient Solutions of Nonsmooth Multiobjective GSIP [PDF]

Control and Optimization in Applied Mathematics
This paper aims to establish first-order necessary optimality conditions for non-smooth multi-objective generalized semi-infinite programming problems. These problems involve inequality constraints whose index set depends on the decision vector, and all ...
Ali Asghar Hojatifard, Nader Kanzi, Shahriar Farahmand Rad   +2 more
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

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

Szász-Durrmeyer operators involving Boas-Buck polynomials of blending type

Journal of Inequalities and Applications, 2017
The present paper introduces the Szász-Durrmeyer type operators based on Boas-Buck type polynomials which include Brenke type polynomials, Sheffer polynomials and Appell polynomials considered by Sucu et al. (Abstr. Appl. Anal. 2012:680340, 2012).
Manjari Sidharth, PN Agrawal, Serkan Araci   +2 more
doaj   +1 more source