Results 181 to 190 of about 466,548 (211)
Testing for Unspecified Periodicities in Binary Time Series
Journal of Time Series Analysis, Volume 47, Issue 5, Page 984-997, September 2026.ABSTRACT Given random variables Y1,…,Yn$$ {Y}_1,\dots, {Y}_n $$ with Yi∈{0,1}$$ {Y}_i\in \left\{0,1\right\} $$ we test the hypothesis whether the underlying success probabilities pi$$ {p}_i $$ are constant or whether they are periodic with an unspecified period length of r≥2$$ r\ge 2 $$.
Finn Schmidtke, Mathias Vetter
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Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series
Journal of Time Series Analysis, Volume 47, Issue 5, Page 998-1012, September 2026.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
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Annals of the New York Academy of Sciences, Volume 1563, Issue 1, September 2026.Across 14 low‐ and middle‐income countries (1,090,328 individuals; 38,174 neighborhoods), higher individual wealth increased type 2 diabetes mellitus odds (OR = 1.30). Urban residence and community socioeconomic disadvantage independently elevated risk after controlling for individual factors.
Reza Fahimi +4 more
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Sharp Upper Bound for Amplitudes of Finite‐Gap Solutions of the Modified Korteweg‐de Vries Equation
Studies in Applied Mathematics, Volume 157, Issue 3, September 2026.ABSTRACT A sharp upper bound is established for the amplitudes of finite‐gap solutions of the focusing modified Korteweg–de Vries equation. The proof shows that the optimization can be carried out entirely within the finite‐dimensional hierarchy, without explicit integration of the finite‐gap solution. The maximal amplitude is expressed in terms of the
Otis C. Wright III
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Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, Volume 53, Issue 3, Page 1101-1133, September 2026.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
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Bayesian Inference for Multivariate Monotone Densities
Scandinavian Journal of Statistics, Volume 53, Issue 3, Page 1206-1229, September 2026.ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
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Scandinavian Journal of Statistics, Volume 53, Issue 3, Page 1343-1357, September 2026.ABSTRACT A possibly time‐dependent transition intensity matrix or generator (Q(t))$$ \left(Q(t)\right) $$ characterizes the law of a Markov jump process (MP). For a time‐homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of Q$$ Q $$.
Dario Gasbarra +2 more
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What Beliefs Are Central in the Climate Change Belief System Network?
Social Science Quarterly, Volume 107, Issue 5, September 2026.ABSTRACT Objective Climate change is one of the most polarized issues among the US public, and the beliefs that divide the public – cultural worldviews, political ideology, environmental orientation, perceived scientific consensus, and climate policy preferences – form an interconnected belief system. Belief systems have historically been understood as
Matthew C. Nowlin
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Decay of correlations and limit theorems for random intermittent maps
Journal of the London Mathematical Society, Volume 114, Issue 3, September 2026.Abstract In this paper, we revisit the problem of polynomial memory loss and the central limit theorem (CLT) for time‐dependent LSV maps. More precisely, we show that for random LSV maps corresponding to a random parameter β(·)$\beta (\cdot)$ we obtain quenched memory loss, decay of correlations, CLTs with rates, moment bounds, and almost sure ...
Davor Dragičević +2 more
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On Elliott's conjecture and applications
Proceedings of the London Mathematical Society, Volume 133, Issue 3, September 2026.Abstract Let f:N→D$f:\mathbb {N}\rightarrow \mathbb {D}$ be a multiplicative function. Under the merely necessary assumption that f$f$ is nonpretentious (in the sense of Granville and Soundararajan), we show that for any pair of distinct integer shifts h1,h2$h_1,h_2$, the two‐point correlation 1x∑n⩽xf(n+h1)f¯(n+h2)$$\begin{equation*} \frac{1}{x}\sum _ ...
Oleksiy Klurman +2 more
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