Results 221 to 230 of about 726,750 (291)

Testing for Unspecified Periodicities in Binary Time Series

open access: yesJournal 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
wiley   +1 more source

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

open access: yesJournal 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
wiley   +1 more source

Individual and Contextual Socioeconomic Position on Type 2 Diabetes Risk in LMICs: A Multilevel Analysis

open access: yesAnnals 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
wiley   +1 more source

Sharp Upper Bound for Amplitudes of Finite‐Gap Solutions of the Modified Korteweg‐de Vries Equation

open access: yesStudies 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
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

open access: yesScandinavian 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
wiley   +1 more source

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