Results 51 to 60 of about 151,410 (172)
A martingale-transform goodness-of-fit test for the form of the conditional variance [PDF]
In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process of pseudo ...
Hetzler, Benjamin, Dette, Holger
core
Martingale transforms in martingale Hardy spaces with variable exponents
AIMS Mathematics<p>In this paper, we considered the boundedness of Burkholder's martingale transforms for martingale Hardy spaces with variable exponents. In addition, through martingale transforms, some characterizations of predictable variable exponent martingale Hardy spaces were also provided.</p>
Tao Ma, Jianzhong Lu, Xia Wu
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Solar Energy Risks: Stochastic Radiation Modeling and Optimal Hedging Strategies
Mathematical Finance, Volume 36, Issue 4, Page 663-699, October 2026.ABSTRACT The growing integration of solar power into electricity markets increasingly demands advanced risk management tools to address the inherent variability of solar radiation and its interaction with electricity prices. This paper introduces a novel framework for modeling and pricing new financial instruments designed to link payoffs directly to ...
Silvia Romagnoli, Beniamino Sartini
wiley +1 more source
Multiplier theorems via martingale transforms
, 2020 We develop a new approach to prove multiplier theorems in various geometric settings. The main idea is to use martingale transforms and a Gundy-Varopoulos representation for multipliers defined via a suitable extension procedure.
Chen, Li
core
BMO and commutators of martingale transforms [PDF]
Annales de l'Institut Fourier, 1981 The commutator of multiplication by a function and a martingale transform of a certain type is a bounded operator on L p ,
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Martingale Transformations of Jump Processes
, 2022 We provide a large class of functions and their respective parameters to transform a jump-process into a martingale w.r.t. its natural filtration. The proofs are based on a discrete Doob-decomposition and a limiting procedure to continuous time, in turn resulting in a time-continuous Doob-Meyer decomposition.
Scheld, Marius +1 more
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Nonparametric Assessment of the Calibration of Individualized Treatment Effects
Statistics in Medicine, Volume 45, Issue 20-22, September 2026.ABSTRACT An important aspect of the performance of algorithms that predict individualized treatment effects (ITEs) is moderate calibration, that is, the average treatment effect among individuals with predicted treatment effect of z being equal to z. The assessment of moderate calibration is a challenging task on two fronts: counterfactual responses ...
Mohsen Sadatsafavi +3 more
wiley +1 more source
On weak weighted estimates of martingale transform
, 2016 25 ...
Nazarov, Fedor +3 more
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Socioeconomic Status, Alcohol Use, and Mortality: Results From a Prospective Cohort Study
Alcohol, Clinical and Experimental Research, Volume 50, Issue 9, September 2026.This study examines associations of income and education, self‐reported alcohol use and alcohol biomarkers with all‐cause mortality using data from the Study of Health in Pomerania (SHIP). We observed a social gradient that was attenuated, but not fully explained by alcohol use, biomarkers, and further risk factors.
Ida Butovetsky +6 more
wiley +1 more source
Survival Analysis of Fatigue Lifetime in Aged Elastomers Using Weibull and Cox Regression Models
Fatigue &Fracture of Engineering Materials &Structures, Volume 49, Issue 9, Page 3854-3873, September 2026.ABSTRACT Fatigue tests conducted on elastomers inherently exhibit significant variability. Aging may induce stiffening and embrittlement, leading to premature failures outside the specimen gauge length and resulting in right‐censored data. Combined with the limited number of specimens, this leads to large uncertainties in fatigue lifetime estimation ...
M. Caillat +4 more
wiley +1 more source