Results 61 to 70 of about 151,410 (172)
Liver International, Volume 46, Issue 9, September 2026.ABSTRACT Background & Aims Prognostic non‐invasive tests for liver‐related events in compensated cirrhosis are needed. Endotrophin, a fragment of type VI alpha 3 collagen involved in fibrosis and inflammation, has been associated with adverse outcomes in several chronic diseases.
Thomas Wiggers +7 more
wiley +1 more source
Distribution-free specification tests of conditional models [PDF]
, 2008 This article proposes a class of asymptotically distribution-free specification tests for parametric conditional distributions. These tests are based on a martingale transform of a proper sequential empirical process of conditionally transformed data ...
Delgado, Miguel A., Stute, Winfried
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Generalized spectral tests for the martingale difference hypothesis [PDF]
, 2003 ^aThis article proposes a test for the Martingale Difference Hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Velasco, Carlos, Escanciano, Juan Carlos
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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
wiley +1 more source
Martingale transforms and complex uniform convexity
, 1986 Martingale transforms and Calderon-Zygmund singular integral operators are bounded as operators from L 2 ( L 1 ) {L_2}({
W. J. Davis, J. Bourgain
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Operator-valued martingale transforms
Tohoku Mathematical Journal, 2000 Let \(B_1\) and \(B_2\) be two Banach spaces, \((\Omega,{\mathcal F}, \mathbb{F}= \{{\mathcal F}_n\}_{n\geq 1}, P)\) be a stochastic basis, \(f=\{f_n\}_{n\geq 1}\) be a \(B_1\)-valued martingale and \(\{v_n\}_{n\geq 1}\) be an \({\mathcal L}(B_1,B_2)\) valued \(\mathbb{F} \)-predictable uniformly bounded sequence.
Martínez, Teresa, Torrea, José L.
openaire +3 more sources
A Test of the Martingale Hypothesis [PDF]
This paper proposes a statistical test of the martingale hypothesis. It can be used to test whether a given time series is a martingale process against certain non-martingale alternatives.
Whang, Yoon-Jae, Park, Joon Y.
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Some Extremal Problems for Martingale Transforms. I
Journal of Mathematical SciencesWith this paper, we begin a series of studies of extremal problems for estimating distributions of martingale transforms of bounded martingales. The Bellman functions corresponding to such problems are pointwise minimal diagonally concave functions on a horizontal strip, satisfying certain given boundary conditions.
Vasyunin, V. I., Zatitskii, P. B.
openaire +3 more sources
Option pricing with discrete time jump processes [PDF]
In this paper we propose new option pricing models based on class of models with jump contain in the Lévy-type based models (NIG-Lévy, Merton-jump (Merton 1976) and Duan based model (Duan 2007)).
Hanjarivo Lalaharison +2 more
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PROJECTIVE SYSTEM APPROACH TO THE MARTINGALE CHARACTERIZATION OF THE ABSENCE OF ARBITRAGE [PDF]
The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective
María José Muñoz-Bouzo +2 more
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