Results 61 to 70 of about 5,443 (259)
On Metric Choice in Dimension Reduction for Fréchet Regression
International Statistical Review, EarlyView.Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale +3 more
wiley +1 more source
Recurrence of the plane Elephant random walk
Comptes Rendus. MathématiqueWe give a short proof of the recurrence of the two-dimensional elephant random walk in the diffusive regime. This was recently established by Qin (2023), but our proof mainly uses very rough comparison with the standard plane random walk.
Curien, Nicolas, Laulin, Lucile
doaj +1 more source
Characterization Theorems for Generalized Functionals of Discrete-Time Normal Martingale
Journal of Function Spaces, 2015 We aim at characterizing generalized functionals of discrete-time normal martingales. Let M=(Mn)n∈N be a discrete-time normal martingale that has the chaotic representation property.
Caishi Wang, Jinshu Chen
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A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Integral representation of quantum martingales
, 2005 A stochastic integral representation in terms of generalized integral kernel operator is proved for a wide class of quantum martingales which includes regular martingales and the martingales determined by the second quantization of integral operators ...
Sinha, Kalyan B., Ji, Un Cig
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Asymptotic estimation for statistical models of continuous-time discrete martingales
Lietuvos Matematikos RinkinysThe paper deals with statistical experiments of the continuous-time discrete local martingales, including models of all types of point processes. The process of local density of the discrete local martingales is expressed by a stochastic exponent of the
Vaidotas Kanišauskas +1 more
doaj +3 more sources
Lineability within Peano Curves, Martingales, and Integral Theory
Journal of Function Spaces, 2018 This paper is devoted to give several improvements of some known facts in lineability approach. In particular, we prove that (i) the set of continuous mappings from the unit interval onto the unit square contains a closed, c-semigroupable convex subset, (
Artur Bartoszewicz +2 more
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Information and Telecommunication Sciences, 2013 Asymptotic properties of self-similar traffic models based on discrete-time and continuous-time martingales are considered. We discovered that their performance indicators are asymptotically equal at to indicators for model based on Brownian motion.
Andriy Pilipenko +2 more
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Learning in the Limit: Income Inference from Credit Extensions
The Journal of Finance, EarlyView.ABSTRACT Combining a randomized controlled trial with administrative and survey data, this paper shows that credit limit extensions significantly increase total spending and income expectations. By controlling for changes in personal income expectations, the spending response to credit limit extensions weakens by approximately 30%.
XIAO YIN
wiley +1 more source
Continuous exponential martingales and BMO
, 1994 In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute ...
Kazamaki, Norihiko
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