Results 191 to 200 of about 225,328 (312)

Integer partitions detect the primes. [PDF]

Proc Natl Acad Sci U S A
Craig W, van Ittersum JW, Ono K.
europepmc   +1 more source

Cointegrating Polynomial Regressions With Power Law Trends

Journal of Time Series Analysis, EarlyView.
ABSTRACT The common practice in cointegrating polynomial regressions (CPRs) often confines nonlinearities in the variable of interest to stochastic trends, thereby overlooking the possibility that they may be caused by deterministic components. As an extension, we propose univariate and multivariate CPRs that incorporate power law deterministic trends.
Yicong Lin, Hanno Reuvers
wiley   +1 more source

Conformal Field Theory, Solitons, and Elliptic Calogero-Sutherland Models. [PDF]

Commun Math Phys
Berntson BK, Langmann E, Lenells J.
europepmc   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

A useful formula for periodic Jacobi matrices on trees. [PDF]

Proc Natl Acad Sci U S A
Banks J, Breuer J, Garza-Vargas J, Seelig E, Simon B.   +4 more
europepmc   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Eliminating the 'Impossible': Recent Progress on Local Measurement Theory for Quantum Field Theory. [PDF]

Found Phys
Papageorgiou M, Fraser D.
europepmc   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

A Q-Operator for Open Spin Chains II: Boundary Factorization. [PDF]

Commun Math Phys
Cooper A, Vlaar B, Weston R.
europepmc   +1 more source