Results 21 to 30 of about 339 (109)
Journal of Time Series Analysis, EarlyView.ABSTRACT In this paper, we propose a new test for the detection of a change in a non‐linear (auto‐)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at‐most‐one‐change model and approximate the unknown (auto‐)regression function by a neural network with one hidden layer. It
Claudia Kirch, Stefanie Schwaar
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
A Vulnerability Lens for Intuitive‐Logic Scenarios
FUTURES &FORESIGHT SCIENCE, Volume 8, Issue 1, April 2026.ABSTRACT Exploration of possibilities by means of intuitive logic is hampered by a large number of scenarios, which easily exceed the limits imposed by human bounded rationality. While many practitioners constrain their scenarios within a 2 × 2 $2\times 2$ matrix by design, more structured approaches point to rationales such as eliminating ...
Guido Fioretti
wiley +1 more source
Integrative Approaches for DNA Sequence‐Controlled Functional Materials
Advanced Functional Materials, Volume 36, Issue 18, 2 March 2026.DNA is emerging as a programmable building block for functional materials with applications in biomimicry, biochemical, and mechanical information processing. The integration of simulations, experiments, and machine learning is explored as a means to bridge DNA sequences with macroscopic material properties, highlighting current advances and providing ...
Aaron Gadzekpo +4 more
wiley +1 more source
Electric Field‐Induced Phase Transition Behaviour in Sodium Bismuth Titanate‐Based Ceramics
Advanced Energy and Sustainability Research, Volume 7, Issue 3, March 2026.This review establishes a framework correlating NBT‐based ceramic performance with geometric descriptors: tolerance factors and octahedral tilt strength. It rationalises transitions between ergodic and non‐ergodic relaxor states across major solid solutions.
Hareem Zubairi, Ge Wang
wiley +1 more source
Emergent Homeostasis and Degeneracy From Multi‐Dimensional Attractors
BioEssays, Volume 48, Issue 3, March 2026.Biological systems maintain homeostasis—stability to perturbations. Control theory (right) describes this as designed regulatory circuits that maintain set points. We propose that homeostasis can emerge from collective dynamics that generate stable attracting manifolds (left).
Kuheli Biswas +2 more
wiley +1 more source