Results 71 to 80 of about 652 (179)
Parameter Estimation in Nonlinear AR-GARCH Models [PDF]
This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a functional coefficient autoregression of order p (AR(p)) with the conditional variance specified as a general
Mika Meitz, Pentti Saikkonen
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Convergence of moments in the central limit theorem for stationary φ-mixing sequences [PDF]
, 1979 Let {Xj1 -∞
Yokoyama Ryozo
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Characterization of ellipses as uniformly dense sets with respect to a family of convex bodies
, 2013 Let K \subset R^N be a convex body containing the origin. A measurable set G \subset R^N with positive Lebesgue measure is said to be uniformly K-dense if, for any fixed r > 0, the measure of G \cap (x + rK) is constant when x varies on the boundary of G
CM Petty +15 more
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Mathematika, Volume 72, Issue 2, April 2026.Abstract We establish the connection between the Steinitz problem for ordering vector families in arbitrary norms and its variant for not necessarily zero‐sum families consisting of “nearly unit” vectors.
Gergely Ambrus, Rainie Heck
wiley +1 more source
Refining the Hölder and Minkowski inequalities
Journal of Inequalities and Applications, 2001 Refinements to the usual Hölder and Minkowski inequalities in the Lebegue spaces are proved. Both are inequalities for non-negative functions and both reduce to equality in .
Sinnamon G
doaj
Simulation of infinitely divisible random fields
, 2009 Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such fields, leading to numerical integration of the respective integrals.
Karcher, Wolfgang +2 more
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Mathematika, Volume 72, Issue 2, April 2026.Abstract In 2019 Kleinbock and Wadleigh proved a “zero‐one law” for uniform inhomogeneous Diophantine approximations. We generalize this statement to arbitrary weight functions and establish a new and simple proof of this statement, based on the transference principle. We also give a complete description of the sets of g$g$‐Dirichlet pairs with a fixed
Vasiliy Neckrasov
wiley +1 more source
MathematicsWe consider a numerical approximation for stochastic fractional differential equations driven by integrated multiplicative noise. The fractional derivative is in the Caputo sense with the fractional order α∈(0,1), and the non-linear terms satisfy the ...
James Hoult, Yubin Yan
doaj +1 more source
Ewald's Conjecture and integer points in algebraic and symplectic toric geometry
Proceedings of the London Mathematical Society, Volume 132, Issue 4, April 2026.Abstract We solve several open problems concerning integer points of reflexive smooth polytopes, also known as monotone polytopes. While the paper belongs to the realm of discrete geometry, the connection with symplectic and algebraic geometry appears naturally since these polytopes have an important role in both areas.
Luis Crespo +2 more
wiley +1 more source
Spatial correlations in panel data [PDF]
In many empirical applications involving combined time-series and cross-sectional data, the residuals from different cross-sectional units are likely to be correlated with one another.
Driscoll, John, Kraay, Aart
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