Results 91 to 100 of about 302 (183)

The balance model of honest sexual signaling. [PDF]

Evolution, 2022
Fromhage L, Henshaw JM.
europepmc   +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

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
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

Strongly Convex Divergences. [PDF]

Entropy (Basel), 2020
Melbourne J.
europepmc   +1 more source

Stochastic disease spreading and containment policies under state-dependent probabilities. [PDF]

Econ Theory, 2023
La Torre D, Marsiglio S, Mendivil F, Privileggi F.   +3 more
europepmc   +1 more source

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Plasticity and Enzymatic Degradation Coupled With Volumetric Growth in Pulmonary Hypertension Progression. [PDF]

J Biomech Eng, 2021
Lee EH, Baek S.
europepmc   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Visible, near‐, and thermal infrared spectra of asteroid Bennu samples: Relationship to and implications for remote sensing of carbonaceous asteroids

Meteoritics &Planetary Science, EarlyView.
Abstract Remote spectroscopy is used to characterize the mineralogy and infer the history of planetary bodies. Carbonaceous asteroids, such as B‐type (101955) Bennu, represent the earliest stages of planet formation. B types have a blue (negative) spectral slope and comprise <5% of asteroids.
V. E. Hamilton, E. A. Cloutis, R. E. Milliken, P. Haenecour, D. R. Golish, K. J. Domanik, T. J. McCoy, L. P. Keller, A. A. Simon, H. H. Kaplan, C. A. Goodrich, S. A. Sandford, D. Applin, T. Hiroi, D. H. Hill, N. G. Lunning, F. M. McCubbin, S. A. Eckley, C. J. Snead, E. H. Blumenfeld, J. E. Aebersold, C. Schultz, N. Bowles, K. A. Shirley, S. S. Russell, J. J. Barnes, T. J. Zega, D. N. DellaGiustina, A. J. Ryan, D. P. Glavin, J. P. Dworkin, H. C. Connolly Jr., D. S. Lauretta   +32 more
wiley   +1 more source