Results 171 to 180 of about 141,420 (324)

Functional Vašiček Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka   +4 more
wiley   +1 more source

Sequential Outlier Detection in Nonstationary Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs   +2 more
wiley   +1 more source

Distributional Cues in Construction Acquisition: A Comparative Study of Native and Nonnative English Speakers Using the As‐Predicative Construction

open access: yesLanguage Learning, EarlyView.
Abstract This study investigates how distributional cues are integrated into the mental representation of the as‐predicative construction by English native and nonnative speakers, drawing on associative learning theory. We examined speakers’ constructional retrieval when given a verbal cue (Experiment 1) and their verb retrieval when given a ...
Ivana Domazetoska, Helen Zhao
wiley   +1 more source

Conic-Optimization Based Algorithms for Nonnegative Matrix Factorization [PDF]

open access: green, 2021
Valentin Leplat   +3 more
openalex   +1 more source

Measure‐valued processes for energy markets

open access: yesMathematical 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   +3 more
wiley   +1 more source

Immersive visualization of visual data using nonnegative matrix factorization

open access: green, 2015
Mohammadreza Babaee   +3 more
openalex   +2 more sources

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