Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley +1 more source
Stabilized Radial Basis Function Finite Difference Schemes with Mass Conservation for the Cahn-Hilliard Equation on Surfaces. [PDF]
Entropy (Basel)Qiao J, Qiao Y, He Y.
europepmc +1 more source
On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model
Journal of Time Series Analysis, EarlyView.ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
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Understanding Peelle's Pertinent Puzzle bias in generalized least squares regression through eigenspectrum analysis. [PDF]
Sci RepWalton NAW +5 more
europepmc +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli +2 more
wiley +1 more source
Linear Stability of Schwarzschild-Anti-de Sitter Spacetimes III: Quasimodes and Sharp Decay of Gravitational Perturbations. [PDF]
Commun Math PhysGraf O, Holzegel G.
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Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model
Metroeconomica, EarlyView.ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
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Optimization of asymmetric gyrostatic satellite kinematics in a resistive medium: A novel elliptic function solution. [PDF]
Sci RepElneklawy AH +4 more
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Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
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Ill-posed analysis of time-domain deconvolution identification of ice load on the shell structures of ice-going vessels. [PDF]
Sci RepKong S, Lei J.
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