Results 191 to 200 of about 1,699 (225)

The Mathematical History Behind the Granger–Johansen Representation Theorem

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 587-602, August 2026.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Least Trimmed Squares: Cointegration and Outliers

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 690-711, August 2026.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

Structure‐Aware Unsupervised Transmission Corridor Structure Extraction From 3DEP Lidar Using Graph Attention Embeddings and Reinforcement‐Learned DBSCAN

open access: yesTransactions in GIS, Volume 30, Issue 5, August 2026.
ABSTRACT Transmission corridors are critical components of power delivery infrastructure, and their large‐area monitoring increasingly relies on national‐scale airborne lidar programs. This study presents an unsupervised, scalable framework for extracting transmission corridor structures (including conductors and supporting towers) from U.S. Geological
Nanzhou Hu   +4 more
wiley   +1 more source

Deterministic, stochastic, and mean-field PDE models in neuroscience. [PDF]

open access: yesFront Comput Neurosci
Çetin C   +5 more
europepmc   +1 more source

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