Results 121 to 130 of about 133,004 (188)

Mixed orthogonality graphs for continuous‐time state space models and orthogonal projections

open access: yesJournal of Time Series Analysis, EarlyView.
In this article, we derive (local) orthogonality graphs for the popular continuous‐time state space models, including in particular multivariate continuous‐time ARMA (MCARMA) processes. In these (local) orthogonality graphs, vertices represent the components of the process, directed edges between the vertices indicate causal influences and undirected ...
Vicky Fasen‐Hartmann, Lea Schenk
wiley   +1 more source

A note on Johansen's rank conditions and the Jordan form of a matrix

open access: yesJournal of Time Series Analysis, EarlyView.
This note presents insights on the Jordan structure of a matrix which are derived from an extension of the I(1) and I(2) conditions in Johansen (1996). It is first observed that these conditions not only characterize, as it is well known, the size (1 or 2) of the largest Jordan block in the Jordan form of the companion matrix but more generally the ...
Massimo Franchi
wiley   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

open access: yesJournal 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

Determination of the Time-frequency Features for Impulse Components in EEG Signals. [PDF]

open access: yesNeuroinformatics
Filimonova N   +2 more
europepmc   +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

Oued Chebeika 002: A new CI1 meteorite linked to outer solar system bodies

open access: yesMeteoritics &Planetary Science, EarlyView.
Abstract CI1 chondrites are rare meteorites with high scientific value. In fact, they are the most chemically primitive meteorites and show evidence of intense parent‐body aqueous alteration. They also share strong similarities with samples from Ryugu and Bennu asteroids returned by the JAXA Hayabusa2 and NASA's OSIRIS‐REx missions.
J. Gattacceca   +26 more
wiley   +1 more source

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