Results 151 to 160 of about 419 (262)

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Computational Fluid Dynamics to Investigate the Possible Behavior of <i>Ercaicunia multinodosa</i> While Swimming Inverted on the Water Surface. [PDF]

Biology (Basel)
Li Y, Yang Z, Zhou Z.
europepmc   +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

Large dynamic pitching for lift enhancement during the pull-out manoeuvre of raptors. [PDF]

Sci Rep
Gowree ER, Tome JD, Escamilla AD, Bauerheim M.   +3 more
europepmc   +1 more source

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

Journal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

Relationship between caudal fin closing motion and acceleration capability of Rudarius ercodes balistiform locomotion. [PDF]

Sci Rep
Fuji T, Sumikawa H, Hirata N, Kimori Y, Kato M, Fukue T.   +5 more
europepmc   +1 more source

Optimizing Indoor Air Quality: CFD Simulation and Novel Air Cleaning Methods for Effective Aerosol Particles Inhibition in Public Spaces

, 2023
Geng C, Zhu X, Chen N.
europepmc   +1 more source

Numerical investigation of dynamic responses and mooring forces of submerged floating tunnel driven by surface waves. [PDF]

Sci Rep, 2020
Chen X, Chen Z, Cai S, Xu W, Zhuo X, Lv J, Zhao J.   +6 more
europepmc   +1 more source

Effect of Hindwings on the Aerodynamics and Passive Dynamic Stability of a Hovering Hawkmoth. [PDF]

Biomimetics (Basel), 2023
Noda R, Nakata T, Liu H.
europepmc   +1 more source

Testing for Rough Volatility When Prices Are Purely Discontinuous

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of nonparametric testing for rough volatility, using high‐frequency data with a fixed time span, in a setting where the price is purely discontinuous. More specifically, we analyze the asymptotic properties of a test we developed in previous work in a pure‐jump setting.
Carsten H. Chong, Viktor Todorov
wiley   +1 more source