Sharp Conditions for the BBM Formula and Asymptotics of Heat Content-Type Energies. [PDF]
Gennaioli L, Stefani G.
europepmc +1 more source
ABSTRACT We study optimal simple rating systems that partition sellers into a finite number of tiers. We show that optimal ratings must be threshold partitions, and that for linear supply and Cournot competition with constant marginal cost, optimal thresholds solve a kâmeans clustering problem requiring only the quality distribution.
Hugo Hopenhayn, Maryam Saeedi
wiley +1 more source
A Geometry of Hamiltonian Mechanics. [PDF]
Elgressy G, Horwitz L.
europepmc +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under đpâmâapproximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
AOW-YOLO: An efficient and lightweight model for smoking behavior detection on construction sites. [PDF]
Liang R, Li S, Li S.
europepmc +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
ABSTRACT This work extends local polynomial regression to Banach spaceâvalued time series for estimating smoothly varying means and their derivatives in nonâstationary data. The asymptotic properties of both the standard and biasâreduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Geostatistical joint inversion of frequency-domain electromagnetic data and direct current resistivity data for near-surface modelling. [PDF]
Narciso J, Verhegge J, Van De Vijver E.
europepmc +1 more source
On Testing for Independence Between Generalized Error Models of Several Time Series
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regimeâswitching models with possibly zeroâinflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Evolution Equations on Co-evolving Graphs: Long-Time Behaviour and the Graph-Continuity Equation. [PDF]
Carrillo JA, Esposito A, MikolĂĄs L.
europepmc +1 more source
Penalized Convex Estimation in Dynamic Location Models
ABSTRACT This paper studies L1$$ {L}^1 $$âpenalized estimation for location models yt=mt+Ï”t$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly nonâMarkovian recursion and Ï”t$$ {\epsilon}_t $$ is a martingale difference sequence with possibly timeâvarying conditional variance.
Reda Alami Chentoufi
wiley +1 more source

