Results 111 to 120 of about 89,388 (233)

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

A regional multiplier approach to estimating the impact of cash transfers: The case of cash aid in rural Malawi [PDF]

This paper analyses the impact on the local economy of an emergency cash transfer programme in rural Malawi. The results are of interest given the growing use of cash transfers as development aid as well as the increasing popularity of such transfers as ...
Davies, Simon, Davey, James
core  

Principal Component Analysis for High‐Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider estimation of large approximate factor models in high‐dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for consistency and asymptotic normality of the estimators, which hold when both the cross‐sectional dimension n$$
Matteo Barigozzi
wiley   +1 more source

Pointwise Multipliers on the Morrey Spaces

Pointwise Multipliers on the Morrey Spaces
A function g is called a pointwise multiplier from L^p〓to L^p〓, if the pointwise product fg belongs to L^p〓for each f∈L^p〓. We denote by PWM(L^p〓, Lp〓) the set of all pointwise multipliers from L^p〓to L^p〓. It is known that PWM(L^p〓, L^p〓)=L^p〓, 1/p〓+1/p〓=1/p〓. The purpose of this paper is to generalize the above equality to the Morrey spaces on spaces
openaire   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

A Multiplier Based on the Algorithm of Chinese Abacus

, 2012
[[abstract]]A 4x4 and 8x8 bit multiplier is demonstrated based on the Chinese abacus. As comparing the simulation result of this work with the speed of the 4x4 and 8x8 bits Braun array multiplier, the delays of the 8-bit abacus multiplier are 14% and 7.5%
Lin, Chien-Hung; Yi, Shu-Chung; Chen, Jin-Jia
core  

Teleosemantics for neural word embeddings

Mind &Language, EarlyView.
This paper applies a consumer‐based teleosemantic framework to give a detailed analysis of a particular algorithm for generating word embeddings. In the process, it addresses several of the challenges facing teleosemantic approaches to artificial neural networks.
Fintan Mallory
wiley   +1 more source

"Hypothetical Integration in a Social Accounting Matrix and Fixed-price Multiplier Analysis" [PDF]

This study proposes a simple modification to a Social Accounting Matrix (SAM) in order to analyze the multiplier effects of a new sector. A different input composition, or technology, of the sector makes a conventional analysis of final-demand injections
Kijong Kim
core  

Advanced Posterior Analyses of Hidden Markov Models: Finite Markov Chain Imbedding and Hybrid Decoding

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Two major tasks in applications of hidden Markov models are to (i) compute distributions of summary statistics of the hidden state sequence, and (ii) decode the hidden state sequence. We describe finite Markov chain imbedding (FMCI) and hybrid decoding to solve each of these two tasks.
Zenia Elise Damgaard Bæk, Moisès Coll Macià, Laurits Skov, Asger Hobolth   +3 more
wiley   +1 more source

Pointwise Multipliers on the Lorentz Spaces

Pointwise Multipliers on the Lorentz Spaces
L^p 〓spaces ...
openaire   +1 more source