Results 61 to 70 of about 580 (184)
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
Pointwise multipliers on $L^1$ and related spaces
, 2006 We consider completely continuous and weakly compact multiplication operators on certain classical function spaces, more precisely on Lebesgue spaces $L1$ on spaces $C(K)$ of continuous functions on a compact Hausdorff space K,and on the Hardy space $H1$. We will describe such operators in terms of their defining symbols.
Jarchow, Hans, Labuschagne, Louis E.
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A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +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 +2 more
wiley +1 more source
Pointwise Multipliers of Orlicz-Morrey Spaces
Journal of the Indonesian Mathematical SocietyWe investigate the space of pointwise multipliers of Orlicz-Morrey spaces. Using the H\"older inequality in Orlicz-Morrey spaces, we prove that the space of pointwise multipliers of Orlicz-Morrey spaces contains an Orlicz-Morrey space. We also prove a partial reverse inclusion of this result.
Ifronika Ifronika +2 more
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Pointwise multipliers of Besov spaces on Carnot–Carathéodory spaces
Journal of Mathematical Analysis and Applications, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Pointwise multipliers for Sobolev and Besov spaces of dominating mixed smoothness
Journal of Mathematical Analysis and Applications, 2017 Under certain restrictions we describe the set of all pointwise multipliers in case of Sobolev and Besov spaces of dominating mixed smoothness. In addition we shall give necessary and sufficient conditions for the case that these spaces form algebras with respect to pointwise multiplication.
Nguyen Van Kien, Sickel, Winfried
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Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Communications on Pure and Applied Mathematics, Volume 79, Issue 4, Page 1012-1072, April 2026.Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source
International Journal for Numerical Methods in Fluids, Volume 98, Issue 4, Page 448-468, April 2026.The proposed work implements a direct flux reconstruction method for spatial discretization and a stiffness‐resilient exponential time integration method for temporal discretization on the cube‐sphere grid. A space‐time tensor formalism is employed to provide a general representation in any curvilinear coordinate system. This combination enables highly
Stéphane Gaudreault +6 more
wiley +1 more source
Wavelet characterization of the pointwise multiplier space $\dot{{X}_{r}$
Functiones et Approximatio Commentarii Mathematici, 2010 In the present note we characterize the function space $\dot{X}_{r}$, which is the set of pointwise multipliers which map $L^{2}$ into $\dot{H}^{-r}$. To this end, we use wavelets and capacity.
Gala, Sadek, Sawano, Yoshihiro
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