Results 161 to 170 of about 579,929 (244)

Privatization Under Political Ties

open access: yesThe Journal of Industrial Economics, EarlyView.
ABSTRACT I study a product differentiation model with endogenous entry where a politically connected public firm competes with a private one. Consumers are heterogeneous in their willingness to pay. I argue that—because of political ties—the public firm may mimic the preferences of the consumer with the median willingness to pay.
Matteo Broso
wiley   +1 more source

Projective hypersurfaces in tropical scheme theory I: the Macaulay ideal. [PDF]

open access: yesRes Math Sci
Fink A   +3 more
europepmc   +1 more source

Robust CDF‐Filtering of a Location Parameter

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania   +2 more
wiley   +1 more source

Characterizing barren plateaus in quantum ansätze with the adjoint representation. [PDF]

open access: yesNat Commun
Fontana E   +7 more
europepmc   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

open access: yesJournal 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

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss   +2 more
wiley   +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

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