Results 101 to 110 of about 162,209 (248)

On Exponential‐Family INGARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang, Thomas Fung, Kyle Macaskill, Rowan Aukes   +3 more
wiley   +1 more source

Recursive categoricity and recursive stability

Annals of Pure and Applied Logic, 1986
This paper comprises two parts. 1. A model \({\mathcal A}\) in a class \({\mathcal C}\) is strongly recursively stable in C if 1) A is recursively presented and 2) if B is elementarily equivalent to A and B is in C, then not only is B isomorphic to A but every isomorphism from B onto A is recursive.
Crossley, John N., Manaster, Alfred B., Moses, Michael F.   +2 more
openaire   +2 more sources

Robust CDF‐Filtering of a Location Parameter

Journal 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, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

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

Single‐image deraining algorithm based on multi‐stage recurrent network

IET Image Processing
The damage caused by the rain streak attached to the rainy image to the background seriously affects the analysis of image information and subsequent research.
Chen Li, Xueting Li, Yecai Guo, Jia Li
doaj   +1 more source

Effective When Distinctive: The Role of Phonetic Similarity in Nested Dependency Learning Across Preschool Years

Language Learning, EarlyView.
Abstract Parallel tracking of distant relations between speech elements, so‐called nonadjacent dependencies (NADs), is crucial in language development but computationally demanding and acquired only in late preschool years. As processing of single NADs is facilitated when dependent elements are perceptually similar, we investigated how phonetic ...
Dimitra‐Maria Kandia, Angela D. Friederici, Jutta L. Mueller, Claudia Männel   +3 more
wiley   +1 more source

Enabling Deep Recursion in C++

Computers
Recursion is often presented as a nice and illustrative technique, only to later conclude that it should (almost) never be used due to potential problems with call stack overflow.
Saša N. Malkov, Ivan Lj. Čukić, Petar Ž. Đorđević   +2 more
doaj   +1 more source

Tackling nonlinear price impact with linear strategies

Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.
Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann, David Itkin, Johannes Muhle‐Karbe, Peter Schmidt   +3 more
wiley   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

A "Katolikus Akció" néven társult szervezkedés Marosvásárhelyen és Ágotha Endre papi életútja

Studia Theologica Transsylvaniensia
With the available archival resources and through exploring the life, work and political actions of Endre Ágotha, the dean and parish priest of Nyárádselye I trace the unfolding and failing of the schismatic catholic peace movement legitimated in ...
Mária Csatlós
doaj   +1 more source