Results 141 to 150 of about 31,249 (277)
Recursion in Nicaraguan Sign Language [PDF]
, 2016 Syntactic recursion is argued to be a key property of naturallanguages, allowing us to create an infinite number ofutterances from a finite number of words and rules. Somehave argued that recursion is uniquely human.
Snedeker, Jesse +2 more
core
Journal of Risk and Insurance, EarlyView.Abstract This paper introduces a multi‐stage Overlapping Generations (OLG) model of workers and retirees, segmented by disability status and eligibility for Disability Pension (DP) benefits. Extending Gertler (1999) with progressive disability stages of distinct productivity and transition probabilities, and calibrated to US data, the model generates ...
Hangsuck Lee +3 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
Primary invariants of Hurwitz Frobenius manifolds
, 2018 Hurwitz spaces parameterizing covers of the Riemann sphere can be equipped with a Frobenius structure. In this review, we recall the construction of such Hurwitz Frobenius manifolds as well as the correspondence between semisimple Frobenius manifolds and
Orantin, N., +4 more
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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
Recursions for distribution functions and stop-loss transforms. [PDF]
For any functions on the non-negative integers, we can evaluate the cumulative function given by (s) = sx=o(x) from the values of by the recursion (s) = (s - 1) + (s).
Sundt, B, Dhaene, Jan, Willmot, GE
core
When linguists talk mathematical logic
Frontiers in Psychology, 2014 David James Lobina
doaj +1 more source
Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren +2 more
wiley +1 more source
Recursion and double recursion [PDF]
Bulletin of the American Mathematical Society, 1948 openaire +2 more sources
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 +3 more
wiley +1 more source