Results 131 to 140 of about 5,231 (286)
Multipliers for generalized Riemann integrals in the real line [PDF]
, 2006 Lee Tuo-Yeong
openalex +1 more source
Fractional gaussian noise: Spectral density and estimation methods
Journal of Time Series Analysis, EarlyView.The fractional Brownian motion (fBm) process, governed by a fractional parameter H∈(0,1), is a continuous‐time Gaussian process with its increment being the fractional Gaussian noise (fGn). This article first provides a computationally feasible expression for the spectral density of fGn.
Shuping Shi, Jun Yu, Chen Zhang
wiley +1 more source
Henstock integral and Dini-Riemann theorem
Le Matematiche, 2009 In [5] an analogue of the classical Dini-Riemann theorem related to non-absolutely convergent series of real number is obtained for the Lebesgue improper integral. Here we are extending it to the case of the Henstock integral.
Giuseppe Rao, Francesco Tulone
doaj
A new heteroskedasticity‐robust test for explosive bubbles
Journal of Time Series Analysis, EarlyView.We propose a new class of modified regression‐based tests for detecting asset price bubbles designed to be robust to the presence of general forms of both conditional and unconditional heteroskedasticity in the price series. This modification, based on the approach developed in Beare (2018) in the context of conventional unit root testing, is achieved ...
David I. Harvey +3 more
wiley +1 more source
Cointegrating Polynomial Regressions With Power Law Trends
Journal of Time Series Analysis, EarlyView.ABSTRACT The common practice in cointegrating polynomial regressions (CPRs) often confines nonlinearities in the variable of interest to stochastic trends, thereby overlooking the possibility that they may be caused by deterministic components. As an extension, we propose univariate and multivariate CPRs that incorporate power law deterministic trends.
Yicong Lin, Hanno Reuvers
wiley +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source
On the use of receiver operating characteristic area under the curve in eyewitness memory research
Legal and Criminological Psychology, EarlyView.Abstract Purpose Eyewitness memory research has reformed police practices and policy and is sometimes relied upon in legal proceedings. Due to the practical implications derived from this research, it is imperative to evaluate how practical recommendations are postulated.
Paul Riesthuis, Henry Otgaar
wiley +1 more source
Kant's nutshell argument for idealism
Noûs, EarlyView.Abstract The significance or vacuity of the statement, “Everything has just doubled in size,” attracted considerable attention last century from scientists and philosophers. Presenting his conventionalism in geometry, Poincaré insisted on the emptiness of a hypothesis that all objects have doubled in size overnight.
Desmond Hogan
wiley +1 more source
Resurgence and Riemann-Hilbert Problems for Elliptic Calabi-Yau Threefolds. [PDF]
Commun Math PhysBridgeland T, Tulli I.
europepmc +1 more source
The fundamental theorem of geometric calculus via a generalized Riemann integral
, 1998 Alan Macdonald
openalex +2 more sources