Ramifications of generalized Feller theory. [PDF]
J Evol EquCuchiero C, Möllmann T, Teichmann J.
europepmc +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
Superinfection and the hypnozoite reservoir for Plasmodium vivax: a multitype branching process approximation. [PDF]
J Math BiolMehra S, Taylor PG.
europepmc +1 more source
Using UML to Derive Stochastic Process Algebra Models
, 2007 The Unified Modelling Language (UML) is an industry standard object oriented design notation, supported by the Object Management Group (OMG). It is becoming widely adopted in many areas of the software and computer systems development community.
Rob Pooley
core
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Implementing a Stochastic Process Algebra Within The Möbius Modeling Framework
, 2008 Many formalisms and solution methods exist for performance and dependability modeling. However, different formalisms have different advantages and strengths, and no one formalism is universally used.
W.H. Sanders, G. Clark
core
Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
Thermodynamics à la Souriau on Kähler Non-Compact Symmetric Spaces for Cartan Neural Networks. [PDF]
Entropy (Basel)Fré PG, Sorin AS, Trigiante M.
europepmc +1 more source
Sparse Minimum Redundancy Maximum Relevance for Feature Selection
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We propose a feature screening method that integrates both feature–feature and feature–target relationships. Inactive features are identified via a penalized minimum Redundancy Maximum Relevance (mRMR) procedure, which is the continuous version of the classical mRMR penalized by a non‐convex regularizer, and where the parameters estimated as ...
Peter Naylor +3 more
wiley +1 more source
High-Contrast Random Composites: Homogenisation Framework and Spectral Convergence. [PDF]
Commun Math PhysCherdantsev M +2 more
europepmc +1 more source