Results 81 to 90 of about 2,193 (205)

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

Output-Only Identification of System Parameters from Noisy Measurements by Multiwavelet Denoising

Advances in Mechanical Engineering, 2014
In this paper we estimate the parameters of a multidimensional system from a record of noisy output measurements by using a multiwavelet denoising technique.
O. Al-Gahtani, M. El-Gebeily, Y. Khulief
doaj   +1 more source

Inference on Common Trends in a Cointegrated Nonlinear SVAR

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley   +1 more source

Parametric Study of Stochastic Subspace Algorithms in Modal Analysis of Moment‐Resistant Frames [PDF]

Numerical Methods in Civil Engineering
The Finite Element Model (FEM) derived from the design drawings may not precisely depict the behavior of the actual structure. This is due to various factors, such as construction variations, uncertainties in boundary conditions, discrepancies in ...
Mehran Pourgholi, Saied Mahdavi
doaj   +1 more source

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

Detecting Sparse Cointegration

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We propose a two‐step procedure for detecting sparse cointegration in high‐dimensional single‐equation models. First, we employ the adaptive lasso to identify the subset of integrated covariates driving the long‐run equilibrium relationship.
Jesús Gonzalo, Jean‐Yves Pitarakis
wiley   +1 more source

The Tunnel Structural Mode Frequency Characteristics Identification and Analysis Based on a Modified Stochastic Subspace Identification Method

Shock and Vibration, 2018
With the rapid development of underground engineering in China, the heavy structural maintenance work followed is expected to be a great challenge in the future.
Biao Zhou, Xiongyao Xie, Xiaojian Wang
doaj   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Modal identification of Bridge 44 of the Carajás Railroad and numerical modeling using the finite element method

Revista IBRACON de Estruturas e Materiais
Regular use and the effects of time can affect the behavior of a structure. Over time, problems such as the occurrence of small fissures, oxidation of steel elements, and excessive displacements at some points may arise in a structure.
M. S. SILVA, F. A. NEVES
doaj   +2 more sources

Transient dynamics and nonlinear fitness: A matrix approach to pulse and press perturbation

Ecology, Volume 107, Issue 6, June 2026.
Abstract Disturbances can occur as short‐lived pulses (e.g., storms) or sustained presses (e.g., chronic drought). Much work in ecology has developed methods to help predict how natural populations respond to disturbances, but analyses of pulse and press disturbances have been largely disconnected.
Harman Jaggi, Shripad Tuljapurkar, Wenyun Zuo, Samuel J. L. Gascoigne, Maja Kajin, Roberto Salguero‐Gómez   +5 more
wiley   +1 more source