Results 141 to 150 of about 1,508,171 (301)

Taylor Times: February 25, 1998

, 1998
Taylor Fort Wayne’s vice president announces resignation – Provost to assume primary role to oversee Taylor Fort Wayne, president announceshttps://pillars.taylor.edu/taylor-times/1023/thumbnail ...
Taylor University
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Taylor University Profile (January 1975) [PDF]

, 1975
Taylor Clubs stage varied programs – Taylor Represented at Conference – Teaching Opportunities at Taylor – Wrestlers Score Big Wins – Trojans Capture Holiday Tourney – Coming Events – Taylor Trustees Name New President – Contemporary Series Features Ray ...
Taylor University
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Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

New Iterative Method for Solving Nonlinear Volterra–Fredholm Integral Equations Using Bernoulli Polynomial

Journal of Applied Mathematics
The work is aimed at proposing a novel iterative technique based on the combination of two powerful Taylor's and Bernoulli polynomials to solve nonlinear Volterra–Fredholm integral equations of the 2nd kind.
Heba A. Abd-Alrazak, Muna M. Mustafa, Samah Mohammed Ali, Intisar Haitham Qasem   +3 more
doaj   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Taylor Times: August 31, 2001

, 2001
Hoedown’s spirits not dampened by rain – Taylor upperclassman welcomes new student – Wisdom from the Wyoming prairie – Retiree’s Column: Reaching higher – Summary of fiscal year-end – Information Services transition creates new roles for directors ...
Taylor University
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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

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +1 more source

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

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, Alexander Back, Timo Teräsvirta   +2 more
wiley   +1 more source