Results 161 to 170 of about 4,345 (299)

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

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Modeling of complex physical and biological problems using bi-univalent function calculus. [PDF]

Sci Rep
Saleh ZM, Mostafa AO, Sohaly MA, Madian SM.   +3 more
europepmc   +1 more source

Araguainha Dome, Brazil: A polygonal impact structure due to a complex pre‐impact regional structural framework

Meteoritics &Planetary Science, EarlyView.
Abstract We investigated the structural framework of the north–northwestern Paraná Basin in Brazil to test whether the pre‐impact structures in this region may have had any influence on the first‐order formation and morphostructure of the Araguainha impact structure (AIS).
Renato B. Bernardes, Wolf U. Reimold, Roger L. Gibson, Julia B. Curto Ma, Adolfo B. Silva, Natalia Hauser   +5 more
wiley   +1 more source

Unified FPGA framework for secure satellite image transmission: adaptive orthogonal moments with integrated confusion-diffusion cryptography. [PDF]

Sci Rep
Mchichou I, Tahiri MA, Amakdouf H, Sayyouri M, Aldakheel EA, Khafaga DS.   +5 more
europepmc   +1 more source

Climate change and crop resilience: harnessing metabolomics for predicting stress tolerance

New Phytologist, EarlyView.
Summarised methodology for metabolite biomarker discovery and genomic targets selection for those metabolites to predict high‐throughput phenotypic and agronomic traits of interest for direct uptake in breeding programmes. Summary Global warming is driving climate change to levels not experienced since the advent of agriculture, primarily due to ...
Agyeya Pratap, Arash Fazeli, Ali Bandehagh, Nicolas L. Taylor   +3 more
wiley   +1 more source

Asymptotics of Symmetric Polynomials: A Dynamical Point of View. [PDF]

Commun Math Phys
Guionnet A, Huang J.
europepmc   +1 more source

Taylor Polynomials I

, 2005
Created by Lang Moore and David Smith for the Connected Curriculum Project, this is a module using differentiation to find coefficients of polynomial approximations to functions that are not polynomials.
Smith, David, Moore, Lang
core