Results 181 to 190 of about 205,279 (307)

Mixed orthogonality graphs for continuous‐time state space models and orthogonal projections

open access: yesJournal of Time Series Analysis, EarlyView.
In this article, we derive (local) orthogonality graphs for the popular continuous‐time state space models, including in particular multivariate continuous‐time ARMA (MCARMA) processes. In these (local) orthogonality graphs, vertices represent the components of the process, directed edges between the vertices indicate causal influences and undirected ...
Vicky Fasen‐Hartmann, Lea Schenk
wiley   +1 more source

Linear Response Equations Revisited: A Simple and Efficient Iterative Algorithm. [PDF]

open access: yesJ Chem Theory Comput, 2023
Alessandro R   +4 more
europepmc   +1 more source

A note on Johansen's rank conditions and the Jordan form of a matrix

open access: yesJournal of Time Series Analysis, EarlyView.
This note presents insights on the Jordan structure of a matrix which are derived from an extension of the I(1) and I(2) conditions in Johansen (1996). It is first observed that these conditions not only characterize, as it is well known, the size (1 or 2) of the largest Jordan block in the Jordan form of the companion matrix but more generally the ...
Massimo Franchi
wiley   +1 more source

Large-scale distributed linear algebra with tensor processing units. [PDF]

open access: yesProc Natl Acad Sci U S A, 2022
Lewis AGM   +5 more
europepmc   +1 more source

Weak amenability of triangular Banach algebras

open access: bronze, 2001
Brian Forrest, Laurent W. Marcoux
openalex   +1 more source

Empirical likelihood for martingale differences

open access: yesJournal of Time Series Analysis, EarlyView.
In this article, we consider an empirical likelihood with vector observations that are martingale differences and prove a Wilks' type theorem under a conditional Lindeberg condition. We then generalize this result to approximate martingale differences.
Anton Schick
wiley   +1 more source

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