Results 11 to 20 of about 36,708 (189)
The bi-Poisson process: a quadratic harness
, 2008 This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances.
Bryc, Włodzimierz +2 more
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New Flexible Asymmetric Log-Birnbaum–Saunders Nonlinear Regression Model with Diagnostic Analysis
AxiomsA nonlinear log-Birnbaum–Saunders regression model with additive errors is introduced. It is assumed that the error term follows a flexible sinh-normal distribution, and therefore it can be used to describe a variety of asymmetric, unimodal, and bimodal ...
Guillermo Martínez-Flórez +2 more
doaj +1 more source
Generalized spectral tests for the martingale difference hypothesis [PDF]
, 2006 This article proposes a test for the martingale difference hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Escanciano, Juan Carlos, Velasco, Carlos
core +3 more sources
Some Classes of Two-Parameter Martingales
The Annals of Probability, 1981 A class of two-parameter martingales, named "martingales with orthogonal increments" or "martingales of direction independent variation," is introduced. It is shown that this class, which is characterized by a sample function property, is included in the class of martingales of path independent variation and includes the class of strong martingales ...
openaire +3 more sources
On inequalities for two-parameter martingales
Mathematische Annalen, 1989 To date, it is not known whether Davis' inequality holds for two- parameter martingales M, i.e. whether the ``pure'' norms induced by the supremum of the modulus of M and the square root of the sum of squared two-parameter increments are equivalent. There are two relevant ``mixed'' norms associated with quantities described in the following way.
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Assessing the role of spatial externalities in the survival of Italian innovative startups
Regional Science Policy &Practice, EarlyView., 2023 Abstract The paper provides novel empirical evidence about the effects of spatial externalities on the survival of innovative startups in Italy. Using geocoded firm‐level data, we build micro‐geographic measures of specialization and diversity that are robust to the modifiable areal unit problem.
Diego Giuliani +4 more
wiley +1 more source
Smoothed Weighted Quantile Regression for Censored Data in Survival Analysis
AxiomsIn this study, we propose a smoothed weighted quantile regression (SWQR), which combines convolution smoothing with a weighted framework to address the limitations.
Kaida Cai +3 more
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How powerful are integer-valued martingales?
, 2010 In the theory of algorithmic randomness, one of the central notions is that of computable randomness. An infinite binary sequence X is computably random if no recursive martingale (strategy) can win an infinite amount of money by betting on the values of
Bienvenu, Laurent +2 more
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Functional central limit theorems on Lie groups: A survey [PDF]
, 1998 The general solution of the functional central limit problems for triangular arrays of random variables with values in a Lie group is described. The role of processes of finite variation is clarified.
Pap, Gyula
core
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, EarlyView.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