Results 71 to 80 of about 417 (168)
On Metric Choice in Dimension Reduction for Fréchet Regression
International Statistical Review, Volume 94, Issue 2, Page 325-346, August 2026.Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale +3 more
wiley +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, Volume 94, Issue 2, Page 347-381, August 2026.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Inference on the Attractor Space via Functional Approximation
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 643-657, August 2026.ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1) linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system and or to ...
Massimo Franchi, Paolo Paruolo
wiley +1 more source
Fasys: Visible-Light-Based Communication and Positioning Services towards Smart Cities. [PDF]
Sensors (Basel), 2023 Yu B, Liu X, Guo L, Wei X, Song S.
europepmc +1 more source
Confidence Intervals for Price Discovery
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 742-764, August 2026.ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
Least Trimmed Squares: Cointegration and Outliers
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 690-711, August 2026.ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley +1 more source
Inference on Common Trends in a Cointegrated Nonlinear SVAR
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 658-676, August 2026.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
A sequential quadratic Hamiltonian‐based estimation method for Box‐Cox transformation cure model
Statistica Neerlandica, Volume 80, Issue 3, August 2026.ABSTRACT We propose an enhanced estimation method for the Box‐Cox transformation (BCT) cure rate model parameters by introducing a generic maximum likelihood estimation algorithm, the sequential quadratic Hamiltonian (SQH) scheme, which is based on a gradient‐free approach.
Phuong Bui +3 more
wiley +1 more source
A short proof of a central limit theorem for the order of the giant component and k$k$‐core
Bulletin of the London Mathematical Society, Volume 58, Issue 8, August 2026.Abstract In this note we outline a new and simple approach to proving central limit theorems for various ‘global’ graph parameters that have robust ‘local’ approximations, using the Efron–Stein inequality, which relies on a combinatorial analysis of the stability of these approximations under resampling an edge.
Michael Anastos +3 more
wiley +1 more source
Finding an almost perfect matching in a hypergraph avoiding forbidden submatchings
Journal of the London Mathematical Society, Volume 114, Issue 2, August 2026.Abstract In 1973, Erdős conjectured the existence of high girth (n,3,2)$(n,3,2)$‐Steiner systems. Recently, Glock, Kühn, Lo, and Osthus and independently Bohman and Warnke proved the approximate version of Erdős' conjecture. Recently, Kwan, Sah, Sawhney, and Simkin proved Erdős' conjecture.
Michelle Delcourt, Luke Postle
wiley +1 more source