Results 81 to 90 of about 17,630 (184)

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, Volume 47, Issue 3, Page 612-631, May 2026.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
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

Tests for Changes in Count Time Series Models With Exogenous Covariates

Journal of Time Series Analysis, Volume 47, Issue 3, Page 526-538, May 2026.
ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley   +1 more source

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, Volume 47, Issue 3, Page 597-611, May 2026.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

Littlewood, Paley and almost‐orthogonality: a theory well ahead of its time

Journal of the London Mathematical Society, Volume 113, Issue 5, May 2026.
Abstract The classic paper by Littlewood and Paley [J. Lond. Math. Soc. (1), 6 (1931), 230–233] marked the birth of Littlewood–Paley theory. We discuss this paper and its impact from a historical perspective, include an outline of the results in the paper and their subsequent significance in relation to developments over the last century, and set them ...
Anthony Carbery
wiley   +1 more source

Strong well‐posedness for a stochastic fluid‐rigid body system via stochastic maximal regularity

Journal of the London Mathematical Society, Volume 113, Issue 5, May 2026.
Abstract We develop a rigorous analytical framework for a coupled stochastic fluid‐rigid body system in R3$\mathbb {R}^3$. The model describes the motion of a rigid ball immersed in an incompressible Newtonian fluid subjected to both additive noise in the fluid and body equations and transport‐type noise in the fluid equation. We establish local strong
Felix Brandt, Arnab Roy
wiley   +1 more source

Lifting theorems for some classes of two parameter martingales

, 1998
Summary: By means of nonstandard analysis we establish some lifting theorems for two-parameter stochastic processes, for two-parameter martingales and for weak, strong and \(i\)-martingales. We also prove that the standard part of an internal martingale is a standard larc martingale (a two-parameter version of a càdlàg martingale).
openaire   +2 more sources

Infinite-server systems with Hawkes arrivals and Hawkes services. [PDF]

Queueing Syst, 2022
Selvamuthu D, Tardelli P.
europepmc   +1 more source

Wild bootstrap for counting process-based statistics: a martingale theory-based approach. [PDF]

Lifetime Data Anal
Dietrich MT, Dobler D, de Gunst MCM.
europepmc   +1 more source

Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]

Probab Theory Relat Fields
De Vecchi F, Fresta L, Gordina M, Gubinelli M.   +3 more
europepmc   +1 more source