Results 41 to 50 of about 2,916 (191)

A Hahn-Jordan decomposition and Riesz-Frechet representation theorem in Riesz spaces

, 2022
We give a Hahn-Jordan decomposition in Riesz spaces which generalizes that of [{{\sc B. A. Watson}, {An And\^o-Douglas type theorem in Riesz spaces with a conditional expectation,} {\em Positivity,} {\bf 13} (2009), 543 - 558}] and a Riesz-Frechet ...
Kuo, Wen-Chi, Kalauch, Anke, Watson, Bruce Alastair   +2 more
core  

The critical Galton--Watson process without further power moments [PDF]

, 2005
In this paper we prove a conditional limit theorem for a critical Galton-Watson branching process with offspring generating function s+(1-s)L((1-s)^-1), where L(x) is slowly varying.
Wachtel, Vitali, Nagaev, Sergei
core   +1 more source

A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration [PDF]

Journal of Applied Probability, 2006
We provide a simple set of sufficient conditions for the weak convergence of discrete-time, discrete-state Galton-Watson branching processes with immigration to continuous-time, continuous-state branching processes with immigration.
openaire   +2 more sources

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

Convolution structure of the Bessel transform and the generalization of a theorem of Watson.

, 2010
For the Bessel integral transform (also called the Hankel transform), we derive Watson's theorem, generalizing the corresponding result for the Fourier-cosine-transform.
Lasser, R., Heymann, F.
core   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees

, 2018
In this note, we prove a quenched functional central limit theorem for a biased random walk on a supercritical Galton-Watson tree with leaves. This extends a result of Peres and Zeitouni (2008) where the case without leaves is considered. A conjecture of
Bowditch, Adam
core   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Asymptotic behaviour of estimators of the parameters of nearly unstable INAR(1) models

, 2003
A sequence of first-order integer-valued autoregressive type (INAR(1)) processes is investigated, where the autoregressive type coefficients converge to 1.
Martien C. A. van Zuijlen, Gyula Pap, van Zuijlen, Martien C. A., Pap, Gyula, Márton Ispány, Ispány, Márton   +5 more
core   +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