Results 51 to 60 of about 2,197 (146)
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
On a Watson-like Uniqueness Theorem and Gevrey Expansions
, 2005 We present a maximal class of analytic functions, elements of which are in one-to-one correspondence with their asymptotic expansions. In recent decades it has been realized (B. Malgrange, J. Ecalle, J.-P. Ramis, Y. Sibuya et al.), that the formal power series solutions of a wide range of systems of ordinary (even non-linear) analytic differential ...
Gillam, D. W. H., Gurarii, V.
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The Journal of Finance, Volume 81, Issue 4, Page 2271-2330, August 2026.ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA +2 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
Some Limit Theorems on a Supercritical Simple Galton-Watson Process
The Annals of Probability, 1982 Let $X = (X_n; n \geq 0; X_0 = 1)$ be a supercritical Galton-Watson process possessing an offspring mean $1 < m < \infty$, and variance $0 < \sigma^2 < \infty$. The limiting distribution of $\{X^{-1/2}_n(X_{n+r} - \hat{m}^rX_n); r = 2, \cdots, T\}$ where $\hat{m} = X_{n+1}/X_n$, is obtained. As a consequence of this result a Quenouille-Bartlett type of
Venkataraman, K. N., Nanthi, K.
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Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 677-689, August 2026.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
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On theorems of R. Rado and of D. Watson
Моделирование и анализ информационных систем, 2007 Theorems of R. Rado and of D. Watson are generalizations for theorems P. Kirchberger and C. Caratheodory. In the paper we will consider some generalizations and refinements for these theorems .
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Watson's theorem and the $N\Delta(1232)$ axial transition
, 2015 Peer ...
Álvarez Ruso, Luis +3 more
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Another Watson's theorem for double series
Revista Técnica de la Facultad de Ingeniería, 2011 Véase archivo PDF.
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