Results 71 to 80 of about 24,077 (241)
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
An Approach to Obtain Upper Ergodicity Bounds for Some QBDs with Countable State Space
MathematicsUsually, when the computation of limiting distributions of (in)homogeneous (in)finite continuous-time Markov chains (CTMC) has to be performed numerically, the algorithm has to be told when to stop the computation.
Yacov Satin +2 more
doaj +1 more source
Role of energy uncertainties in ergodicity breaking induced by competing interactions and disorder. A dynamical assessment through the Loschmidt echo [PDF]
Papers in Physics, 2015 A local excitation in a quantum many-particle system evolves deterministically. A time-reversal procedure, involving the invertion of the signs of every energy and interaction, should produce an excitation revival: the Loschmidt echo (LE).
Pablo R. Zangara +2 more
doaj +1 more source
Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley +1 more source
Angewandte Chemie, Volume 138, Issue 17, 20 April 2026.This study explores the origins of life by linking prebiotic chemistry, the emergence of information‐carrying molecules such as RNA and proteins, and philosophical questions about consciousness. The study emphasizes the role of molecular evolution in the Central Dogma and provides insights into the chemical origins of biology and the basis of life's ...
Harald Schwalbe +5 more
wiley +2 more sources
Erratum to “The ergodicity of weak Hilbert spaces”
Proceedings of the American Mathematical Society, 2020 This note contains a corrected proof of the main result (which remains unchanged) from [Proc. Amer. Math. Soc. 138 (2010), pp. 1405–1413]. It was recently observed that an argument has a gap, which now requires a more careful choice of the reduction map.
openaire +1 more source
Weak ergodicity breaking in mean-field spin-glass models [PDF]
Philosophical Magazine B, 1995 17 pages and 3 Figures (upon request), Universita` di Roma I preprint 1005/94. Contribution to `Fifth International Workshop on Disordered Systems', Italy, February, 1994, to appear in Philosophical ...
Cugliandolo, L. F., Kurchan, J.
openaire +2 more sources
On Exponential‐Family INGARCH Models
Journal of Time Series Analysis, EarlyView.ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang +3 more
wiley +1 more source
Uniform families of ergodic operator nets
, 2012 We study mean ergodicity in amenable operator semigroups and establish the connection to the convergence of strong and weak ergodic nets. We then use these results in order to show the convergence of uniform families of ergodic nets that appear in ...
Schreiber, Marco
core +1 more source
Time‐Varying Dispersion Integer‐Valued GARCH Models
Journal of Time Series Analysis, EarlyView.ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza +3 more
wiley +1 more source