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Artykuły w czasopismach na temat "Subadditive sequence"
Ma, Xianfeng, Ercai Chen i Yu Pei. "Thermodynamic formalism for subadditive sequence of discontinuous functions". Analysis in Theory and Applications 26, nr 2 (czerwiec 2010): 174–85. http://dx.doi.org/10.1007/s10496-010-0174-0.
Pełny tekst źródłaMA, XIANFENG, i ERCAI CHEN. "VARIATIONAL PRINCIPLE FOR SUBADDITIVE SEQUENCE OF POTENTIALS IN BUNDLE RANDOM DYNAMICAL SYSTEMS". Stochastics and Dynamics 09, nr 02 (czerwiec 2009): 205–15. http://dx.doi.org/10.1142/s0219493709002634.
Pełny tekst źródłaBarreira, Luis, i Claudia Valls. "Some applications of Lyapunov regularity". Electronic Journal of Differential Equations 2022, nr 01-87 (18.03.2022): 19. http://dx.doi.org/10.58997/ejde.2022.19.
Pełny tekst źródłaBingham, N. H., i A. J. Ostaszewski. "Infinite combinatorics in function spaces: Category methods". Publications de l'Institut Math?matique (Belgrade) 86, nr 100 (2009): 55–73. http://dx.doi.org/10.2298/pim0900055b.
Pełny tekst źródłaFüredi, Z., i I. Z. Ruzsa. "Nearly subadditive sequences". Acta Mathematica Hungarica 161, nr 2 (22.07.2020): 401–11. http://dx.doi.org/10.1007/s10474-020-01071-0.
Pełny tekst źródłaGrossman, Sharon R., Xiaolan Zhang, Li Wang, Jesse Engreitz, Alexandre Melnikov, Peter Rogov, Ryan Tewhey i in. "Systematic dissection of genomic features determining transcription factor binding and enhancer function". Proceedings of the National Academy of Sciences 114, nr 7 (30.01.2017): E1291—E1300. http://dx.doi.org/10.1073/pnas.1621150114.
Pełny tekst źródłaYAYAMA, YUKI. "Relative pressure functions and their equilibrium states". Ergodic Theory and Dynamical Systems, 21.06.2022, 1–26. http://dx.doi.org/10.1017/etds.2022.30.
Pełny tekst źródłaKazakevičius, Vytautas. "Subadditive Ergodic Theorem for Double Sequences". Journal of Theoretical Probability, 23.12.2019. http://dx.doi.org/10.1007/s10959-019-00979-w.
Pełny tekst źródłaMatkowski, Janusz. "Restrictive Lipschitz continuity, basis property of a real sequence, and fixed-point principle in metrically convex spaces". Journal of Fixed Point Theory and Applications 26, nr 2 (22.04.2024). http://dx.doi.org/10.1007/s11784-024-01104-z.
Pełny tekst źródłaRotondi, R., G. Bressan i E. Varini. "Analysis of temporal variations of seismicity through nonextensive statistical physics". Geophysical Journal International, 22.03.2022. http://dx.doi.org/10.1093/gji/ggac118.
Pełny tekst źródłaRozprawy doktorskie na temat "Subadditive sequence"
Kandji, Baye Matar. "Stochastic recurrent equations : structure, statistical inference, and financial applications". Electronic Thesis or Diss., Institut polytechnique de Paris, 2023. http://www.theses.fr/2023IPPAG004.
Pełny tekst źródłaWe are interested in the theoretical properties of Stochastic Recurrent Equations (SRE) and their applications in finance. These models are widely used in econometrics, including financial econometrics, to explain the dynamics of various processes such as the volatility of financial returns. However, the probability structure and statistical properties of these models are still not well understood, especially when the model is considered in infinite dimensions or driven by non-independent processes. These two features lead to significant difficulties in the theoretical study of these models. In this context, we aim to explore the existence of stationary solutions and the statistical and probabilistic properties of these solutions.We establish new properties on the trajectory of the stationary solution of SREs, which we use to study the asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of GARCH-type (generalized autoregressive conditional heteroskedasticity) conditional volatility models. In particular, we study the stationarity and statistical inference of semi-strong GARCH(p,q) models where the innovation process is not necessarily independent. We establish the consistency of the QMLE of semi-strong GARCHs without assuming the commonly used condition that the stationary distribution admits a small-order moment. In addition, we are interested in the two-factor volatility GARCH models (GARCH-MIDAS); a long-run, and a short-run volatility. These models were recently introduced by Engle et al. (2013) and have the particularity to admit stationary solutions with heavy-tailed distributions. These models are now widely used but their statistical properties have not received much attention. We show the consistency and asymptotic normality of the QMLE of the GARCH-MIDAS models and provide various test procedures to evaluate the presence of long-run volatility in these models. We also illustrate our results with simulations and applications to real financial data.Finally, we extend a result of Kesten (1975) on the growth rate of additive sequences to superadditive processes. From this result, we derive generalizations of the contraction property of random matrices to products of stochastic operators. We use these results to establish necessary and sufficient conditions for the existence of stationary solutions of the affine case with positive coefficients of SREs in the space of continuous functions. This class of models includes most conditional volatility models, including functional GARCHs
Części książek na temat "Subadditive sequence"
Barreira, Luis. "Asymptotically Subadditive Sequences". W Thermodynamic Formalism and Applications to Dimension Theory, 141–64. Basel: Springer Basel, 2011. http://dx.doi.org/10.1007/978-3-0348-0206-2_7.
Pełny tekst źródła"Subadditive Ergodic Theorem and Large Deviations". W Average Case Analysis of Algorithms on Sequences, 106–48. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118032770.ch5.
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