Related papers: Pointwise characteristic factors for the multiterm…
Inverse problem for multi-term fractional parabolic equation in two dimensional space, involving m + 1 Caputo fractional derivatives in time, is investigated. Presence of nonlocal boundary conditions leads to a non-self-adjoint spectral…
This continues the investigation of a combinatorial model for the variation of dynamics in the family of rational maps of degree two, by concentrating on those varieties in which one critical point is periodic. We prove some general results…
We consider fixed effects binary choice models with a fixed number of periods $T$ and regressors without a large support. If the time-varying unobserved terms are i.i.d. with known distribution $F$, \cite{chamberlain2010} shows that the…
For a jointly measurable probability-preserving action $\tau:\mathbb{R}^D\curvearrowright (X,\mu)$ and a tuple of polynomial maps $p_i:\mathbb{R}\to \mathbb{R}^D$, $i=1,2,...,k$, the multiple ergodic averages \[ \frac{1}{T}\int_0^T…
The aim of our paper is to formulate and solve problems concerning multitime multiple recurrence equations. We discuss in detail the generic properties and the existence and uniqueness of solutions. Among the general things, we discuss in…
The scope of this research is the identification of unknown piecewise constant parameters of linear regression equation under the finite excitation condition. Compared to the known methods, to make the computational burden lower, only one…
Large-dimensional factor model has drawn much attention in the big-data era, in order to reduce the dimensionality and extract underlying features using a few latent common factors. Conventional methods for estimating the factor model…
An account is given of the features, of the kind pertaining to q-statistics, of the dynamics at the one-dimensional critical attractors associated to the three familiar routes to chaos, intermittency, period doubling and quasiperiodicity.…
Let X be a subshift satisfy non-uniform structure. In this paper, we give quantitative estimate of the recurrence sets. These results can be applied to a large class of symbolic systems, including beta-shifts, S-gap shifts and their…
One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also…
Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
A combinatorial interpretation is provided for the moments of characteristic polynomials of random unitary matrices. This leads to a rather unexpected consequence of the Keating and Snaith conjecture: the moments of $\mid\xi(1/2+it)\mid$…
The scattering formulation of characteristic mode decomposition is utilized to extend modal analysis to lossless scatterers breaking time-reversal symmetry. This enables characteristic modes analysis on devices containing gyrotropic or…
A LG-WKB and Turning point theory is developed for three term recurrence formulas associated with monotonic recurrence coefficients. This is used to find strong asymptotics for certain classical orthogonal polynomials including Wilson…
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
We study conditional linear factor models in the context of asset pricing panels. Our analysis focuses on conditional means and covariances to characterize the cross-sectional and inter-temporal properties of returns and factors as well as…
We study qualitative properties of the set of recurrent points of finitely generated free semigroups of measurable maps. In the case of a single generator the classical Poincare recurrence theorem shows that these properties are closely…
We consider expansions of vectors by a general class of multidimensional continued fraction algorithms. If the expansion is eventually periodic, then we describe the possible structure of a matrix corresponding to the repetend, and use it…
We investigate whether the tails of firm-level idiosyncratic return distributions are driven by common shocks. We use quantile factor analysis to extract such common idiosyncratic quantile factors with asymmetric pricing effects and we find…