Related papers: Erratum to: `Yield curve shapes and the asymptotic…

We consider a model for interest rates, where the short rate is given by a time-homogenous, one-dimensional affine process in the sense of Duffie, Filipovic and Schachermayer. We show that in such a model yield curves can only be normal,…

This erratum aims to correct 1) the wrong expressions, 2) some typographical errors, 3) some erroneous points made in discussion of the disparity of heat flux ratios between our full RPA model and the local conductivity model, and 4) the…

We correct a simple error in Percolation on random Johnson-Mehl tessellations and related models, Probability Theory and Related Fields 140 (2008), 417-468. (See also arXiv:math/0610716)

This is an erratum to our paper.

We correct a mistake in the analytical expression for the energy density given in Phys. Rev. C76, 021902 (2007) [arXiv:0704.3625 [hep-ph]]. The expression should be multiplied by 16. One question then arises; how could it be possible to…

In the article "Stochastic evolution equations for large portfolios of Stochastic Volatility models" (Arxiv:1701.05640) there is a mistake in the proof of Theorem 3.1. In this erratum we establish a weaker version of this Theorem and then…

Theorem 2 of A. Kercheval, "Denjoy minimal sets are far from affine", Ergodic Theory and Dynamical Systems 22 (2002), 1803-1812 is corrected by adding a C^2 bound to the hypotheses.

This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple…

This note contains a correction of the proofs of the main results of the paper [A. Yekutieli, Deformation quantization in algebraic geometry, Adv. Math. 198 (2005), 383-432]. The results are correct as originally stated.

Properties of the recently reported homogeneous Hilbert curves are deduced and reported. The nature of the affine transformations involved in the construction of the Hilbert curves is explored. The analytical representation of proper and…

This erratum will correct the classification of Theorem 1 in Lin-Lu-Yau, Comm. Anal. Geom., 2014, that misses the Triplex graph.

Level, slope, and curvature are three commonly-believed principal components in interest rate term structure and are thus widely used in modeling. This paper characterizes the heterogeneity of how misspecified such models are through time.…

This short note aims to point out mistakes in one of the implications for Theorem 2.8 in Bayraktar and Yu [Mathematical Finance, 28 (2018), pp. 800-838], which weakens the statement of this theorem.

We correct one erroneous statement made in our recent paper "Medial axis and singularities".

In this paper, we study the asymptotic bias of the factor-augmented regression estimator and its reduction, which is augmented by the $r$ factors extracted from a large number of $N$ variables with $T$ observations. In particular, we…

This erratum points out an error in the simplified drift theorem (SDT) [Algorithmica 59(3), 369-386, 2011]. It is also shown that a minor modification of one of its conditions is sufficient to establish a valid result. In many respects, the…

An error in the paper [J. Math. Phys. 43, 6343 (2002); math-ph/0207009] is corrected. Further explanation is given.

Errata for MNRAS 330, 821 (2002, astro-ph/0111084). A notation error in Eq. 7 and some typos in Table 3 corrected.

Affine term structure models have gained significant attention in the finance literature, mainly due to their analytical tractability and statistical flexibility. The aim of this article is to present both theoretical foundations as well as…

Correction to Annals of Probability 29 (2001) 1612--1624 [doi:10.1214/aop/1015345764].