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The chiral symmetry is applied to an extended constituent quark potential model. With random phase approximation (RPA), the model comprises sea quark excitations. To obtain the pseudoscalar $\pi$ meson as a Goldstone boson, the quark…

High Energy Physics - Phenomenology · Physics 2015-06-25 Weizhen Deng , Yanrui Liu , Xiaolin Chen , Dahai Lu , Shilin Zhu

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang

This article explores a general factor structure for high-dimensional nonstationary functional time series, encompassing a wide range of factor models studied in the existing literature. We investigate the asymptotic spectral behaviors of…

Methodology · Statistics 2026-03-30 Adam Nie , Yanrong Yang , Han Lin Shang , Yi He

In this paper we present the analytic form of the heavy-quark coefficient functions for deep-inelastic lepton-hadron scattering in the kinematical regime $Q^2 \gg m^2$ . Here $Q^2$ and $m^2$ stand for the masses squared of the virtual…

High Energy Physics - Phenomenology · Physics 2010-04-06 M. Buza , Y. Matiounine , J. Smith , R. Migneron , W. L. van Neerven

This thesis has been devoted to the study of different properties of hadrons with one and two heavy quarks $c$ and/or $b$. All calculations have been done in the framework of a nonrelativistic constituent quark model. In order to check the…

High Energy Physics - Phenomenology · Physics 2007-10-10 J. M. Verde-Velasco

We study an alternative to the prevailing approach to modelling qualitative spatial reasoning (QSR) problems as constraint satisfaction problems. In the standard approach, a relation between objects is a constraint whereas in the…

Artificial Intelligence · Computer Science 2007-05-23 Sebastian Brand

In this paper we are interested in multifractional stable processes where the self-similarity index $H$ is a function of time, in other words $H$ becomes time changing, and the stability index $\alpha$ is a constant. Using $\beta$- negative…

Statistics Theory · Mathematics 2017-11-23 Thi To Nhu Dang

The behavior of spins undergoing Lamor precession in the presence of time varying fields is of interest to many research fields. The frequency shifts and relaxation resulting from these fields are related to their power spectrum and can be…

Statistical Mechanics · Physics 2024-01-26 Thomas Rao , Robert Golub

This paper deals with the time-varying high dimensional covariance matrix estimation. We propose two covariance matrix estimators corresponding with a time-varying approximate factor model and a time-varying approximate characteristic-based…

Econometrics · Economics 2019-10-29 Jaeheon Jung

The problem of quantum harmonic oscillator with "regular+random" square frequency, subjected to "regular+random external force, is considered in framework of representation of the wave function by complex-valued random process. Average…

Quantum Physics · Physics 2007-05-23 A. S. Gevorkyan , A. A. Udalov

This is a survey of some recent results on the rational circulant covariance extension problem: Given a partial sequence $(c_0,c_1,\dots,c_n)$ of covariance lags $c_k=\mathbb{E}\{y(t+k)\overline{y(t)}\}$ emanating from a stationary periodic…

Statistics Theory · Mathematics 2015-12-18 Anders Lindquist , Giorgio Picci

This work is focused on constructing space-time covariance functions through a hierarchical mixture approach that can serve as building blocks for capturing complex dependency structures. This hierarchical mixture approach provides a…

Methodology · Statistics 2025-11-14 Pulong Ma

Functional quadratic regression models postulate a polynomial relationship between a scalar response rather than a linear one. As in functional linear regression, vertical and specially high-leverage outliers may affect the classical…

Methodology · Statistics 2023-05-30 Graciela Boente , Daniela Parada

Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-established deviations from the Gaussian random walk, such as an…

Condensed Matter · Physics 2007-08-23 E. Alessio , V. Frappietro , M. I. Krivoruchenko , L. J. Streckert

We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…

Methodology · Statistics 2024-07-02 Roberto Casarin , Radu Craiu , Qing Wang

This paper focuses on Bayesian shrinkage for covariance matrix estimation. We examine posterior properties and frequentist risks of Bayesian estimators based on new hierarchical inverse-Wishart priors. More precisely, we give the existence…

Methodology · Statistics 2011-06-17 Mathilde Bouriga , Olivier Féron

We propose a flexible regression framework to model the conditional distribution of multilevel generalized multivariate functional data of potentially mixed type, e.g. binary and continuous data. We make pointwise parametric distributional…

Methodology · Statistics 2024-07-31 Alexander Volkmann , Nikolaus Umlauf , Sonja Greven

Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologies based on covariance matrix decomposition have the…

Methodology · Statistics 2022-08-23 Bin Zhu , Jiahao Liu , Zhengshou Lai , Tao Qian

Quantitative magnetic resonance imaging (qMRI) derives tissue-specific parameters -- such as the apparent transverse relaxation rate R2*, the longitudinal relaxation rate R1 and the magnetisation transfer saturation -- that can be compared…

Image and Video Processing · Electrical Eng. & Systems 2021-05-10 Yaël Balbastre , Mikael Brudfors , Michela Azzarito , Christian Lambert , Martina F. Callaghan , John Ashburner

In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameters in the homoskedastic case, and establish asymptotic theory…

Statistics Theory · Mathematics 2016-09-15 Degui Li , Dag Tjøstheim , Jiti Gao