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This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…

Methodology · Statistics 2012-10-25 Sofia C. Olhede , Hernando Ombao

This paper proposes a deep learning-based approach for in-situ process monitoring that captures nonlinear relationships between in-control high-dimensional process signature signals and offline product quality data. Specifically, we…

Applications · Statistics 2025-09-25 Xiaoyang Song , Wenbo Sun , Metin Kayitmazbatir , Jionghua , Jin

We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem of finding the minimal superhedging…

Mathematical Finance · Quantitative Finance 2019-07-29 Daniel Bartl , Michael Kupper , David J. Prömel , Ludovic Tangpi

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…

Data Analysis, Statistics and Probability · Physics 2025-12-10 Robin A. Kopp , Sabine H. L. Klapp , Deepak Gupta

The conventional historical functional linear model relates the current value of the functional response at time t to all past values of the functional covariate up to time t. Motivated by situations where it is more reasonable to assume…

Methodology · Statistics 2019-05-29 Xiaolei Xun , Jiguo Cao

The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold,…

Dynamical Systems · Mathematics 2019-01-03 Tobias Hurth , Christian Kuehn

Sub-gap transport properties of a quantum dot (QD) coupled to two superconducting and one metallic leads are studied theoretically, solving the time-dependent equation of motion by the Laplace transform technique. We focus on time-dependent…

Mesoscale and Nanoscale Physics · Physics 2019-04-17 R. Taranko , T. Kwapinski , T. Domanski

Analysing correlations between streams of events is an important problem. It arises for example in Neurosciences, when the connectivity of neurons should be inferred from spike trains that record neurons' individual spiking activity. While…

Neurons and Cognition · Quantitative Biology 2021-08-11 Krempl , Georg , Kottke , Daniel , Pham Minh , Tuan

We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…

Probability · Mathematics 2025-11-03 Chang Feng , John J. Hasenbein , Guodong Pang

This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

Statistics Theory · Mathematics 2024-10-01 Ramkrishna Jyoti Samanta

Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…

Methodology · Statistics 2025-12-29 Romain Azaïs , Solune Denis

Recently, the intervention calculus when the DAG is absent (IDA) method was developed to estimate lower bounds of causal effects from observational high-dimensional data. Originally it was introduced to assess the effect of baseline…

Motivated by estimating the lead-lag relationships in high-frequency financial data, we propose noisy bivariate Neyman-Scott point processes with gamma kernels (NBNSP-G). NBNSP-G tolerates noises that are not necessarily Poissonian and has…

Statistics Theory · Mathematics 2026-01-06 Takaaki Shiotani , Nakahiro Yoshida

Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…

Probability · Mathematics 2014-01-07 L. Gerencser , M. Manfay

Signal-free intersections are a representative application of smart and connected vehicle technologies. Although extensive results have been developed for trajectory planning and autonomous driving, the formulation and evaluation of vehicle…

Systems and Control · Electrical Eng. & Systems 2024-04-29 Xiangchen Cheng , Wei Tang , Ming Yang , Li Jin

We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier…

Probability · Mathematics 2019-01-24 Jesper Møller , Andreas D. Christoffersen

We employ the thermal optimal path method to explore both the long-term and short-term interaction patterns between the onshore CNY and offshore CNH exchange rates (2012-2015). For the daily data, the CNY and CNH exchange rates show a weak…

Statistical Finance · Quantitative Finance 2018-03-28 Hai-Chuan Xu , Wei-Xing Zhou , Didier Sornette

This paper is concerned with the development and testing of advanced time-stepping methods suited for the integration of time-accurate, real-world applications of computational fluid dynamics (CFD). The performance of several time…

Computational Engineering, Finance, and Science · Computer Science 2017-10-03 Arash Sarshar , Paul Tranquilli , Brent Pickering , Andrew McCall , Adrian Sandu , Christopher J. Roy

The liquidity risk factor of security market plays an important role in the formulation of trading strategies. A more liquid stock market means that the securities can be bought or sold more easily. As a sound indicator of market liquidity,…

Computational Finance · Quantitative Finance 2021-01-11 Yong Shi , Wei Dai , Wen Long , Bo Li
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