Shape-based functional data analysis
Functional data analysis (FDA) is a fast-growing area of research and development in
statistics. While most FDA literature imposes the classical L 2 Hilbert structure on function …
statistics. While most FDA literature imposes the classical L 2 Hilbert structure on function …
Linear regression models with multiplicative distortions under new identifiability conditions
J Zhang, B Lin, Y Zhou - Statistica Neerlandica, 2024 - Wiley Online Library
This paper considers linear regression models when neither the response variable nor the
covariates can be directly observed, but are measured with multiplicative distortion …
covariates can be directly observed, but are measured with multiplicative distortion …
Detecting dynamical causality via intervened reservoir computing
An abundance of complex dynamical phenomena exists in nature and human society,
requiring sophisticated analytical tools to understand and explain. Causal analysis through …
requiring sophisticated analytical tools to understand and explain. Causal analysis through …
Joint spatial modeling bridges the gap between disparate disease surveillance and population monitoring efforts informing conservation of at-risk bat species
Abstract White-Nose Syndrome (WNS) is a wildlife disease that has decimated hibernating
bats since its introduction in North America in 2006. As the disease spreads westward …
bats since its introduction in North America in 2006. As the disease spreads westward …
Gradient synchronization for multivariate functional data, with application to brain connectivity
Quantifying the association between components of multivariate random curves is of general
interest and is a ubiquitous and basic problem that can be addressed with functional data …
interest and is a ubiquitous and basic problem that can be addressed with functional data …
Dynamic modeling for multivariate functional and longitudinal data
Dynamic interactions among several stochastic processes are common in many scientific
fields. It is crucial to model these interactions to understand the dynamic relationship of the …
fields. It is crucial to model these interactions to understand the dynamic relationship of the …
Gaussian approximation for non-stationary time series with optimal rate and explicit construction
Statistical inference for time series such as curve estimation for time-varying models or
testing for existence of change-point have garnered significant attention. However, these …
testing for existence of change-point have garnered significant attention. However, these …
Crude oil volatility forecasting: insights from a novel time-varying parameter GARCH-MIDAS model
L Peng, C Liang, B Yang, L Wang - International Review of Economics & …, 2024 - Elsevier
Stationary GARCH-MIDAS models encounter challenges in effectively capturing the
dynamic impact of realized volatility on crude oil price volatility. This study introduces a novel …
dynamic impact of realized volatility on crude oil price volatility. This study introduces a novel …
On semiparametrically dynamic functional-coefficient autoregressive spatio-temporal models with irregular location wide nonstationarity
Nonlinear dynamic modeling of spatio-temporal data is often a challenge, especially due to
irregularly observed locations and location-wide nonstationarity. In this article we propose a …
irregularly observed locations and location-wide nonstationarity. In this article we propose a …
[HTML][HTML] Money demand function with time-varying coefficients
E Elyasiani, H Movaghari - The Quarterly Review of Economics and …, 2024 - Elsevier
The objectives of this study are twofold; to explore the structural break (s) in the time series
of the US firms' cash ratio, and, to examine the sensitivity of cash to firm characteristics …
of the US firms' cash ratio, and, to examine the sensitivity of cash to firm characteristics …