We establish the asymptotic theory for the estimation of adaptive varying-coefficient linear models. More specifically, we show that the estimator of the index parameter is root-n-consistent. It ...

CATALOG DESCRIPTION: discrete-time random process, second-order statistics, autoregressive and moving average processes, linear prediction, Wiener filter, stochastic gradient (Least Mean Square) ...

Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

Increasing evidence has emerged for non-random spatial distributions of microbes, but knowledge of the processes that cause variation in microbial assemblage among ecosystems is lacking. For instance, ...