Function spaces and asymptotic analysis are essential areas of mathematical research that explore the properties and behaviors of functions under various conditions. Function spaces, such as Besov and ...
Choudhury and Lucantoni recently developed an algorithm for calculating moments of a probability distribution by numerically inverting its moment generating function. They also showed that high-order ...
We consider a stationary AR(1) process with ARCH(1) errors given by the stochastic difference equation $X_{t}=\alpha X_{t-1}+\sqrt{\beta +\lambda X_{t-1}^{2 ...
Function spaces form a fundamental framework in modern mathematical analysis, allowing researchers to systematically study functions through norms, metrics and topological properties. Asymptotic ...
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