Search Results - subject:"Polynomials"

Consensus control of homogeneous networks of general second order discrete-time systems

Fruhnert, Michael; Corless, Martin - In: Central European Journal of Operations Research 33 (2025) 2, pp. 585-607

general second-order discrete-time systems whose graph is directed. Consensus is achieved if certain polynomials associated … with the closed-loop network are Schur stable. The coefficients of these polynomials depend on the eigenvalues of the …

Persistent link: https://www.econbiz.de/10015436488

40 years of empirical evidence of cointegration and nonlinear equilibrium correction in UK money demand since the XIX century

Escribano, Álvaro; Rodríguez, Juan-Andrés; Arranz, … - 2025

Persistent link: https://www.econbiz.de/10015440602

An orthogonal expansion approach to joint SPX and VIX calibration in affine stochastic volatility models with jumps

Kloster, Thomas K.; Nicolato, Elisa - In: Quantitative finance 25 (2025) 1, pp. 63-89

Persistent link: https://www.econbiz.de/10015534061

Consensus control of homogeneous networks of general second order discrete-time systems

Fruhnert, Michael; Corless, Martin J. - In: Central European journal of operations research 33 (2025) 2, pp. 585-607

Persistent link: https://www.econbiz.de/10015549182

Integrated modified OLS estimation and fixed-b inference for cointegrating multivariate polynomial regressions

Vogelsang, Timothy J.; Wagner, Martin - 2024

This paper shows that the integrated modified OLS (IM-OLS) estimator developed for cointegrating linear regressions in Vogelsang and Wagner (2014a) can be straightforwardly extended to cointegrating multivariate polynomial regressions. These are regression models that include as explanatory...

Persistent link: https://www.econbiz.de/10014523361