The following pages link to zbMATH Open document ID (P225):
Displaying 50 items.
- On the impossibility of finite-time splash singularities for vortex sheets (Q291815) (← links)
- A variational framework for spectral approximations of Kohn-Sham density functional theory (Q291818) (← links)
- Well-posedness for a quadratic derivative nonlinear Schrödinger system at the critical regularity (Q291820) (← links)
- The equivariant coarse Baum-Connes conjecture for spaces which admit an equivariant coarse embedding into Hilbert space (Q291822) (← links)
- Toeplitz algebras associated to endomorphisms of Ore semigroups (Q291823) (← links)
- Freeness and the transposes of unitarily invariant random matrices (Q291826) (← links)
- Analytic aspects of the bi-free partial \(R\)-transform (Q291829) (← links)
- AF-embeddability of 2-graph algebras and quasidiagonality of \(k\)-graph algebras (Q291831) (← links)
- Continuous framings for Banach spaces (Q291833) (← links)
- Classification of \( C^\ast\)-algebras generated by representations of the unitriangular group \(U T(4, \mathbb{Z})\) (Q291837) (← links)
- Editor's introduction. Predictive methodology and application in economics and finance: volume in honor of the accomplishments of Clive W. J. Granger (Q291838) (← links)
- Opening comments: Predictive methodology and application in economics and finance.: presentation for the San Diego conference, January, 2004 (Q291839) (← links)
- Structural attribution of observed volatility clustering (Q291841) (← links)
- Persistence in forecasting performance and conditional combination strategies (Q291843) (← links)
- Reduced rank regression for blocks of simultaneous equations (Q291844) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- A regime switching long memory model for electricity prices (Q291856) (← links)
- Interval forecasts and parameter uncertainty (Q291858) (← links)
- Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Time-series estimation of the effects of natural experiments (Q291869) (← links)
- Small eigenvalues of closed surfaces (Q291873) (← links)
- Conic singularities metrics with prescribed Ricci curvature: general cone angles along normal crossing divisors (Q291875) (← links)
- Boundary effect of Ricci curvature (Q291877) (← links)
- Cohomology and Hodge theory on symplectic manifolds. III (Q291880) (← links)
- Dar's conjecture and the log-Brunn-Minkowski inequality (Q291882) (← links)
- Editorial preface: ``Advances in numerical algebra and scientific computing'' (Q291883) (← links)
- Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints (Q291885) (← links)
- A simplified HSS preconditioner for generalized saddle point problems (Q291888) (← links)
- Analysis of a new dimension-wise splitting iteration with selective relaxation for saddle point problems (Q291892) (← links)
- Projected nonstationary iterated Tikhonov regularization (Q291894) (← links)
- Spectrum analysis of a more general augmentation block preconditioner for generalized saddle point matrices (Q291895) (← links)
- A triple-parameter modified SSOR method for solving singular saddle point problems (Q291896) (← links)
- Variants of the accelerated parameterized inexact Uzawa method for saddle-point problems (Q291897) (← links)
- The generalized HSS method with a flexible shift-parameter for non-Hermitian positive definite linear systems (Q291899) (← links)
- Accelerated SOR-like method for augmented linear systems (Q291902) (← links)
- Computational fluid dynamics for nematic liquid crystals (Q291905) (← links)
- A variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems (Q291907) (← links)
- Nonautonomous systems with transversal homoclinic structures under discretization (Q291909) (← links)
- Analysis and numerical solution of linear delay differential-algebraic equations (Q291911) (← links)
- Monotone finite point method for non-equilibrium radiation diffusion equations (Q291913) (← links)
