Analyticity of relative fundamental solutions and projections for left invariant operators on the Heisenberg group
Linda Preiss Rothschild, David S. Tartakoff (1982)
Annales scientifiques de l'École Normale Supérieure
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Linda Preiss Rothschild, David S. Tartakoff (1982)
Annales scientifiques de l'École Normale Supérieure
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Hervé Jacquet (2005)
Annales scientifiques de l'École Normale Supérieure
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M. Lambrou, W. Longstaff (1997)
Studia Mathematica
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Elzbieta Ferenstein, Miroslaw Gasowski (2004)
SORT
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Financial returns are often modelled as autoregressive time series with random disturbances having conditional heteroscedastic variances, especially with GARCH type processes. GARCH processes have been intensely studied in financial and econometric literature as risk models of many financial time series. Analyzing two data sets of stock prices we try to fit AR(1) processes with GARCH or EGARCH errors to the log returns. Moreover, hyperbolic or generalized error distributions occur to...
V. de Valk (1989)
Compositio Mathematica
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Kurz, Sascha (2009)
Serdica Journal of Computing
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We consider point sets in (Z^2,n) where no three points are on a line – also called caps or arcs. For the determination of caps with maximum cardinality and complete caps with minimum cardinality we provide integer linear programming formulations and identify some values for small n.
Józef H. Przytycki (1983)
Collectanea Mathematica
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R. Ramírez, N. Sadovskaia (1996)
Collectanea Mathematica
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The aim of this paper is to construct the analytic vector fields with given as trajectories or solutions. In particular we construct the polynomial vector field from given conics (ellipses, hyperbola, parabola, straight lines) and determine the differential equations from a finite number of solutions.