The main objective of this paper is to propose a feasible, model free estimator of the predictive density of integrated volatility. In this sense, we extend recent papers by Andersen, Bollerslev, Diebold and Labys (2003), and by Andersen, Bollerslev and Meddahi (2004, 2005), who address the issue of pointwise prediction of volatility via ARMA models, based on the use of realized volatility. Our...

It is well known that phonemcs have different acoustic/phonetic realizations depending on the context. Fur example, the p h o n e m e / t / is typically realized with a different allophone (phonetic variant) in syllable initial position than in syllable final position. In syllable initial position (e.g., Tom),/ t / is almost always released (with a strong burst of energy) and aspirated (with h-...

This paper establishes a global contraction property for networks of phase-coupled oscillators characterized by a monotone coupling function. The contraction measure is a total variation distance. The contraction property determines the asymptotic behavior of the network, which is either finite-time synchronization or asymptotic convergence to a splay state.

The Japanese Antarctic Research Expedition has conducted geomagnetic observations at Syowa Station, Antarctica, since 1966. Geomagnetic variation data measured with a fluxgate magnetometer are not absolute but are relative to a baseline and show drift. To enhance the importance of the geomagnetic data at Syowa station, therefore, it is necessary to correct the continuous variation data by using...

In this note, we aim to present some properties of the space of all weakly fuzzy bounded linear operators, with the Bag and Samanta’s operator norm on Felbin’s-type fuzzy normed spaces. In particular, the completeness of this space is studied. By some counterexamples, it is shown that the inverse mapping theorem and the Banach-Steinhaus’s theorem, are not valid for this fuzzy setting. Also...

In this paper, we are concerned with the following fractional Schrödinger-Poisson system:    (−∆s)u + V (x)u + φu = m(x)|u|q−2|u|+ f(x,u), x ∈ Ω, (−∆t)φ = u2, x ∈ Ω, u = φ = 0, x ∈ ∂Ω, where s,t ∈ (0,1], 2t + 4s > 3, 1 < q < 2 and Ω is a bounded smooth domain of R3, and f(x,u) is linearly bounded in u at infinity. Under some assumptions on m, V and f we obtain the existence of non-trivial so...