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Time- and state-domain methods are two common approaches to nonparametric prediction. Whereas the former uses data predominantly from recent history, the latter relies mainly on historical information. Combining these two pieces of valuable information is an interesting challenge in statistics. We surmount this problem by dynamically integrating information from both the time and state domains. The estimators from these two domains are optimally combined based on a data-driven weighting strategy, which provides a more efficient estimator of volatility. Asymptotic normality is separately established for the time domain, the state domain, and the integrated estimators. By comparing the efficiency of the estimators, we demonstrate that the proposed integrated estimator uniformly dominates the other two estimators. The proposed dynamic integration approach is also applicable to other estimation problems in time

In this paper, we study the strong convergence of a sequence of uniform<i>L^p</i>_loc(<b>R</b><b>R</b>⁺) bounded approximate solutions {<i>u</i>(<i>x</i>,<i>t</i>)} to the following scalar conservation laws[formula]with initial data[formula]Without the convexity assumption and growth condition at infinity for<i>f</i>(<i>x</i>,<i>t</i>,<i>u</i>), we prove strong convergence of a subsequence of {<i>u</i>(<i>x</i>,<i>t</i>)}. Under a more general growth condition than those in the previous work, we prove the existence of weak solution for the equation. The result obtained here generalizes those in earlier work. Some applications of the results are also given at the end of this paper.

The paper is Part III of our ongoing project to study a case of Crepant Transformation Conjecture: K-equivalence Conjecture for ordinary flops. In this paper we prove the invariance of quantum rings for general ordinary flops, whose local models are certain non-split toric bundles over arbitrary smooth base. An essential ingredient in the proof is a quantum splitting principle, which reduces a statement in Gromov--Witten theory on non-split bundles to the case of split bundles.

We study chiral algebras associated with Argyres-Douglas theories engineered from M5 brane. For the theory engineered using 6d (2,0) type J theory on a sphere with a single irregular singularity (without mass parameter), its chiral algebra is the minimal model of W algebra of J type. For the theory engineered using an irregular singularity and a regular full singularity, its chiral algebra is the affine Kac-Moody algebra of J type. We can obtain the Schur index of these theories by computing the vacua character of the corresponding chiral algebra.