Strong consistency of the local linear relative regression estimator for censored data [PDF]
Opuscula Mathematica, 2022 In this paper, we combine the local linear approach to the relative error regression estimation method to build a new estimator of the regression operator when the response variable is subject to random right censoring.
Feriel Bouhadjera, Elias Ould Saïd
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]
, 2011 By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke +5 more
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations [PDF]
, 2010 Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
Szpruch, Lukasz, Wu, Fuke, Mao, Xuerong
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Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations [PDF]
, 2011 This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the ...
Shen, Yi +5 more
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Estimating Smoothness and Optimal Bandwidth for Probability Density Functions
Stats, 2022 The properties of non-parametric kernel estimators for probability density function from two special classes are investigated. Each class is parametrized with distribution smoothness parameter. One of the classes was introduced by Rosenblatt, another one
Dimitris N. Politis +2 more
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Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations [PDF]
, 2007 Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability.
Yuan, C. +4 more
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Some remarks on the ergodic theorem for $U$-statistics
Comptes Rendus. Mathématique, 2023 In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and $L^1$ convergence and present some counter-examples showing that the $U$-statistic ...
Dehling, Herold +2 more
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Almost sure subexponential decay rates of scalar Ito-Volterra equations. [PDF]
, 2004 The paper studies the subexponential convergence of solutions of scalar Itˆo-Volterra equations. First, we consider linear equations with an instantaneous multiplicative noise term with intensity .
Appleby John A. D. +2 more
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Some Types of Convergence for Negatively Dependent Random Variables under Sublinear Expectations
Discrete Dynamics in Nature and Society, 2019 In this paper, we research complete convergence and almost sure convergence under the sublinear expectations. As applications, we extend some complete and almost sure convergence theorems for weighted sums of negatively dependent random variables from ...
Ruixue Wang, Qunying Wu
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DAVENPORT SERIES AND ALMOST-SURE CONVERGENCE [PDF]
The Quarterly Journal of Mathematics, 2010 We consider Davenport-like series with coecients in l 2 and discuss L 2 -convergence as well as almost-everywhere convergence. We give an example where both fail to hold. We next improve former sucient conditions under which these convergences are true.
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