Inference on Common Trends in a Cointegrated Nonlinear SVAR
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley +1 more source
Conformal Invariance of Boundary Touching Loops of FK Ising Model. [PDF]
Kemppainen A, Smirnov S.
europepmc +1 more source
A sequential quadratic Hamiltonian‐based estimation method for Box‐Cox transformation cure model
ABSTRACT We propose an enhanced estimation method for the Box‐Cox transformation (BCT) cure rate model parameters by introducing a generic maximum likelihood estimation algorithm, the sequential quadratic Hamiltonian (SQH) scheme, which is based on a gradient‐free approach.
Phuong Bui +3 more
wiley +1 more source
A short proof of a central limit theorem for the order of the giant component and k$k$‐core
Abstract In this note we outline a new and simple approach to proving central limit theorems for various ‘global’ graph parameters that have robust ‘local’ approximations, using the Efron–Stein inequality, which relies on a combinatorial analysis of the stability of these approximations under resampling an edge.
Michael Anastos +3 more
wiley +1 more source
Role of exponential type random invexities for asymptotically sufficient efficiency conditions in semi-infinite multi-objective fractional programming. [PDF]
Verma RU, Seol Y.
europepmc +1 more source
Finding an almost perfect matching in a hypergraph avoiding forbidden submatchings
Abstract In 1973, Erdős conjectured the existence of high girth (n,3,2)$(n,3,2)$‐Steiner systems. Recently, Glock, Kühn, Lo, and Osthus and independently Bohman and Warnke proved the approximate version of Erdős' conjecture. Recently, Kwan, Sah, Sawhney, and Simkin proved Erdős' conjecture.
Michelle Delcourt, Luke Postle
wiley +1 more source
Invariant domain watermarking using heaviside function of order alpha and fractional Gaussian field. [PDF]
Abbasi A, Woo CS, Ibrahim RW, Islam S.
europepmc +1 more source
Stochastic population growth in spatially heterogeneous environments: the density-dependent case. [PDF]
Hening A, Nguyen DH, Yin G.
europepmc +1 more source
On a generalization of the martingale maximal theorem [PDF]
openaire +1 more source

