Information geometry and local asymptotic normality for multi-parameter estimation of quantum Markov dynamics [PDF]
, 2016 This paper deals with the problem of identifying and estimating dynamical parameters of continuous-time quantum open systems, in the input-output formalism.
M. Guţă, J. Kiukas
semanticscholar +1 more source
Wavelet-M-Estimation for Time-Varying Coefficient Time Series Models
Discrete Dynamics in Nature and Society, 2020 This paper proposes wavelet-M-estimation for time-varying coefficient time series models by using a robust-type wavelet technique, which can adapt to local features of the time-varying coefficients and does not require the smoothness of the unknown time ...
Xingcai Zhou, Fangxia Zhu
doaj +1 more source
Local limit theorem for coefficients of modified Borwein’s algorithm, proved by the ratio method
Lietuvos Matematikos Rinkinys, 2019 The paper continues the research of the modified Borwein method for the evaluation of the Riemann zeta-function. It provides a different perspective on the derivation of the local limit theorem for coefficients of the method.
Igoris Belovas
doaj +1 more source
Statistical Theory and Related Fields, 2022 This paper deals with the conditional density estimator of a real response variable given a functional random variable (i.e., takes values in an infinite-dimensional space).
Fadila Benaissa +2 more
doaj +1 more source
Inference in non stationary asymmetric garch models [PDF]
, 2013 This paper considers the statistical inference of the class of asymmetric power-transformed GARCH(1,1) models in presence of possible explosiveness. We study the explosive behavior of volatility when the strict stationarity condition is not met. This
Francq, Christian, Zakoian, Jean-Michel
core +2 more sources
Asymptotics for L 1 $L_{1}$ -wavelet method for nonparametric regression
Journal of Inequalities and Applications, 2020 Wavelets are particularly useful because of their natural adaptive ability to characterize data with intrinsically local properties. When the data contain outliers or come from a population with a heavy-tailed distribution, L 1 $L_{1}$ -estimation should
Xingcai Zhou, Fangxia Zhu
doaj +1 more source
Local linear modelling of the conditional distribution function for functional ergodic data
Mathematical Modelling and Analysis, 2022 The focus of functional data analysis has been mostly on independent functional observations. It is therefore hoped that the present contribution will provide an informative account of a useful approach that merges the ideas of the ergodic theory and ...
Somia Ayad +3 more
doaj +1 more source
Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion [PDF]
, 2016 We consider a one-dimensional diffusion whose drift contains a deterministic periodic signal with unknown periodicity T and carrying some unknown d-dimensional shape parameter $$\vartheta $$ϑ.
S. Holbach
semanticscholar +1 more source
Local de-biased Whittle likelihood method for spatial lattice data
上海师范大学学报. 自然科学版, 2022 The likelihood method based on large-scale spatial data on multi-dimensional grids is often encountered with the problem of computational difficulty.
YAO Kaili +3 more
doaj +1 more source
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model [PDF]
, 2010 This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vect{\theta}$ parameterizing a stationary Gibbs point process.
Coeurjolly, Jean-François +1 more
core +5 more sources