A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, Volume 94, Issue 2, Page 347-381, August 2026.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
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Least Trimmed Squares: Cointegration and Outliers
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 690-711, August 2026.ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
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A sequential quadratic Hamiltonian‐based estimation method for Box‐Cox transformation cure model
Statistica Neerlandica, Volume 80, Issue 3, August 2026.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
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A short proof of a central limit theorem for the order of the giant component and k$k$‐core
Bulletin of the London Mathematical Society, Volume 58, Issue 8, August 2026.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
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Finding an almost perfect matching in a hypergraph avoiding forbidden submatchings
Journal of the London Mathematical Society, Volume 114, Issue 2, August 2026.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
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The dynamical Ising-Kac model in 3D converges to Φ 3 4. [PDF]
Probab Theory Relat FieldsGrazieschi P, Matetski K, Weber H.
europepmc +1 more source
Acute threshold dynamics of an epidemic system with quarantine strategy driven by correlated white noises and Lévy jumps associated with infinite measure. [PDF]
Int J Dyn Control, 2023 Sabbar Y, Kiouach D, Rajasekar SP.
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SuperARC: a test for artificial superintelligence based on compressed modelling, recursive prediction and problem complexity. [PDF]
Nat CommunHernández-Espinosa A +3 more
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Control in Probability for SDE Models of Growth Population. [PDF]
Appl Math Optim, 2022 Pérez-Aros P, Quiñinao C, Tejo M.
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