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Statistical inference for nonergodic weighted fractional Vasicek models
Modern Stochastics: Theory and Applications, 2021 A problem of drift parameter estimation is studied for a nonergodic weighted fractional Vasicek model defined as $d{X_{t}}=\theta (\mu +{X_{t}})dt+d{B_{t}^{a,b}}$, $t\ge 0$, with unknown parameters $\theta >0$, $\mu \in \mathbb{R}$ and $\alpha :=\theta ...
Khalifa Es-Sebaiy +2 more
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Strong Consistency of Spectral Clustering for Stochastic Block Models [PDF]
IEEE Transactions on Information Theory, 2017 In this paper we prove the strong consistency of several methods based on the spectral clustering techniques that are widely used to study the community detection problem in stochastic block models (SBMs).
Liangjun Su, Wuyi Wang, Yichong Zhang
semanticscholar +1 more source
Strong consistency for delta sequence ratios [PDF]
Research Papers in Economics, 2008 Almost sure convergence for ratios of delta functions establishes global and local strong consistency for a variety of estimates and data generations. For instance, the empirical probability function from independent identically distributed random vectors, the empirical distribution for univariate independent identically distributed observations, and ...
Poniatowski, Wladyslaw +1 more
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On Consistency of the Nearest Neighbor Estimator of the Density Function for m-AANA Samples
Mathematics, 2023 In this paper, by establishing a Bernstein inequality for m-asymptotically almost negatively associated random variables, some results on consistency for the nearest neighbor estimator of the density function are further established.
Xin Liu, Yi Wu, Wei Wang, Yong Zhu
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Strong consistencies of the bootstrap moments [PDF]
International Journal of Mathematics and Mathematical Sciences, 1991 Let X be a real valued random variable with E|X|r+δ < ∞ for some positive integer r and real number, δ, 0 < δ ≤ r, and let {X, X1, X2, …} be a sequence of independent, identically distributed random variables. In this note, we prove that, for almost all w ∈ Ω, with probability 1.
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Parameter estimation in mixed fractional stochastic heat equation
Modern Stochastics: Theory and Applications, 2023 The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution.
Diana Avetisian, Kostiantyn Ralchenko
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A nonparametric test for comparing survival functions based on restricted distance correlation
Dependence Modeling, 2023 In this article, we propose an omnibus test for comparing two survival functions under non-proportional hazards. The test statistic is based on a product-limit estimate of the restricted distance correlation, which is closely related to the L2{L}_{2 ...
Zhang Qingyang
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Modern Stochastics: Theory and Applications, 2016 We consider a stochastic differential equation of the form \[ dX_{t}=\theta a(t,X_{t})\hspace{0.1667em}dt+\sigma _{1}(t,X_{t})\sigma _{2}(t,Y_{t})\hspace{0.1667em}dW_{t}\] with multiplicative stochastic volatility, where Y is some adapted stochastic ...
Meriem Bel Hadj Khlifa +3 more
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A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods
Stats, 2020 The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem.
Salim Bouzebda, Christophe Chesneau
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Adequacy analysis the model of strong replicas agreement in NoSQL databases [PDF]
Компьютерные исследования и моделирование, 2016 In this article the model of strong replicas agreement was analyzed. The process of preparing and conducting the nature experiment in the cloud in order to proof the model adequacy was described.
Evgeny Vasilievich Tsviashchenko
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