Related papers: Multifractal analysis in a mixed asymptotic framew…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
For nonparametric inference about a function, multiscale testing procedures resolve the need for bandwidth selection and achieve asymptotically optimal detection performance against a broad range of alternatives. However, critical values…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…
We reconcile for the first time the strict mathematical formalism of multivariate cumulants with the usage of cumulants in anisotropic flow analyses in high-energy nuclear collisions. This reconciliation yields to the next generation of…
We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…
We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial…
We conduct the multifractal analysis of the level sets of the asymptotic behavior of almost additive continuous potentials $(\phi_n)_{n=1}^\infty$ on a topologically mixing subshift of finite type $X$ endowed itself with a metric associated…
The so-called partition function is a sample moment statistic based on blocks of data and it is often used in the context of multifractal processes. It will be shown that its behaviour is strongly influenced by the tail of the distribution…
We study Mandelbrot's multiplicative cascade measures at the critical temperature. As has been recently shown by Barral, Rhodes and Vargas (arXiv:1203.5445), an appropriately normalized sequence of cascade measures converges weakly in…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…
We establish the universal edge scaling limit of random partitions with the infinite-parameter distribution called the Schur measure. We explore the asymptotic behavior of the wave function, which is a building block of the corresponding…
While entanglement is believed to be an important ingredient in understanding quantum many-body physics, the complexity of its characterization scales very unfavorably with the size of the system. Finding super-sets of the set of separable…
In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint asymptotic distribution of such…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
We present a new asymptotic strategy for general micro-macro models which analyze complex viscoelastic fluids governed by coupled multiscale dynamics. In such models, the elastic stress appearing in the macroscopic continuum equation is…
For noisy compressive sensing systems, the asymptotic distortion with respect to an arbitrary distortion function is determined when a general class of least-square based reconstruction schemes is employed. The sampling matrix is considered…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…