Related papers: Moment bounds for non-linear functionals of the pe…
We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to…
We derive Edgeworth expansions that describe corrections to the Gaussian limiting behaviour of slow-fast systems. The Edgeworth expansion is achieved using a semi-group formalism for the transfer operator, where a Duhamel-Dyson series is…
We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…
We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound for the risk and then construct an…
Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…
The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of…
This paper studies higher-order inference properties of nonparametric local polynomial regression methods under random sampling. We prove Edgeworth expansions for $t$ statistics and coverage error expansions for interval estimators that (i)…
In this article, we prove Herglotz's theorem for Hilbert-valued time series. This requires the notion of an operator-valued measure, which we shall make precise for our setting. Herglotz's theorem for functional time series allows to…
In this paper, we consider the one-term Edgeworth expansion for finite population L-statistics. We provide an explicit formula for the Edgeworth correction term and give sufficient conditions for the validity of the expansion which are…
This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…
In this paper, we investigate the size of moments of quadratic character sums averaged over the family of fundamental discriminants. We obtain an asymptotic formula for all integer moments in a restricted range of parameters using a…
We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…
We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…
In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint…
This paper studies a Dantzig-selector type regularized estimator for linear functionals of high-dimensional linear processes. Explicit rates of convergence of the proposed estimator are obtained and they cover the broad regime from i.i.d.…
In this paper, we study time-asymptotic propagation phenomena for a class of dispersive equations on the line by exploiting precise estimates of oscillatory integrals. We propose first an extension of the van der Corput Lemma to the case of…
Fourier series approximations of continuous but nonperiodic functions on an interval suffer the Gibbs phenomenon, which means there is a permanent oscillatory overshoot in the neighbourhoods of the endpoints. Fourier extensions circumvent…
Decomposition theorems in classical Fourier analysis enable us to express a bounded function in terms of few linear phases with large Fourier coefficients plus a part that is pseudorandom with respect to linear phases. The Goldreich-Levin…
We improve the error term in the van der Corput transform for exponential sums \sum_{a \le n \le b} g(n) exp(2\pi i f(n)). For many functions g and f, we can extract the next term in the asymptotic, showing that previous results, such as…