Related papers: Moment bounds for non-linear functionals of the pe…
For a broad class of nonlinear time series known as Bernoulli shifts, we establish the asymptotic normality of the smoothed periodogram estimator of the long-run variance. This estimator uses only a narrow band of Fourier frequencies around…
This paper presents a novel boundary-optimized fast Fourier extension algorithm for efficient approximation of non-periodic functions. The proposed methodology constructs periodic extensions through strategic utilization of boundary…
In this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of empirical process invariance principle. This one is…
A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of…
We establish upper bounds for shifted moments of cubic and quartic Dirichlet $L$-functions under the generalized Riemann hypothesis. As an application, we prove bounds for moments of cubic and quartic Dirichlet character sums.
We investigate the behavior of Fourier transforms for a wide class of nonstationary nonlinear processes. Asymptotic central and noncentral limit theorems are established for a class of nondegenerate and degenerate weighted $V$-statistics…
We obtain asymptotic expansions for local probabilities of partial sums for uniformly bounded independent but not necessarily identically distributed integer-valued random variables. The expansions involve products of polynomials and…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
Consider the matrix products $G_n: = g_n \ldots g_1$, where $(g_{n})_{n\geq 1}$ is a sequence of independent and identically distributed positive random $d\times d$ matrices. Under the optimal third moment condition, we first establish a…
In this paper we present the Edgeworth expansion for the Euler approximation scheme of a continuous diffusion process driven by a Brownian motion. Our methodology is based upon a recent work \cite{Yoshida2013}, which establishes Edgeworth…
In this paper, we obtain under the assumption of the Generalized Riemann Hypothesis upper bounds for all high integral moments of sums of Fourier coefficients of a given modular form twisted by quadratic Dirichlet characters. We show the…
We establish sharp upper bounds for shifted moments of quadratic Dirichlet $L$-function under the generalized Riemann hypothesis. Our result is then used to prove bounds for moments of quadratic Dirichlet character sums.
We establish upper bounds for shifted moments of modular $L$-functions to a fixed modulus as well as quadratic twists of modular $L$-functions under the generalized Riemann hypothesis. Our results are then used to establish bounds for…
The main result of this note is the strengthening of a quite arbitrary a priori Fourier restriction estimate to a multi-parameter maximal estimate of the same type. This allows us to discuss a certain multi-parameter Lebesgue point property…
Let $d$ be any positive and non square integer. We prove an upper bound for the first two moments of the length $T(d)$ of the period of the continued fraction expansion for $\sqrt{d}$. This allows to improve the existing results for the…
The problem of convergence of moments of a sequence of random variables to the moments of its asymptotic distribution is important in many applications. These include the determination of the optimal training sample size in the cross…
Assuming the Riemann Hypothesis we obtain an upper bound for the moments of the Riemann zeta-function on the critical line. Our bound is nearly as sharp as the conjectured asymptotic formulae for these moments. The method extends to moments…
We give a conjecture for the moments of the Dedekind zeta function of a Galois extension via the hybrid product method. The moments of the product of primes are evaluated using the Montgomery-Vaughan mean value theorem whilst for the…
In the recent years, methods to estimate the memory parameter using wavelet analysis have gained popularity in many areas of science. Despite its widespread use, a rigorous semi-parametric asymptotic theory, comparable to the one developed…
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…