Related papers: Moment bounds for non-linear functionals of the pe…
This article develops nonparametric cointegrating regression models with endogeneity and semi-long memory. We assume that semi-long memory is produced in the regressor process by tempering of random shock coefficients. The fundamental…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
Assuming the Riemann Hypothesis, we obtain an upper bound for the 2k-th moment of the derivative of the Riemann zeta-function averaged over the non-trivial zeros of $\zeta(s)$ for every positive integer k. Our bounds are nearly as sharp as…
In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum $S_n$ of $n$ independent centered random variables with moments of order four and its first-order…
Assuming the Generalized Riemann Hypothesis, we obtain a lower bound within a constant factor of the conjectured asymptotic result for the second moment for primes in an individual arithmetic progression in short intervals. Previous results…
We establish Hermite expansion characterizations for several subspaces of the Fr\'{e}chet space of functions on the real line satisfying \begin{equation*} |f(x)| \lesssim e^{-(\frac{1}{2} - \lambda ) x^{2}} , \qquad | \widehat{f}(\xi )|…
The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…
We study estimation and inference for the mean of real-valued random functions defined on a hypercube. The independent random functions are observed on a discrete, random subset of design points, possibly with heteroscedastic noise. We…
Consider a nonuniformly hyperbolic map $ T $ modelled by a Young tower with tails of the form $ O(n^{-\beta}) $, $ \beta>2 $. We prove optimal moment bounds for Birkhoff sums $ \sum_{i=0}^{n-1}v\circ T^i $ and iterated sums $ \sum_{0\le…
We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…
The aim of this paper is to establish various factorization results and then to derive estimates for linear functionals through the use of a generalized Taylor theorem. Additionally, several error bounds are established including…
In this paper we derive a priori $L^\infty(L^2)$ and $L^2(L^2)$ error estimates for a linear advection-reaction equation with inlet and outlet boundary conditions. The goal is to derive error estimates for the discontinuous Galerkin (DG)…
We establish an $L_1$-bound between the coefficients of the optimal causal filter applied to the data-generating process and its finite sample approximation. Here, we assume that the data-generating process is a second-order stationary time…
Statistical inference for time series such as curve estimation for time-varying models or testing for existence of change-point have garnered significant attention. However, these works are generally restricted to the assumption of…
Edgeworth expansions of first and second order are established for general linear rank statistics under the null hypothesis with asymptotically ''sufficiently'' small remainder terms. The methods used are the Stein method combined with an…
Using the Girard--Newton formulae, I give a simple proof of isotropic square function estimates for extension operators along the moment curve in generic local fields. Using Bezout's Theorem and the Implicit Function Theorem, I give an…
We examine the size of $E_{2}(T)$, the error term in the asymptotic formula for $\int_{0}^{T} |\zeta(1/2 + it)|^{4}\, dt$ where $\zeta(s)$ is the Riemann zeta-function. We make improvements in the powers of $\log T$ in the known bounds for…
Following a strategy suggested by Michel--Venkatesh, we study the cubic moment of automorphic $L$-functions on $\operatorname{PGL}_2$ using regularized diagonal periods of products of Eisenstein series. Our main innovation is to produce…
We prove moment inequalities for exponential sums with respect to singular measures, whose Fourier decay matches those of curved hypersurfaces. Our emphasis will be on proving estimates that are sharp with respect to the scale parameter…
We refine a recent heuristic developed by Keating and the second author. Our improvement leads to a new integral expression for the conjectured asymptotic formula for shifted moments of the Riemann zeta-function. This expression is…