Related papers: Estimating a monotone trend
This contribution proposes a recursive, computationally efficient, ready-to-use, online method for the ellipsoidal state characterization for linear discrete-time models with additive unknown disturbances vectors (bounded by known possibly…
Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…
We propose a general framework for regularization in M-estimation problems under time dependent (absolutely regular-mixing) data which encompasses many of the existing estimators. We derive non-asymptotic concentration bounds for the…
We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…
We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…
We derive limiting distributions of symmetrized estimators of scatter, where instead of all $n(n-1)/2$ pairs of the $n$ observations we only consider $nd$ suitably chosen pairs, $1 \le d < \lfloor n/2\rfloor$. It turns out that the…
The paper deals with the study of rate-induced tipping in asymptotically autonomous scalar ordinary differential equations. We prove that, in such a tipping scenario, a solution which limits at a hyperbolic stable equilibrium of the past…
We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…
Change-point models are widely used by statisticians to model drastic changes in the pattern of observed data. Least squares/maximum likelihood based estimation of change-points leads to curious asymptotic phenomena. When the change-point…
We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…
When the number of subjects, $n$, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erd\"{o}s--R\'{e}nyi…
Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…
We establish sharp estimates for the convergence rate of the Kranosel'ski\v{\i}-Mann fixed point iteration in general normed spaces, and we use them to show that the asymptotic regularity bound recently proved in [11] (Israel Journal of…
We investigate the shrinking target and recurrence set associated to non-autonomous measure-preserving systems on compact metric spaces, establishing zero-one criteria in the spirit of classical Borel-Cantelli results. Our first main…
Following (Shevtsova, 2010) we introduce detailed classification of the asymptotically exact constants in natural estimates of the rate of convergence in the Lindeberg central limit theorem, namely in Esseen's, Rozovskii's, and Wang-Ahmad's…