Related papers: On the variances of a spatial unit root model

Spatial unilateral autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the boundary of the domain of…

Least squares estimator of the stability parameter $\varrho := |\alpha| + |\beta|$ for a spatial unilateral autoregressive process $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\varepsilon_{k,\ell}$ is investigated. Asymptotic…

In this paper the asymptotic behavior of the conditional least squares estimators of the autoregressive parameters $(\alpha,\beta)$, of the stability parameter $\varrho := \alpha + \beta$, and of the mean $\mu$ of the innovation $\vare_k$,…

This paper deals with unit root issues in time series analysis. It has been known for a long time that unit root tests may be flawed when a series although stationary has a root close to unity. That motivated recent papers dedicated to…

This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive processes are considered, in which the bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with…

In this paper the asymptotic stability of equilibria and periodic points of the following higher order rational difference Equation x_{n+1} =(alpha x_{n-k})/(1+x_{n}...x_{n-k}), k>=1, n=0,1,... is studied where the parameters ?alpha, betta,…

The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…

We consider the asymptotic behavior of solutions of the difference equations of the form $x(n+1)=Ax(n) + \sum_{k=0}^n B(n-k)x(k) + y(n)$ in a Banach space $\X$, where $n=0,1,2,...$; $A,B(n)$ are linear bounded operator in $\X$. Our method…

This paper considers non-negative integer-valued autoregressive processes where the autoregression parameter is close to unity. We consider the asymptotics of this `near unit root' situation. The local asymptotic structure of the likelihood…

Let $X=\sum_{k=1}^\infty X_k \beta^{-k}$ be the base-$\beta$ expansion of a continuous random variable $X$ on the unit interval where $\beta$ is the golden ratio. We study the asymptotic distribution and convergence rate of the scaled…

In the present paper, we consider the linear autoregressive model in $\rr$, $$ X_{k,n}=\theta_n X_{k,n-1}+\xi_k, k=0,1,...,n, n\ge 1$$ where $\theta_n\in [0,1)$ is unknown, $(\xi_k)_{k\in\zz}$ is a sequence of centered i.i.d. r.v. valued in…

For an asymptotic $\ell_1$ space $X$ with a basis $(x_i)$ certain asymptotic $\ell_1$ constants, $\delta_\alpha (X)$ are defined for $\alpha <\omega_1$. $\delta_\alpha (X)$ measures the equivalence between all normalized block bases…

We consider asymptotically stable scalar difference equations with unit-norm initial conditions. First, it is shown that the solution may happen to deviate far away from the equilibrium point at finite time instants prior to converging to…

We study quasi-periodic eigenvalue problems that arise in the stability analysis of periodic traveling wave solutions to Hamiltonian PDEs. We establish bounds on regions in the complex plane when the eigenvalues may deviate from the…

Let K be a convex set in R d and let K $\lambda$ be the convex hull of a homogeneous Poisson point process P $\lambda$ of intensity $\lambda$ on K. When K is a simple polytope, we establish scaling limits as $\lambda$ $\rightarrow$ $\infty$…

We study the asymptotic behavior of the difference $\Delta \rho ^{X, Y}_\alpha := \rho _\alpha (X + Y) - \rho _\alpha (X)$ as $\alpha \rightarrow 1$, where $\rho_\alpha $ is a risk measure equipped with a confidence level parameter $0 <…

Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…

We study asymptotics of the spectral measure of a randomly chosen partial automorphism of a rooted tree. To every partial automorphism $x$ we assign its action matrix $A_x$. It is shown that the uniform distribution on eigenvalues of $A_x$…

This work is devoted to the study of the boundary value problem \begin{eqnarray}\nonumber (-1)^\alpha \Delta^\alpha u = (-1)^k S_k[u] + \lambda f, \qquad x &\in& \Omega \subset \mathbb{R}^N, \\ \nonumber u = \partial_n u = \partial_n^2 u =…

We consider the spectral problem \begin{equation*} \left\{\begin{array}{ll} -\Delta u_{\varepsilon}=\lambda(\varepsilon)\rho_{\varepsilon}u_{\varepsilon} & {\rm in}\ \Omega\\ \frac{\partial u_{\varepsilon}}{\partial\nu}=0 & {\rm on}\…