Related papers: On the variances of a spatial unit root model
We study the stability of amorphous solids, focusing on the distribution P(x) of the local stress increase x that would lead to an instability. We argue that this distribution is singular P(x)x^{\theta}, where the exponent {\theta} is…
An asymptotic analysis is performed for thin anisotropic elastic plate clamped along its lateral side and also supported at a small area $\theta_{h}$ of one base with diameter of the same order as the plate thickness $h\ll1.$ A…
Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…
This paper addresses the asymptotic approximations of the stable and unstable manifolds for the saddle fixed point and the 2-periodic solutions of the difference equation $x_{n+1} = \alpha + \beta x_{n-1}+x_{n-1}/x_{n},$ where $\alpha>0,$…
We establish the asymptotic theory in quantile autoregression when the model parameter is specified with respect to moderate deviations from the unit boundary of the form (1 + c / k) with a convergence sequence that diverges at a rate…
This paper develops a unified finite-time theory for the ordinary least squares estimation of possibly unstable and even slightly explosive vector autoregressive models under linear restrictions, with the applicable region $\rho(A)\leq…
This paper examines the asymptotic inference for AR(1) models with a possible structural break in the AR parameter $\beta $ near the unity at an unknown time $k_{0}$. Consider the model $y_{t}=\beta_{1}y_{t-1}I\{t\leq k_{0}\}+\beta…
We consider the adaptive Lasso estimator with componentwise tuning in the framework of a low-dimensional linear regression model. In our setting, at least one of the components is penalized at the rate of consistent model selection and…
In this paper, we develop a restricted eigenvalue condition for unit-root non-stationary data and derive its validity under the assumption of independent Gaussian innovations that may be contemporaneously correlated. The method of proof…
A unit root test is proposed for time series with a general nonlinear deterministic trend component. It is shown that asymptotically the pooled OLS estimator of overlapping blocks filters out any trend component that satisfies some…
We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…
We consider a family of linear viscoelastic shells with thickness $2\varepsilon$ ( $\varepsilon$ , small parameter), clamped along a portion of their lateral face, all having the same middle surface $S$. We formulate the three-dimensional…
We investigate the estimation of parameters in the random coefficient autoregressive model. We consider a nonstationary RCA process and show that the innovation variance parameter cannot be estimated by the quasi-maximum likelihood method.…
Spatial linear instability analysis is employed to investigate the instability of a viscoelastic liquid jet in a co-flowing gas stream. The theoretical model incorporates a non-uniform axial base profile represented by a hyperbolic tangent,…
In this work we study the sequence of variational eigenvalues of a system of resonant type involving $p-$ and $q-$laplacians on $\Omega \subset \R^N$, with a coupling term depending on two parameters $\alpha$ and $\beta$ satisfying…
We consider the problem of estimating an unknown $\theta\in {\mathbb{R}}^n$ from noisy observations under the constraint that $\theta$ belongs to certain convex polyhedral cones in ${\mathbb{R}}^n$. Under this setting, we prove bounds for…
This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with deterministically time-varying parameters. A key feature of the proposed approach is to allow for time-varying stationarity in…
We consider random geometric graphs on the plane characterized by a non-uniform density of vertices. In particular, we introduce a graph model where $n$ vertices are independently distributed in the unit disc with positions, in polar…
A nonuniform Neumann boundary-value problem is considered for the Poisson equation in a thin $3D$ aneurysm-type domain that consists of thin curvilinear cylinders that are joined through an aneurysm of diameter $\mathcal{O}(\varepsilon).$ A…
We study the rate of convergence for (variational) eigenvalues of several non-linear problems involving oscillating weights and subject to different kinds of boundary conditions in bounded domains.