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Introduced by Bean and O'Reilly (2014), a stochastic fluid-fluid process is a Markov processes $\{X_t, Y_t, \varphi_t\}_{t \geq 0}$, where the first fluid $X_t$ is driven by the Markov chain $\varphi_t$, and the second fluid $Y_t$ is driven…
We present a method to estimate Gibbs distributions with \textit{spatio-temporal} constraints on spike trains statistics. We apply this method to spike trains recorded from ganglion cells of the salamander retina, in response to natural…
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…
In this paper, we introduce a new class of estimators of the Hurst exponent of the fractional Brownian motion (fBm) process. These estimators are based on sample expectiles of discrete variations of a sample path of the fBm process. In…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…
The functional characterization of a measure, an essential but delicate aspect of Stein's method, is shown to be accessible for stable probability distributions on convex cones. This notion encompasses the usual stable distributions…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
Special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic moments for interaction U-statistics are…
This work presents the estimation of the parameters of an experimental setup, which is modeled as a system with three degrees of freedom, composed by a shaft, two rotors, and a DC motor, that emulates a drilling process. A Bayesian…
Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…
In this paper, we consider the problem of parameter estimating for a family of exponential distributions. We develop the improved estimation method, which generalized the James--Stein approach for a wide class of distributions. The proposed…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
We show that a Gibbs characterization of normalized generalized Gamma processes, recently obtained in Lijoi, Pr\"unster and Walker (2007), can alternatively be derived by exploiting a characterization of exponentially tilted Poisson-Kingman…
We study three Markov processes on infinite, unrooted, regular trees: the stochastic Ising model (also known as the Glauber heat bath dynamics of the Ising model), a majority voter dynamic, and a coalescing particle model. In each of the…
Stochastic formalisms are necessary to describe the behavior of many biological systems. However, there remains a lack of numerical methods available to calculate the stationary probability distributions of stochastic reaction networks. We…
Second-order statistics play a crucial role in analysing point processes. Previous research has specifically explored locally weighted second-order statistics for point processes, offering diagnostic tests in various spatial domains.…
Semiconductor device models are essential to understand the charge transport in thin film transistors (TFTs). Using these TFT models to draw inference involves estimating parameters used to fit to the experimental data. These experimental…
We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the…
The Arak process is a solvable stochastic process which generates coloured patterns in the plane. Patterns are made up of a variable number of random non-intersecting polygons. We show that the distribution of Arak process states is the…