Related papers: Testing for Parallelism Between Trends in Multiple…
Separate constituents of extended systems measure proper-times on different world-lines. Relating and comparing proper-time measurements along any two such world-lines requires that common simultaneity be possible, which in turn implies…
We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two-regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…
Binomial time series in which the logit of the probability of success is modelled as a linear function of observed regressors and a stationary latent Gaussian process are considered. Score tests are developed to first test for the existence…
The dynamics of non-equilibrium Ising model with parallel updates is investigated using a generalized mean field approximation that incorporates multiple two-site correlations at any two time steps, which can be obtained recursively. The…
The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a $L_2$-distance comparing a parametric and a nonparametric…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
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…
The combination of nondeterminism and probability in concurrent systems lead to the development of several interpretations of process behavior. If we restrict our attention to linear properties only, we can identify three main approaches to…
In this paper, we propose an empirical method for evaluating the performance of parallel code. Our method is based on a simple idea that is surprisingly effective in helping to identify causes of poor performance, such as high…
In this paper, we propose a new spectral-based approach to hypothesis testing for populations of networks. The primary goal is to develop a test to determine whether two given samples of networks come from the same random model or…
In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…
In this paper, we investigate hypothesis testing for the linear combination of mean vectors across multiple populations through the method of random integration. We have established the asymptotic distributions of the test statistics under…
The current algorithms are based on linear model, for example, Precision Time Protocol (PTP) which requires frequent synchronization in order to handle the effects of clock frequency drift. This paper introduces a nonlinear approach to…
Persistent homology allows us to create topological summaries of complex data. In order to analyse these statistically, we need to choose a topological summary and a relevant metric space in which this topological summary exists. While…
Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…
We report on an experimental investigation into opportunities for parallelism in beliefnet inference. Specifically, we report on a study performed of the available parallelism, on hypercube style machines, of a set of randomly generated…
A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelation and cross-correlation of residuals and squared residuals…