Related papers: Some thoughts on Le Cam's statistical decision the…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
What is Statistics? Opinions vary. In fact, there is a continuous spectrum of attitudes toward statistics ranging from pure theoreticians, proving asymptotic efficiency and searching for most powerful tests, to wild practitioners, blindly…
The randomized midpoint method, proposed by [SL19], has emerged as an optimal discretization procedure for simulating the continuous time Langevin diffusions. Focusing on the case of strong-convex and smooth potentials, in this paper, we…
Le Cam's third/contiguity lemma is a fundamental probabilistic tool to compute the limiting distribution of a given statistic $T_n$ under a non-null sequence of probability measures $\{Q_n\}$, provided its limiting distribution under a null…
This paper develops a rigorous asymptotic framework for likelihood-based inference in the Block Maxima (BM) method for stationary time series. While Bayesian inference under the BM approach has been widely studied in the independence…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…
Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…
We study the asymptotic behaviour of sequences of multivariate random variables representing the number of occurrences of a given set of symbols in a word of length $n$ generated at random according to a rational stochastic model. Assuming…
Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…
We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory of semiparametric efficient estimation inapplicable.…
A refinement of so-called fast Johnson-Lindenstrauss transform, due to Ailon and Chazelle (2006), and Matou\v{s}ek (2008), is proposed. While it preserves the time efficiency and simplicity of implementation of the original construction, it…
The article presents the results of experiments in computation of statistical values related to Young diagrams, including the estimates on maximum and average (by Plancherel distribution) dimension of irreducible representation of symmetric…
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
In this paper, we prove a local limit theorem and a refined continuity correction for the negative binomial distribution. We present two applications of the results. First, we find the asymptotics of the median for a…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…