Related papers: Testing stability in a spatial unilateral autoregr…
Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…
Assume that we observe a stochastic process $(X(t))_{t\in[-r,T]}$, which satisfies the linear stochastic delay differential equation \[ \mathrm{d} X(t) = \vartheta \int_{[-r,0]} X(t + u) \, a(\mathrm{d} u) \, \mathrm{d} t + \mathrm{d} W(t)…
We study the estimation of a stable Cox-Ingersoll-Ross model, which is a special subcritical continuous-state branching process with immigration. The process is characterized in terms of some stochastic equations. The exponential ergodicity…
A comprehensive, temporal and spatiotemporal linear stability analyses of a (driven) Oldroyd-B fluid with Poiseuille base flow profile in a horizontally aligned, square, Hele-Shaw cell is reported to identify the viable regions of…
Reproducibility is imperative for any scientific discovery. More often than not, modern scientific findings rely on statistical analysis of high-dimensional data. At a minimum, reproducibility manifests itself in stability of statistical…
We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…
In this paper, we describe a uniform and standardized approach for analytically verifying the stability of isotropic, incompressible hyperelastic material models. Here, we address {\sl stability} as fulfillment of the {\sc Hill} condition…
Influence of strong uniaxial small-scale anisotropy on the stability of inertial-range scaling regimes in a model of a passive transverse vector field advected by an incompressible turbulent flow is investigated by means of the field…
Variance estimation in the linear model when $p > n$ is a difficult problem. Standard least squares estimation techniques do not apply. Several variance estimators have been proposed in the literature, all with accompanying asymptotic…
Let $X$ be a compact K\"ahler manifold and $\alpha$ a K\"ahler class on $X$. We prove that if $(X,\alpha)$ is uniformly K-stable for models, then there is a unique cscK metric in $\alpha$. This was first proved in the algebraic case by Chi…
In this paper we propose a semiparametric spatial autoregressive model that combines a linear covariate component with a nonparametrically estimated spatial term, allowing flexible dependence modeling without restrictive covariance…
Cross-validation (CV) is known to provide asymptotically exact tests and confidence intervals for model improvement but only when the model comparison is relatively stable. Surprisingly, we prove that even simple, individually stable models…
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…
Given a homogeneous linear discrete or continuous dynamical system, its stability index is given by the dimension of the stable manifold of the zero solution. In particular, for the $n$ dimensional case, the zero solution is globally…
We study nonlinear stability of pulled fronts in scalar parabolic equations on the real line of arbitrary order, under conceptual assumptions on existence and spectral stability of fronts. In this general setting, we establish sharp…
In this paper we are interested in the Maximum Likelihood Estimator (MLE) of the vector parameter of an autoregressive process of order $p$ with regular stationary Gaussian noise. We exhibit the large sample asymptotical properties of the…
Measuring the stability of conclusions derived from Ordinary Least Squares linear regression is critically important, but most metrics either only measure local stability (i.e. against infinitesimal changes in the data), or are only…
This paper presents some new criteria for partial exponential stability of a slow-fast nonlinear system with a fast scalar variable using periodic averaging methods. Unlike classical averaging techniques, we construct an averaged system by…
We obtain new explicit exponential stability conditions for the linear scalar neutral equation with two bounded delays $ (x(t)-a(t)x(g(t)))'+b(t)x(h(t))=0, $ where $|a(t)| \leq A_0 < 1$, $0<b_0\leq b(t)\leq B_0$, assuming that all…
In this paper, we explore instability regions of non-static axial reflection symmetric spacetime with anisotropic source in the interior. We impose linear perturbation on the Einstein field equations and dynamical equations to establish the…