Related papers: On parameter estimation for critical affine proces…

Error-in-variables regression is a common ingredient in treatment effect estimators using panel data. This includes synthetic control estimators, counterfactual time series forecasting estimators, and combinations. We study high-dimensional…

We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…

For a probability measure on a real separable Hilbert space, we are interested in "volume-based" approximations of the d-dimensional least squares error of it, i.e., least squares error with respect to a best fit d-dimensional affine…

This paper focuses on the study of semilinear fractional diffusion-wave equations in the context of critical nonlinearities. Firstly, we address the issue of local well-posedness for the problem, examine spatial regularity, and the…

A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…

We study a least squares estimator for an unknown parameter in the drift coefficient of a path- distribution dependent stochastic differential equation involving a small dispersion parameter epsilon greater than zero. The estimator, based…

We consider inference of the parameters of the diffusion term for Cox-Ingersoll-Ross and similar processes with a power type dependence of the diffusion coefficient from the underlying process. We suggest some original pathwise estimates…

In this article we study the asymptotic behaviour of the least square estimator in a linear regression model based on random observation instances. We provide mild assumptions on the moments and dependence structure on the randomly spaced…

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…

Two types of random evolution processes are studied for ensembles of the standard map with driving parameter $K$ that determines its degree of stochasticity. For one type of processes the parameter $K$ is chosen at random from a Gaussian…

In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular, we assume that one must time-discretize the partially…

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…

Anisotropic diffusion filtering for signal smoothing as a low-pass filter has the advantage of the edge-preserving, i.e., it does not affect the edges that contain more critical data than the other parts of the signal. In this paper, we…

We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-log likelihood functions of the diffusion parameter and the…

In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with…

In this paper we shall prove the weak convergence of the associated diffusion processes of regular subspaces with monotone characteristic sets for a fixed Dirichlet form. More precisely, given a fixed 1-dimensional diffusion process and a…

Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller…

Intensity-based multistate models provide a useful framework for characterizing disease processes, the introduction of interventions, loss to follow-up, and other complications arising in the conduct of randomized trials studying complex…

Reactive sputtering is a plasma-based technique to deposit a thin film on a substrate. This contribution presents a novel parameter-interval estimation method for a well-established model that describes the uncertain and nonlinear reactive…

We consider binary liquid mixtures near their critical consolute points and exposed to geometrically flat but chemically structured substrates. The chemical contrast between the various substrate structures amounts to opposite local…