Related papers: Regularity of Non-Stationary Multivariate Subdivis…
A new equivalence notion between non-stationary subdivision schemes, termed asymptotical similarity, which is weaker than asymptotical equivalence, is introduced and studied. It is known that asymptotical equivalence between a…
In stationary subspace analysis (SSA) one assumes that the observable p-variate time series is a linear mixture of a k-variate nonstationary time series and a (p-k)-variate stationary time series. The aim is then to estimate the unmixing…
Several properties of stationary subdivision schemes are nowadays well understood. In particular, it is known that the polynomial generation and reproduction capability of a stationary subdivision scheme is strongly connected with sum…
We study partial H\"older regularity for nonlinear elliptic systems in divergence form with double-phase growth, modeling double-phase non-Newtonian fluids in the stationary case.
This paper presents a detailed regularity analysis of anisotropic wavelet frames and subdivision. In the univariate setting, the smoothness of wavelet frames and subdivision is well understood by means of the matrix approach. In the…
In this paper we prove global regularity results and Schauder estimates for non-divergence stationary operators of the form L=\sum_{i,j=1}^m a_{ij}(x) X_i X_j, where X_1, ..., X_m are homogeneous (but not necessarily left-invariant)…
We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the sequence. The segments are compared directly, rather than via…
The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…
This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…
In this paper, we study the global existence and regularity of H\"older continuous solutions for a series of nonlinear partial differential equations describing nonlinear waves.
We study scalar $d$-variate subdivision schemes, with dilation matrix 2I, satisfying the sum rules of order $k$. Using the results of M\"oller and Sauer, stated for general expanding dilation matrices, we characterize the structure of the…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…
In this paper, we study the Tikhonov regularization scheme in Hilbert scales for the nonlinear statistical inverse problem with a general noise. The regularizing norm in this scheme is stronger than the norm in Hilbert space. We focus on…
We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…
In this work, we investigate a quasilinear subdiffusion model which involves a fractional derivative of order $\alpha \in (0,1)$ in time and a nonlinear diffusion coefficient. First, using smoothing properties of solution operators for…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators for the time-varying regression functions that achieve uniform…
In this paper, we construct wavelet tight frames with n vanishing moments for Dubuc-Deslauriers 2npoint semi-regular interpolatory subdivision schemes. Our motivation for this construction is its practical use for further regularity…
We study statistical inference on unit roots and cointegration for time series in a Hilbert space. We develop statistical inference on the number of common stochastic trends embedded in the time series, i.e., the dimension of the…
We provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a homogeneity test in dense random graphs and…