Related papers: Certainty bands for the conditional cumulative dis…
We deduce the asymptotic error distribution of the Euler method for the nonlinear filtering problem with continuous-time observations. Previous works by several authors have shown that the error structure of the method is characterized by…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
Graph classification in medical imaging and drug discovery requires accuracy and robust uncertainty quantification. To address this need, we introduce Conditional Prediction ROC (CP-ROC) bands, offering uncertainty quantification for ROC…
The computation and inversion of the binomial and negative binomial cumulative distribution functions play a key role in many applications. In this paper, we explain how methods used for the central beta distribution function (described in…
We establish formulas for the constant factor in several asymptotic estimates related to the distribution of integer and polynomial divisors. The formulas are then used to approximate these factors numerically.
In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…
We suggest a method for constructing positive harmonic functions for a wide class of transition kernels on $Z^+$. We also find natural conditions under which these functions have positive finite limits at infinity. Further, we apply our…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identification result showing that, for continuous covariates,…
In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…
This paper is devoted to studying non-commensurate fractional order planar systems. Our contributions are to derive sufficient conditions for the global attractivity of non-trivial solutions to fractional-order inhomogeneous linear planar…
We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…
The paper studies frequency characteristics and predictability of real sequences, i.e., discrete time processes in deterministic setting. We consider band-limitness and predictability of one-sided sequences. We establish predictability of…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
In this paper we find asymptotic distribution for some unreliable networks. Using Markov Additive Structure and Adan, Foley, McDonald method, we find the exact asymptotic for the stationary distribution. With the help of MA structure and…
Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…
This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of L\'{e}vy densities under high-frequency observations. We assume that we observe $n$ discrete observations at frequency…
We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Koml\'os, Major, and Tusn\'ady (KMT) [1975,1976]. The constants…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…