Related papers: A generalized nonlinear model for long memory cond…
We establish theoretical results about the low frequency contamination (i.e., long memory effects) induced by general nonstationarity for estimates such as the sample autocovariance and the periodogram, and deduce consequences for…
The objective of this paper is to complete certain issues from our recent contribution [J. Calatayud, J.-C. Cort\'es, M. Jornet, L. Villafuerte, Random non-autonomous second order linear differential equations: mean square analytic…
We consider the higher-order gravity theory derived from the quadratic lagrangian $R+\epsilon R^2$ in vacuum as a first-order (ADM-type) system with constraints, and build time developments of solutions of an initial value formulation of…
We prove a general theorem that the $L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{1}})\otimes L_{\rho}^2({\mathbb{R}^{d}};{\mathbb{R}^{d}})$ valued solution of an infinite horizon backward doubly stochastic differential equation, if exists,…
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local…
We study the Cauchy problem for the focusing nonlinear Schrodinger (NLS) equation. Using the DBAR generalization of the nonlinear steepest descent method we compute the long time asymptotic expansion of the solution in any fixed space-time…
We propose leave-out estimators of quadratic forms designed for the study of linear models with unrestricted heteroscedasticity. Applications include analysis of variance and tests of linear restrictions in models with many regressors. An…
This article considers the spatially inhomogeneous, non-cutoff Boltzmann equation. We construct a large-data classical solution given bounded, measurable initial data with uniform polynomial decay of mild order in the velocity variable. Our…
We propose a single chunk model of long-term memory that combines the basic features of the ACT-R theory and the multiple trace memory architecture. The pivot point of the developed theory is a mathematical description of the creation of…
We consider a multi-dimensional scalar wave equation with memory corresponding to the viscoelastic material described by a generalized Zener model. We deduce that this relaxation system is an example of a non-strictly hyperbolic system…
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying…
Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…
We consider the initial value problem associated to the neural field equation of Amari type with plasticity \[ u_t(x,t)=-u(x,t)+\int_{\Omega}w(x,y)[1+\gamma g( u(x,t) - u(y,t) )] f(u(y,t))\; dy, \;(x,t) \in \Omega \times (0, \infty), \]…
This paper offers a new method for estimation and forecasting of the volatility of financial time series when the stationarity assumption is violated. Our general local parametric approach particularly applies to general varying-coefficient…
In linear models, omitting a covariate that is orthogonal to covariates in the model does not result in biased coefficient estimation. This in general does not hold for longitudinal data, where additional assumptions are needed to get…
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
We study the non-Markovian random continuous processes described by the Mori-Zwanzig equation. As a starting point, we use the Markovian Gaussian Ornstein-Uhlenbeck process and introduce an integral memory term depending on the past of the…
We express the coverage (occupation fraction) $\theta$, in powers of time $t$ for four models of two-dimensional lattice random sequential adsorption (RSA) to very high orders by improving an algorithm developed by the present authors [J.…
This paper introduces a local-to-unity/small sigma process for a stationary time series with strong persistence and non-negligible long run risk. This process represents the stationary long run component in an unobserved short- and long-run…