Related papers: $L_2$-Small Deviations for Weighted Stationary Pro…

In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary functional time series (LSFTS) that takes values in a…

The main objective of the paper is to obtain sharp Lipschitz type estimates for the norm of operator differences $f(L_1,M_1)-f(L_2,M_2)$ for pairs $(L_1,M_1)$ and $(L_2,M_2)$ of commuting maximal dissipative operators. To obtain such…

We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…

The asymptotic properties of negative order pseudo-differential operators have been an important part of the spectral theory since H.Weyl's classical results. In this paper, we derive a spectral asymptotic formula for the negative…

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…

We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish…

There is a well-known sequence of constants c_n describing the growth of supercritical Galton-Watson processes Z_n. With 'lower deviation probabilities' we refer to P(Z_n=k_n) with k_n=o(c_n) as n increases. We give a detailed picture of…

We consider generalized Bayesian inference on stochastic processes and dynamical systems with potentially long-range dependency. Given a sequence of observations, a class of parametrized model processes with a prior distribution, and a loss…

We consider the marginal models of Liang and Zeger [Biometrika 73 (1986) 13-22] for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic…

We establish general weighted $L^2$ inequalities for pseudodifferential operators associated to the H\"ormander symbol classes $S^m_{\rho,\delta}$. Such inequalities allow to control these operators by fractional "non-tangential" maximal…

Let x(s), s in R^d be a Gaussian self-similar random process of index H. We consider the problem of log-asymptotics for the probability p(T) that x(s), x(0)=0 does not exceed a fixed level in a star-shaped expanding domain TxG as T>>1. We…

In this paper, some various partial normality classes of weighted conditional expectation type operators on L2() are investigated. Also, some applications of weak hyponormal weighted conditional type operators are pre- sented.

In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…

In this work, we examine spectral properties of Markov transition operators corresponding to Gaussian perturbations of discrete time dynamical systems on the circle. We develop a method for calculating asymptotic expressions for eigenvalues…

In this paper, the asymptotics of the spectral data (eigenvalues and weight numbers) are obtained for the higher-order differential operators with distribution coefficients and separated boundary conditions. Additionally, we consider the…

In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…

We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We show the consistency and asymptotic…

In this paper, some sub-classes of paranormal weighted conditional expectation type operators, such as *-paranormal, quasi-*-paranormal and (n; k)-quasi-*-paranormal weighted conditional expectation type opera- tors on $L^2(\Sigma)$ are…

We study Cwikel-type estimates for the singular values and Schatten $\mathcal{L}_p$-norms of compositions of multiplication and convolution operators acting on stratified Lie groups. This enables us to obtain novel spectral asymptotic…