Related papers: Adaptive test for ergodic diffusions plus noise
In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…
We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
This paper develops inference methods for ratios of deterministic trend slopes in systems of pairs of time series. Hypotheses based on linear cross-equation restrictions are considered with particular interest in tests that trend ratios are…
The behaviour of many dynamic real phenomena shows different phases, with each one following a sigmoidal type pattern. This requires studying sigmoidal curves with more than one inflection point. In this work, a diffusion process is…
We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specified. It compares the squared prediction errors of models…
In supervised learning, automatically assessing the quality of the labels before any learning takes place remains an open research question. In certain particular cases, hypothesis testing procedures have been proposed to assess whether a…
New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…
Noise generated by wind turbines is significantly impacted by its propagation in the atmosphere. Hence, for annoyance issues an accurate prediction of sound propagation is critical to determine noise levels around wind turbines. This study…
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…
We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…
Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
The modes of a statistical population are high frequency points around which most of the probability mass is accumulated. For the particular case of circular densities, we address the problem of testing if, given an observed sample of a…
We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…
In model checking for regressions, nonparametric estimation-based tests usually have tractable limiting null distributions and are sensitive to oscillating alternative models, but suffer from the curse of dimensionality. In contrast,…
In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…
In this paper, we develop modified versions of the likelihood ratio test for multivariate heteroskedastic errors-in-variables regression models. The error terms are allowed to follow a multivariate distribution in the elliptical class of…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
Intraclass correlation in bilateral data has been investigated in recent decades with various statistical methods. In practice, stratifying bilateral data by some control variables will provide more sophisticated statistical results to…