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In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent. A new test statistic…

Methodology · Statistics 2023-04-17 Degui Li , Runze Li , Han Lin Shang

The extensive use of the structure function (SF) in the field of blazar variability suggests that characteristics time-scales are embedded in the light curves of these objects. We argue that for blazar variability studies, the SF results…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-14 Dimitrios Emmanoulopoulos , Ian M. McHardy , Phil Uttley

We present a model that explains the origin and predicts the statistical properties of columnar quasi-hexagonal crack patterns, as observed in the columnar jointing of basaltic lava flows. Irregular fractures appear at the surface of the…

Statistical Mechanics · Physics 2016-08-31 E. A. Jagla , A. G. Rojo

We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…

Statistics Theory · Mathematics 2021-01-06 Mikkel Bennedsen , Ulrich Hounyo , Asger Lunde , Mikko S. Pakkanen

This paper investigates the asymptotic behavior of structural break tests in the harmonic domain for time dependent spherical random fields. In particular, we prove a functional central limit theorem result for the fluctuations over time of…

Statistics Theory · Mathematics 2024-07-31 Alessia Caponera , Domenico Marinucci , Anna Vidotto

Experiments on fracture surface morphologies offer increasing amounts of data that can be analyzed using methods of statistical physics. One finds scaling exponents associated with correlation and structure functions, indicating a rich…

Materials Science · Physics 2009-11-11 Eran Bouchbinder , Itamar Procaccia , Shani Sela

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

Breaking of an atomic chain under stress is a collective many-particle tunneling phenomenon. We study classical dynamics in imaginary time by using conformal mapping technique, and derive an analytic formula for the probability of breaking.…

Condensed Matter · Physics 2008-04-12 L. S. Levitov , A. V. Shytov , A. Yu. Yakovets

A standard approach for assessing the performance of partition models is to create synthetic data sets with a prespecified clustering structure, and assess how well the model reveals this structure. A common format is that subjects are…

Methodology · Statistics 2025-07-08 Michail Papathomas

In this paper, we consider the problem of estimating the covariance kernel and its eigenvalues and eigenfunctions from sparse, irregularly observed, noise corrupted and (possibly) correlated functional data. We present a method based on…

Methodology · Statistics 2008-07-09 Debashis Paul , Jie Peng

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

The theory of mesoscopic fluctuations is applied to inhomogeneous solids consisting of chaotically distributed regions with different crystalline structure. This approach makes it possible to describe statistical properties of such mixture…

Statistical Mechanics · Physics 2015-06-25 V. I. Yukalov

For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…

Statistics Theory · Mathematics 2021-11-16 Alessandro Casini , Pierre Perron

We characterize the spectrum (and its parts) of operators which can be represented as G=A+BC for a simpler operator A and a structured perturbation BC. The interest in this kind of perturbations is motivated, e.g., by perturbations of the…

Spectral Theory · Mathematics 2016-10-05 Martin Adler , Klaus-Jochen Engel

We study the effect of gradual symmetry breaking in a non-integrable system on the level fluctuation statistics. We consider the case when the symmetry is represented by a quantum number that takes one of two possible values, so that the…

Chaotic Dynamics · Physics 2009-11-07 A. Abd El-Hady , A. Y. Abul-Magd , M. H. Simbel

The scope of the paper is the theoretical analysis of the time rate in which a dynamical system reaches a stable stationary state or stable oscillations. The method used for the analysis is based on the so-called iterative time profiles,…

General Mathematics · Mathematics 2026-02-10 Marek Berezowski , Katarzyna Bizon

This study presents the formulation, the numerical solution, and the validation of a theoretical framework based on the concept of variable-order mechanics and capable of modeling dynamic fracture in brittle and quasi-brittle solids. More…

Materials Science · Physics 2020-08-26 Sansit Patnaik , Fabio Semperlotti

We investigate the breakdown of disordered networks under the action of an increasing external---mechanical or electrical---force. We perform a mean-field analysis and estimate scaling exponents for the approach to the instability. By…

Statistical Mechanics · Physics 2009-10-31 Stefano Zapperi , Purusattam Ray , H. Eugene Stanley , Alessandro Vespignani

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…

Data Analysis, Statistics and Probability · Physics 2009-03-17 K. H. Kiyani , S. C. Chapman , N. W. Watkins

In this article we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no-arbitrage setting. This is, in particular, motivated by the problem of identifying the number of…

Statistical Finance · Quantitative Finance 2024-07-01 Dennis Schroers