Related papers: Structural break analysis for spectrum and trace o…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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,…
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…
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…
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…
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…
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,…
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…
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…
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…
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…