Related papers: On a linear functional for infinitely divisible mo…

In this paper we prove the Local Asymptotic Mixed Normality (LAMN) property for the statistical model given by the observation of local means of a diffusion process $X$. Our data are given by $ \int_0^1 X_{\frac{s+i}{n}} \dd \mu (s)$ for…

We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…

Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…

Let $\{X_n: n\in \N\}$ be a linear process with density function $f(x)\in L^2(\R)$. We study wavelet density estimation of $f(x)$. Under some regular conditions on the characteristic function of innovations, we achieve, based on the number…

We present here an overview of the history, applications and important properties of a function which we refer to as the Levy integral. For certain values of its characteristic parameter the Levy integral defines the symmetric Levy stable…

This paper deals with a nonparametric shape respecting estimation method for U-shaped or unimodal functions. A general upper bound for the nonasymptotic L_1-risk of the estimator is given. The method is applied to the shape respecting…

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

In this paper, we study nonparametric estimation of the L\'{e}vy density for L\'{e}vy processes, with and without Brownian component. For this, we consider $n$ discrete time observations with step $\Delta$. The asymptotic framework is: $n$…

We develop methodology for testing hypotheses regarding the slope function in functional linear regression for time series via a reproducing kernel Hilbert space approach. In contrast to most of the literature, which considers tests for the…

The Hartman-Watson distribution with density $f_r(t)$ is a probability distribution defined on $t \geq 0$ which appears in several problems of applied probability. The density of this distribution is expressed in terms of an integral…

In this paper we examine the asymptotic theory for U-statistics and V-statistics of discontinuous Ito semimartingales that are observed at high frequency. For different types of kernel functions we show laws of large numbers and associated…

We study global convex solutions of the Monge-Amp\`ere equation \[ \det D^2 u = \mu \quad \text{in } \mathbb{R}^n, \] where $\mu \not\equiv 0$ is a nonnegative locally finite periodic Borel measure on $\mathbb{R}^n$. We prove a…

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

We analyze the (unconditional) distribution of a linear predictor that is constructed after a data-driven model selection step in a linear regression model. First, we derive the exact finite-sample cumulative distribution function (cdf) of…

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…

This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control…

Consider a scalar reflected diffusion $(X_t:t\geq 0)$, where the unknown drift function $b$ is modelled nonparametrically. We show that in the low frequency sampling case, when the sample consists of $(X_0,X_\Delta,...,X_{n\Delta})$ for…

Let $M$ be a compact Riemannian manifold with smooth boundary, and let $R(\lambda)$ be the Dirichlet-to-Neumann operator at frequency $\lambda$. We obtain a leading asymptotic for the spectral counting function for $\lambda^{-1}R(\lambda)$…

We study higher uniformity properties of the M\"obius function $\mu$, the von Mangoldt function $\Lambda$, and the divisor functions $d_k$ on short intervals $(X,X+H]$ with $X^{\theta+\varepsilon} \leq H \leq X^{1-\varepsilon}$ for a fixed…

We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the…