Related papers: Asymptotics of maximum likelihood estimation for s…
The paper is concerned with asymptotic stability properties of linear switched systems. Under the hypothesis that all the subsystems share a non strict quadratic Lyapunov function, we provide a large class of switching signals for which a…
Bauschke and Moursi have recently obtained results that implicitly contain the fact that the composition of finitely many averaged mappings on a Hilbert space that have approximate fixed points also has approximate fixed points and thus is…
Feedback stabilization of an ensemble of non interacting half spins described by Bloch equations is considered. This system may be seen as a prototype for infinite dimensional systems with continuous spectrum. We propose an explicit…
By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to…
In this paper, we propose a new class of parameter estimation laws for adaptive systems, called \emph{normalized parameter estimation laws}. A key feature of these estimation laws is that they accelerate the convergence of the system state,…
In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…
Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer's theorem with respect to relative entropy and Fisher information distance.
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
We consider here asymptotic models that describe the propagation of one-dimensional internal waves at the interface between two layers of immiscible fluids of different densities, under the rigid lid assumption and with uneven bottoms. The…
The coefficients of elastic and dissipative operators in a linear hyperbolic SPDE are jointly estimated using multiple spatially localised measurements. As the resolution level of the observations tends to zero, we establish the asymptotic…
This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…
We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…
The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…
This paper proves the asymptotic stability of the multidimensional wave equation posed on a bounded open Lipschitz set, coupled with various classes of positive-real impedance boundary conditions, chosen for their physical relevance:…
A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…
In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…
The aim of this note is to investigate the asymptotic stability behaviour of the Cauchy and Jensen functional equations. Our main results show that if these equations hold for large arguments with small error, then they are also valid…
In a general $C^1$ domain, we study the perturbative Cauchy theory for the Boltzmann equation with Maxwell boundary conditions with an accommodation coefficient $\alpha$ in $(\sqrt{2/3},1]$, and discuss this threshold. We consider…
We derive explicit asymptotic expansions of the density of the supremum of a strictly stable process when the index $\alpha$ is not rational. In the case when parameters $\alpha$ and $\rho=\p(X_1>0)$ satisfy $\rho+k=l/\alpha$ for some…
Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform asymptotic behavior of kernel-weighted local likelihood…