Related papers: Non-regular g-measures and variable length memory …
We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…
The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…
An invariant random subgroup $H \leq G$ is a random closed subgroup whose law is invariant to conjugation by all elements of $G$. When $G$ is locally compact and second countable, we show that for every invariant random subgroup $H \leq G$…
We study the existence of solutions to the equation $-\Gd_pu+g(x,u)=\mu$ when $g(x,.)$ is a nondecreasing function and $\gm$ a measure. We characterize the good measures, i.e. the ones for which the problem as a renormalized solution. We…
In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.…
For every $p>2$, we construct a regular and continuous specification ($g$-function), which has a variation sequence that is in $l^p$ and which admits multiple Gibbs measures. Combined with a recent result of Johansson and Oberg, this…
In many applications of regression discontinuity designs, the running variable used by the administrator to assign treatment is only observed with error. We show that, provided the observed running variable (i) correctly classifies the…
In observational studies with time-to-event outcomes, the g-formula can be used to estimate a treatment effect in the presence of confounding factors. However, the asymptotic distribution of the corresponding stochastic process is…
In this work, we are interested in characterizing typical (generic) dimensional properties of invariant measures associated with the full-shift system, $T$, in a product space whose alphabet is a perfect and separable metric space (thus,…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
In practical situations, most experimental designs often yield unbalanced data which have different numbers of observations per unit because of cost constraints, or missing data, etc. In this paper, we consider the Bayesian approach to…
Measurement incompatibility stipulates the existence of quantum measurements that cannot be carried out simultaneously on single systems. We show that the set of input-output probabilities obtained from d-dimensional classical systems…
We collect several observations that concern variable-length coding of two-sided infinite sequences in a probabilistic setting. Attention is paid to images and preimages of asymptotically mean stationary measures defined on subsets of these…
We consider an independent and identically distributed (i.i.d.) random dynamical system of simple linear transformations on the unit interval $T_{\beta}(x)=\beta x$ (mod $1$), $x\in[0,1]$, $\beta>0$, which are the so-called…
This paper addresses the ubiquity of remarkable measures on graphs, and their applications. In many queueing systems, it is necessary to take into account the compatibility constraints between users, or between supply and demands, and so…
In the context of locally constant skew-products over the shift with circle fiber maps we introduce the notion of measures with periodic repetitive pattern, inspired by \cite{GorIlyKleNal:05} and which includes the non-hyperbolic measures…
In longitudinal studies, it is not uncommon to make multiple attempts to collect a measurement after baseline. Recording whether these attempts are successful provides useful information for the purposes of assessing missing data…
Finite metric spaces are the object of study in many data analysis problems. We examine the concept of weak isometry between finite metric spaces, in order to analyse properties of the spaces that are invariant under strictly increasing…
We prove uncertainty relations that quantitatively express the impossibility of jointly sharp preparation of pre- and post-selected quantum states for measuring incompatible observables during the weak measurement. By defining a suitable…
We extend known existence and uniqueness results of weak measure solutions for systems of non-local continuity equations beyond the usual Lipschitz regularity. Existence of weak measure solutions holds for uniformly continuous vector fields…