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An extension of the RINAR(1) process for modelling discrete-time dependent counting processes is considered. The model RINAR(p) investigated here is a direct and natural extension of the real AR(p) model. Compared to classical INAR(p)…
Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…
We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent…
In the application of autoregressive models the order of the model is often estimated using either a sequence of likelihood ratio tests, a likelihood based information criterion, or a residual based test. The properties of such procedures…
We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…
Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications,…
Series of univariate distributions indexed by equally spaced time points are ubiquitous in applications and their analysis constitutes one of the challenges of the emerging field of distributional data analysis. To quantify such…
Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…
For binary outcome models, an endogeneity correction based on nonlinear rank-based transformations is proposed. Identification without external instruments is achieved under one of two assumptions: either the endogenous regressor is a…
We consider identification, inference and validation of linear panel data models when both factors and factor loadings are accounted for by a nonparametric function. This general specification encompasses rather popular models such as the…
Time series of counts are frequently analyzed using generalized integer-valued autoregressive models with conditional heteroskedasticity (INGARCH). These models employ response functions to map a vector of past observations and past…
We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate processes are considered, including the recent multivariate…
We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…
We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of $\mathbb{R}$. An order-$1$ autoregressive model in this context is to be understood as a Markov…
We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…
In this paper we study the behavior of a continuous time random walk (CTRW) on a stationary and ergodic time varying dynamic graph. We establish conditions under which the CTRW is a stationary and ergodic process. In general, the stationary…
We propose a family of lagged random walk sampling methods in simple undirected graphs, where transition to the next state (i.e. node) depends on both the current and previous states -- hence, lagged. The existing random walk sampling…
We consider a nonstationary sequence of independent random isometries of a compact metrizable space. Assuming that there are no proper closed subsets with deterministic image we establish a weak-* convergence to the unique invariant under…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
In this paper we have obtained some dynamics equations, in the presence of nonlinear nonholonomic constraints and according to a lagrangian and some Chetaev-like conditions. Using some natural regular conditions, a simple form of these…