Related papers: SPHARMA approximations for stationary functional t…
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…
Multivariate spatial field data are increasingly common and whose modeling typically relies on building cross-covariance functions to describe cross-process relationships. An alternative viewpoint is to model the matrix of spectral…
In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…
We develop a bifurcation-theoretic description of Friedmann--Robertson--Walker cosmologies with a scalar field $\phi$, a barotropic fluid of index $\gamma$, and spatial curvature. For the strict exponential potential…
We introduce the concept of local dyadic stationarity, to account for non-stationary time series, within the framework of Walsh-Fourier analysis. We define and study the time varying dyadic ARMA models (tvDARMA). It is proven that the…
This is a survey of some recent results on the rational circulant covariance extension problem: Given a partial sequence $(c_0,c_1,\dots,c_n)$ of covariance lags $c_k=\mathbb{E}\{y(t+k)\overline{y(t)}\}$ emanating from a stationary periodic…
This paper presents a general form of the covariance matrix structure for a vector random field that is axially symmetric and mean square continuous on the sphere and provides a series representation for a longitudinally reversible one. The…
Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at best hold as an approximation, but for many time series may be…
This paper is devoted to the study of simulating a large class of self-similar processes. Since most current simulation approaches are limited to case-by-case studies, every existing approach has its constraints and flaws; hence a general…
We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…
New spherical scalar modes on the expanding part of Sitter spacetime, eigenfunctions of a conserved Hamiltonian-like operator are found by solving the Klein-Gordon equation in the appropriate coordinate chart, with the help of a time…
We consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for the functional slope parameter and establish a finite sample…
In this paper, we establish the radius of $\gamma$-Spirallike of order $\alpha$ of certain well-known special functions. The main results of the paper are new and natural extensions of some known results.
The main purpose of the paper is to study sharp estimates of approximation of periodic functions in the H\"older spaces $H_p^{r,\alpha}$ for all $0<p\le\infty$ and $0<\alpha\le r$. By using modifications of the classical moduli of…
The focus of the present work is the application of the random phase approximation (RPA), derived for inhomogeneous fluids [Frydel and Ma, Phys. Rev. E 93, 062112 (2016)], to penetrable-spheres. As penetrable-spheres transform into…
We consider the averages of a function $ f$ on $ \mathbb R ^{n}$ over spheres of radius $ 0< r< \infty $ given by $ A_{r} f (x) = \int_{\mathbb S ^{n-1}} f (x-r y) \; d \sigma (y)$, where $ \sigma $ is the normalized rotation invariant…
We propose a new approach to the autoregressive spatial functional model, based on the notion of signature, which represents a function as an infinite series of its iterated integrals. It presents the advantage of being applicable to a wide…
In this paper, we present a new approach to derive series expansions for some Gaussian processes based on harmonic analysis of their covariance function. In particular, we propose a new simple rate-optimal series expansion for fractional…
We pose and solve the analogue of Slepian's time-frequency concentration problem on the surface of the unit sphere to determine an orthogonal family of strictly bandlimited functions that are optimally concentrated within a closed region of…
We developed two new alternatives to signature-based, spatial autoregressive models. In a simulation study, we found that the new models performed at least as well as existing approaches but presented shorter computation times. We then used…