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Motivated by recent work studying massive imaging data in the neuroimaging literature, we propose multivariate varying coefficient models (MVCM) for modeling the relation between multiple functional responses and a set of covariates. We…

Statistics Theory · Mathematics 2013-02-19 Hongtu Zhu , Runze Li , Linglong Kong

The first aim of this paper is to prove a Gr\"uss-Voronovskaya estimate for Bernstein and for a class of Bernstein-Durrmeyer polynomials on $[0, 1]$. Then, Gr\"uss and Gr\"uss-Voronovskaya estimates for their corresponding operators of…

Classical Analysis and ODEs · Mathematics 2014-01-28 Sorin Gal , Heiner Gonska

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

Optimization and Control · Mathematics 2020-08-10 Houssine Zine , Delfim F. M. Torres

We formulate a discrete-time Bayesian stochastic volatility model for high-frequency stock-market data that directly accounts for microstructure noise, and outline a Markov chain Monte Carlo algorithm for parameter estimation. The methods…

Applications · Statistics 2016-02-02 Georgi Dinolov , Abel Rodriguez , Hongyun Wang

The theory of Fourier integral operators is surveyed, with an emphasis on local smoothing estimates and their applications. After reviewing the classical background, we describe some recent work of the authors which established sharp local…

Analysis of PDEs · Mathematics 2019-09-06 David Beltran , Jonathan Hickman , Christopher D. Sogge

We develop a statistical framework for conducting inference on collections of time-varying covariance operators (covariance flows) over a general, possibly infinite dimensional, Hilbert space. We model the intrinsically non-linear structure…

Methodology · Statistics 2024-06-25 Leonardo V. Santoro , Victor M. Panaretos

We discuss the issue of estimating large-scale vector autoregressive (VAR) models with stochastic volatility in real-time situations where data are sampled at different frequencies. In the case of a large VAR with stochastic volatility, the…

Econometrics · Economics 2019-12-06 Sebastian Ankargren , Paulina Jonéus

The luminosity changes of most types of variable stars are correlated in the different wavelengths, and these correlations may be exploited for several purposes: for variability detection, for distinction of microvariability from noise, for…

Instrumentation and Methods for Astrophysics · Physics 2015-05-28 Maria Süveges , Paul Bartholdi , Andrew Becker , Zeljko Ivezic , Mathias Beck , Laurent Eyer

We consider varying coefficient Cox models with high-dimensional covariates. We apply the group Lasso method to these models and propose a variable selection procedure. Our procedure copes with variable selection and structure…

Statistics Theory · Mathematics 2016-07-20 Toshio Honda , Ryota Yabe

A Loewner variational method is developed that allows to calculate arbitrary continuous coefficient functionals of the second, third and fourth coefficients of schlicht functions. Based on this method an improved lower bound for the…

Complex Variables · Mathematics 2013-01-29 Eberhard Michel

We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting. To solve this problem, we propose a novel estimator based…

Statistics Theory · Mathematics 2008-01-03 Céline Lévy-Leduc , Eric Moulines , François Roueff

For any integer $n \geq 2$, we establish $L^p(\R^n)$ inequalities for the $r$-variations of Stein-Wainger type oscillatory integral operators with general phase functions. These inequalities closely related to Carleson's theorem are sharp,…

Classical Analysis and ODEs · Mathematics 2026-02-12 Renhui Wan

We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral…

Probability · Mathematics 2011-10-04 Maurizio Pratelli , Dario Trevisan

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

Probability · Mathematics 2016-02-16 Ivan Nourdin , David Nualart , Giovanni Peccati

We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…

Probability · Mathematics 2007-05-23 Ida Kruk , Francesco Russo , Ciprian Tudor

In this paper, we propose a varying coefficient panel data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each coefficient function by B-spline, and propose a robust…

Methodology · Statistics 2018-03-08 Sanying Feng , Gaorong Li , Heng Peng , Tiejun Tong

We consider a stochastic Camassa-Holm equation driven by a one-dimensional Wiener process with a first order differential operator as diffusion coefficient. We prove the existence and uniqueness of local strong solutions of this equation.…

Functional Analysis · Mathematics 2019-11-19 Sergio Albeverio , Zdzisław Brzeźniak , Alexei Daletskii

We present a new and simple approach to the theory of multiple operator integrals that applies to unbounded operators affiliated with general von Neumann algebras. For semifinite von Neumann algebras we give applications to the Fr\'echet…

Operator Algebras · Mathematics 2007-05-23 N. A. Azamov , A. L. Carey , P. G. Dodds , F. A. Sukochev

The paper deals with the problem of approximating the functions of several variables by branched continued fractions, in particular, multidimensional A- and J-fractions with independent variables. A generalization of Gragg's algorithm is…

Numerical Analysis · Mathematics 2023-03-24 Roman Dmytryshyn , Serhii Sharyn

We prove essentially optimal $L^p(\mathbb{R})$-estimates for variational variants of the maximal Fourier multiplier operators considered by Bourgain in his work on pointwise convergence of polynomial ergodic averages. As a corollary of our…

Classical Analysis and ODEs · Mathematics 2025-03-25 Ben Krause