Related papers: Testing for a Random Walk Structure in the Frequen…
Statistical experiments often seek to identify random variables with the largest population means. This inferential task, known as rank verification, has been well-studied on Gaussian data with equal variances. This work provides the first…
Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
The features of a logically sound approach to a theory of statistical reasoning are discussed. A particular approach that satisfies these criteria is reviewed. This is seen to involve selection of a model, model checking, elicitation of a…
We define a dynamical simple symmetric random walk in one dimension, and show that there almost surely exist exceptional times at which the walk tends to infinity. This is in contrast to the usual dynamical simple symmetric random walk in…
Motile cells often explore natural environments characterized by a high degree of structural complexity. Moreover cell motility is also intrinsically noisy due to spontaneous random reorientation and speed fluctuations. This interplay of…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
In view of the current availability and variety of measured data, there is an increasing demand for powerful signal processing tools that can cope successfully with the associated problems that often arise when data are being analysed. In…
We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical…
Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…
To make informed decisions in natural environments that change over time, humans must update their beliefs as new observations are gathered. Studies exploring human inference as a dynamical process that unfolds in time have focused on…
Causal discovery methods are intrinsically constrained by the set of assumptions needed to ensure structure identifiability. Moreover additional restrictions are often imposed in order to simplify the inference task: this is the case for…
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…
Statistically equivalent blocks are not frequently considered in the context of nonparametric two-sample hypothesis testing. Despite the limited exposure, this paper shows that a number of classical nonparametric hypothesis tests can be…
For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For…
We describe a statistical hypothesis test for the presence of a signal. The test allows the researcher to fix the signal location and/or width a priori, or perform a search to find the signal region that maximizes the signal. The background…
The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise…
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…