Related papers: On the asymptotic behavior of bubble date estimato…
Several new estimation methods have been recently proposed for the linear regression model with observation error in the design. Different assumptions on the data generating process have motivated different estimators and analysis. In…
The paper presents an analytical description of the growth of a two-component bubble in a binary liquid-gas solution. We obtain asymptotic self-similar time dependence of the bubble radius and analytical expressions for the non-steady…
We propose improved standard errors and an asymptotic distribution theory for two-way clustered panels. Our proposed estimator and theory allow for arbitrary serial dependence in the common time effects, which is excluded by existing…
Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…
We show that the asymptotic iteration method converges and yields accurate energies for a perturbed Coulomb model. We also discuss alternative perturbation approaches to that model.
Recent advances in the periodic orbit theory of stochastically perturbed systems have permitted a calculation of the escape rate of a noisy chaotic map to order 64 in the noise strength. Comparison with the usual asymptotic expansions…
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomena driven by psychological factors (for…
In this article we prove highly improved and flexible Strichartz-type estimates allowing us to generalize the asymptotics we obtained for a stratified and rotating incompressible Navier-Stokes system: for large (and less regular) initial…
This paper studies a structural failure of subsample-based estimation in dynamic time series models. Even under oracle knowledge of contamination locations, removing contaminated observations does not restore the uncontaminated objective.…
Dynamical models are often corrupted by model uncertainties, external disturbances, and measurement noise. These factors affect the performance of model-based observers and as a result, affect the closed-loop performance. Therefore, it is…
Inspired by the Hayden-Preskill protocol for black hole evaporation, we consider the dynamics of a quantum many-body qudit system coupled to an external environment, where the time evolution is driven by the continuous limit of certain…
To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…
We investigate a suspension bridge model described by a nonlinear plate equation incorporating internal fractional damping and infinite memory effects. The system also includes a nonlinear source term that may induce instability. Using…
The potential flow of an incompressible inviscid heavy fluid over a light one is considered. The integral version of the method of matched asymptotic expansion is applied to the construction of the solution over long intervals of time. The…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…
The asymptotic conformal invariance of some SU(2) model and Standard Model in curved space-time are investigated. We have examined the conditions for asymptotic conformal invariance for these models numerically.
This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered. The review also considers the methods for…
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…
Cox proportional hazards model with measurement error is investigated. In Kukush et al. (2011) [Journal of Statistical Research 45, 77-94] and Chimisov and Kukush (2014) [Modern Stochastics: Theory and Applications 1, 13-32] asymptotic…