Related papers: On the asymptotic behavior of bubble date estimato…
When dealing with an orbit determination problem, uncertainties naturally arise from intrinsic errors related to observation devices and approximation models. Following the least squares method and applying approximation schemes such as the…
We introduce a new diffusion process Xt to describe asset prices within an economic bubble cycle. The main feature of the process, which differs from existing models, is the drift term where a mean-reversion is taken based on an exponential…
We investigate the late-time asymptotic behavior of solutions to nonlinear hyperbolic systems of conservation laws containing stiff relaxation terms. First, we introduce a Chapman-Enskog-type asymptotic expansion and derive an effective…
This paper presents a dynamic state observer design for discrete-time linear time-varying systems that robustly achieves equalized recovery despite delayed or missing observations, where the set of all temporal patterns for the missing or…
In the present work, we provide the asymptotic behavior of the residual-past entropy, of the mean residual-past lifetime distribution and of the residual-past inaccuracy measure. We are interested in these measures of uncertainty in the…
We consider time-dependent relaxation of observables in quantum systems of chaotic and regular type. We show that the spread of the wave function in the Hilbert space is determined by the survival probability which is known to have…
We consider the asymptotic properties of the Synthetic Control (SC) estimator when both the number of pre-treatment periods and control units are large. If potential outcomes follow a linear factor model, we provide conditions under which…
We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…
We consider an experiment with at least two stages or batches and $O(N)$ subjects per batch. First, we propose a semiparametric treatment effect estimator that efficiently pools information across the batches, and show it asymptotically…
If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We first prove, under nearly the same conditions as with…
Split-Plot or Repeated Measures Designs with multiple groups occur naturally in sciences. Their analysis is usually based on the classical Repeated Measures ANOVA. Roughly speaking, the latter can be shown to be asymptotically valid for…
As the outbreak of COVID-19 enters its third year, we have now enough data to analyse the behavior of the pandemic with mathematical models over a long period of time. The pandemic alternates periods of high and low infections, in a way…
We study a new measure of codependency in the second moment of a continuous-time multivariate asset price process, which we name the realized copula of volatility. The statistic is based on local volatility estimates constructed from…
In this paper, we study three asymptotic regimes that can be applied to ranking and selection (R&S) problems with general sample distributions. These asymptotic regimes are constructed by sending particular problem parameters (probability…
We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring.…
This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
Uncertainty estimation is critical for deploying reasoning language models, yet remains poorly understood under extended chain-of-thought reasoning. We study parallel sampling as a fully black-box approach using verbalized confidence and…
We demonstrate in a superconducting qubit the conditional recovery ("uncollapsing") of a quantum state after a partial-collapse measurement. A weak measurement extracts information and results in a non-unitary transformation of the qubit…
In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…