Related papers: Asymptotic covariances for functionals of weakly s…
This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic function approach. The deformation functions are expanded as a…
With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…
This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the…
Multivariate processes with long-range dependence properties can be encountered in many fields of application. Two fundamental characteristics in such frameworks are long-range dependence parameters and correlations between component time…
When considering two or more time series of functions or curves, for instance those derived from densely observed intraday stock price data of several companies, the empirical cross-covariance operator is of fundamental importance due to…
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…
We suggest that KAM theory could be extended for certain infinite-dimensional systems with purely discrete linear spectrum. We provide empirical arguments for the existence of square summable infinite-dimensional invariant tori in the…
The scattering of photons and heavy classical Coulomb interacting particles, with realistic particle-photon interaction (without particle recoil) is studied adopting the Koopman formulation for the particles. The model is translation…
Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…
This paper considers the damped periodic Korteweg-de Vries (KdV) equation in the presence of a white-in-time and spatially smooth stochastic source term and studies the long-time behavior of solutions. We show that the integrals of motion…
Fix an integer k, and let I(l), l=1,2,..., be a sequence of k-dimensional vectors of multiple Wiener-It\^o integrals with respect to a general Gaussian process. We establish necessary and sufficient conditions to have that, as l diverges,…
We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
We consider a one-dimensional Gaussian process having exponential covariance function. Under fixed-domain asymptotics, we prove the strong consistency and asymptotic normality of a cross validation estimator of the microergodic covariance…
We consider a nonstationary sequence of independent random isometries of a compact metrizable space. Assuming that there are no proper closed subsets with deterministic image we establish a weak-* convergence to the unique invariant under…
A function $f\in \BUC(\R^d)$ is said to be weakly* almost periodic, denoted $f\in\APs(\R^d)$, if there is $g\in\AP(\R^d)$, such that, $\oM(|f-g|)=0$, where $\BUC(\R^d)$ and $\AP(\R^d)$ are, respectively, the space of bounded uniformly…
We establish certain fine properties for functions of bounded $\mathscr A$-variation known in the classical $BV$ setting. Here, $\mathscr A$ is a $k$th order constant-coefficient homogeneous linear differential operator with a…
In this article we focus on estimating the quadratic covariation of continuous semimartingales from discrete observations that take place at asynchronous observation times. The Hayashi-Yoshida estimator serves as synchronized realized…
Given a compact polarized manifold $(X,L)$, we introduce two new stability thresholds in terms of singularity types of global quasi-plurisubharmonic functions on $X$. We prove that in the Fano setting, the new invariants can effectively…
This paper consists of two parts. In the first part, we focus on the average of a functional over shifted Gaussian homogeneous noise and as the averaging domain covers the whole space, we establish a Breuer-Major type Gaussian fluctuation…