Related papers: Asymptotics for the Generalized Autoregressive Con…
This paper introduces a spatiotemporal exponential generalised autoregressive conditional heteroscedasticity (spatiotemporal E-GARCH) model, extending traditional spatiotemporal GARCH models by incorporating asymmetric volatility…
We prove three new characterizations of the generalized inverse Gaussian (GIG), asymmetric Laplace (AL), shifted exponential (sExp) and shifted truncated exponential (stExp) distributions in terms of non-trivial independence preserving…
We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction…
We construct asymptotic expansions of Laplace type for the time-dependent quantum averages for Bose systems with many degrees of freedom, initially populated in coherent states. These solutions are localized in phase space, and they are…
Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…
An adaptive Cook's distance (ACD) for diagnosing influential observations in high-dimensional single-index models with multicollinearity and outlier contamination is proposed. ACD is a model-free technique built on sparse local linear…
We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our test statistic is composed of Gini's mean difference of local…
Generalized likelihoods are commonly used to obtain consistent estimators with attractive computational and robustness properties. Formally, any generalized likelihood can be used to define a generalized posterior distribution, but an…
In this paper, we investigate the global exponential stability for complex-valued recurrent neural networks with asynchronous time delays by decomposing complex-valued networks to real and imaginary parts and construct an equivalent…
We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements…
We consider second-order evolution equations in an abstract setting with intermittently delayed/ not-delayed damping. We give sufficient conditions for asymptotic and exponential stability, improving and generalising our previous results…
This paper describes sufficient conditions to ensure the correct ergodicity of the Adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223--242] for target distributions with a noncompact support. The…
A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…
Random variables in metric spaces indexed by time and observed at equally spaced time points are receiving increased attention due to their broad applicability. The absence of inherent structure in metric spaces has resulted in a literature…
In this paper the asymptotic behavior of the conditional least squares estimators of the autoregressive parameters $(\alpha,\beta)$, of the stability parameter $\varrho := \alpha + \beta$, and of the mean $\mu$ of the innovation $\vare_k$,…
We study the Dirac--Klein-Gordon system in $1+2$ spacetime dimensions. We show global existence of the solutions, as well as sharp time decay and linear scattering. One key advance is that we provide the first asymptotic stability result…
The aim of this paper is to study the asymptotic properties of a class of kernel conditional mode estimates whenever functional stationary ergodic data are considered. To be more precise on the matter, in the ergodic data setting, we…
We consider a class of perpetuities which admit direct characterization of asymptotics of the key truncated moment. The class contains perpetuities without polynomial decay of tail probabilities and thus not satisfying Kesten's theorem. We…
The modelling of fluid particle accelerations in homogeneous, isotropic turbulence in terms of second-order stochastic models for the Lagrangian velocity is considered. The basis for the Reynolds model (A. M. Reynolds, \textit{Phys. Rev.…
We present a generalized Keller-Segel model where an arbitrary number of chemical compounds react, some of which are produced by a species, and one of which is a chemoattractant for the species. To investigate the stability of homogeneous…