Related papers: Complete moment convergence of moving average proc…

The asymmetric switch process is a binary stochastic process that alternates between the values one and minus one, where the distributions of the time in these states may differ. Two versions of the process are considered: a non-stationary…

We prove pointwise convergence, as $N\to \infty$, for the multiple ergodic averages $\frac{1}{N}\sum_{n=1}^N f(T^nx)\cdot g(S^{a_n}x)$, where $T$ and $S$ are commuting measure preserving transformations, and $a_n$ is a random version of the…

This paper presents a universal representation of symmetric (permutation-invariant) functions with multidimensional variable-size variables. These representations help justify approximation methods that aggregate information from each…

In this paper, we consider function-indexed normalized weighted integrated periodograms for equidistantly sampled multivariate continuous-time state space models which are multivariate continuous-time ARMA processes. Thereby, the sampling…

This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…

In this paper we study the problem of statistical inference for a continuous-time moving average L\'evy process of the form $$Z_{t} = \int_{\mathbb{R}}\mathcal{K}(t-s)\, dL_{s},\quad t\in\mathbb{R}$$ with a deterministic kernel (\K\) and a…

The maximum composite likelihood estimator for parametric models of determinantal point processes (DPPs) is discussed. Since the joint intensities of these point processes are given by determinant of positive definite kernels, we have the…

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…

We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the…

For arrays $(S_{i,j})_{1\leq i\leq j}$ of random variables that are stationary in an appropriate sense, we show that the fluctuations of the process $(S_{1,n})_{n=1}^{\infty}$ can be bounded in terms of a measure of the ``mean…

Let $(X, \mathcal{B}, \mu)$ be a probability measure space and $T_1$, $T_2$, $T_3$ three not necessarily commuting measure preserving transformations on $(X, \mathcal{B}, \mu)$. We prove that for all bounded functions $f_1$, $f_2$, $f_3$…

This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…

Let $\{T^z\}$ be an ergodic action of the group $Z^n$ by automorphisms of the probability space $(X,m)$, $\sum_{i}^\infty a_i<\infty$, $a_i>0$. For any sequence $M_k\to +\infty$ there exist $N_k>M_k$ and a function $ f\in L_1(X,m)$ such…

We propose a novel optimal transport-based version of the Generalized Method of Moment (GMM). Instead of handling overidentification by reweighting the data to satisfy the moment conditions (as in Generalized Empirical Likelihood methods),…

In this work we study the {\it moment estimation} problem using weighted sampling. Given sample access to a set $A$ with $n$ weighted elements, and a parameter $t>0$, we estimate the $t$-th moment of $A$ given as $S_t=\sum_{a\in A} w(a)^t$.…

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

We present an integral transformation capable of extracting moments of arbitrary Paley-Wiener entire functions against a given spectral distribution based solely on short-time values of the correlation function in a small open disk about…

A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…

We study the convergence of the Hermite series of measurable functions on the real line. We characterize the norm convergence of truncated partial Hermite sums in rearrangement invariant spaces provided that the truncations vanish…