Related papers: Asymptotic representations for Spearman's footrule…
In this work, we study the concept of self-overlapping permutations, which is related to the larger study of consecutive patterns in permutations. We show that this concept admits a simple and clear geometrical meaning, and prove that a…
We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a…
In this paper the asymptotic distribution of estimators is derived in a general regression setting where rank restrictions on a submatrix of the coefficient matrix are imposed and the regressors can include stationary or I(1) processes.…
This technical report describes the derivation of the asymptotic eigenvalue distribution for causal 2D-AR models under an upscaling scenario. Specifically, it tackles the analytical derivation of the asymptotic eigenvalue distribution of…
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop…
Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
We derive a general pattern of the nonexponential, two-power-law relaxation from the compound subordination theory of random processes applied to anomalous diffusion. The subordination approach is based on a coupling between the very large…
A margin-free measure of bivariate association generalizing Spearman's rho to the case of non-monotonic dependence is defined in terms of two square integrable functions on the unit interval. Properties of generalized Spearman correlation…
Chatterjee's correlation coefficient has recently been proposed as a new association measure for bivariate random vectors that satisfies a number of desirable properties. Among these properties is the feature that the coefficient equals one…
We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a…
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…
The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
Asymptotic expansion is presented for an estimator of the Hurst coefficient of a fractional Brownian motion. For this, a recently developed theory of asymptotic expansion of the distribution of Wiener functionals is applied. The effects of…
So far, one-factor copulas induce conditional independence with respect to a latent factor. In this paper, we extend one-factor copulas to conditionally dependent models. This is achieved through new representations which allow to build new…
Conformal inference is a versatile tool for building prediction sets in regression or classification. We study the false coverage proportion (FCP) in a simultaneous inference setting with a calibration sample of $n$ points and a test sample…
We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…
This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…
This paper establishes the asymptotic independence between the quadratic form and maximum of a sequence of independent random variables. Based on this theoretical result, we find the asymptotic joint distribution for the quadratic form and…