Related papers: Nonparametric estimation of linear multiplier for …
The problem of optimal estimation of linear functionals $A {\xi}=\int_{0}^{\infty} a(t)\xi(t)dt$ and $A_T{\xi}=\int_{0}^{T} a(t)\xi(t)dt$ depending on the unknown values of random process $\xi(t)$, $t\in R$, with stationary $n$th increments…
We consider the sparse estimation for stochastic processes with possibly infinite-dimensional nuisance parameters, by using the Dantzig selector which is a sparse estimation method similar to $Z$-estimation. When a consistent estimator for…
We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…
Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…
The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
An adaptive nonparametric estimation procedure is constructed for heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (oracle inequality) is obtained
We address the challenge of estimating the hyperuniformity exponent $\alpha$ of a spatial point process, given only one realization of it. Assuming that the structure factor $S$ of the point process follows a vanishing power law at the…
We establish a connection between quantum mechanics and computation, revealing fundamental limitations for algorithms computing spectra, especially in non-Hermitian settings. Introducing the concept of locally trivial pseudospectra (LTP),…
Non-Hermitian physics has emerged as a rich field of study, with applications ranging from $PT$-symmetry breaking and skin effects to non-Hermitian topological phase transitions. Yet most studies remain restricted to small-scale or…
We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…
Quasi-parametric amplification (QPA) is a nonlinear interaction in which the idler wave is depleted through some loss mechanism. QPA plays an important role in signal amplification in ultrafast photonics and quantum light generation. The…
Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of quadratic variations for a specific non-Gaussian self-similar process, the Rosenblatt process. We apply our results to the design of…
The model of partially observed linear stochastic differential equations depending on some unknown parameters is considered. An proximation of the unobserved component is proposed. This approximation is realized in three steps. First an…
Let $\Delta(x)$ denote the error term in the classical Dirichlet divisor problem, and let the modified error term in the divisor problem be $\Delta^*(x) = -\Delta(x) + 2\Delta(2x) - \frac{1}{2}\Delta(4x)$. We show that $$…
In this paper we study pseudo-multipliers associated to the harmonic oscillator (also called Hermite multipliers) belonging to the ideal of $r$-nuclear operators on Lebesgue spaces.
In $L_2({\mathbb R}^d;{\mathbb C}^n)$, we consider a selfadjoint operator ${\mathcal B}_\varepsilon$, $0< \varepsilon \leqslant 1$, given by the differential expression $b({\mathbf D})^* g({\mathbf x}/\varepsilon)b({\mathbf D}) +…
We investigate the asymptotic behavior for type II Hermite-Pade approximation to two functions, where each function has two branch points and the pairs of branch points are separated. We give a classification of the cases such that the…
In these lectures three different methods of computing the asymptotic expansion of a Hermitian matrix integral is presented. The first one is a combinatorial method using Feynman diagrams. This leads us to the generating function of the…
In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the…