相关论文: On parameter estimation for critical affine proces…

In this paper, a special sequence of controlled branching processes is considered. We provide a simple set of sufficient conditions for the weak convergence of such processes to a weak solution to a kind of continuous branching processes…

We present a least squares method for estimating parameters from measurements of event yields in the presence of background and crossfeed. We adopt a unified approach to incorporating the statistical and systematic uncertainties on the…

This paper demonstrates a new regeneration processes technology making use of positive stable distributions. We study the asymptotic behavior of branching processes with a randomly controlled migration component. Using the new method, we…

We propose a chirp-like signal model as an alternative to a chirp model and a generalisation of the sinusoidal model, which is a fundamental model in the statistical signal processing literature. It is observed that the proposed model can…

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…

Functional limit theorems for scaled fluctuations of occupation time processes of a sequence of critical branching particle systems in $\R^d$ with anisotropic space motions and strongly degenerated splitting abilities are proved in the…

Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by taking the resistant parameter to be data dependent, the…

We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…

We describe two dimensional models with a metallic Fermi surface which display quantum phase transitions controlled by strongly interacting critical field theories below their upper critical dimension. The primary examples involve…

The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…

We propose a generalization of multifractal analysis that is applicable to the critical regime of the Anderson localization-delocalization transition. The approach reveals that the behavior of the probability distribution of wavefunction…

The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…

This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…

Phase transitions of reaction-diffusion systems with site occupation restriction and with particle creation that requires n>1 parents and where explicit diffusion of single particles (A) exists are reviewed. Arguments based on mean-field…

This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly missing observations. We propose least-squares estimators…

We investigate the asymptotic behavior of the least squares estimator of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on inherited and environmental effects, we establish the…

We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…

We study the problem of parameter estimation for reflected stochastic processes driven by a standard Brownian motion. The estimator is obtained using nonlinear least squares method based on discretely observed processes. Under some certain…

This paper investigates a diffusion process in a narrow tubular domain with reflecting boundary conditions, where the geometry serves as a singular perturbation of an underlying graph in $\mathbb{R}^2$ or $\mathbb{R}^3$. The construction…