相关论文: Time endogeneity and an optimal weight function in…

The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of…

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…

We propose a novel estimator of the autocorrelation function in presence of missing observations. We establish the consistency, the asymptotic normality, and we derive deviation bounds for various classes of weakly dependent stationary time…

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

This article develops nonparametric cointegrating regression models with endogeneity and semi-long memory. We assume that semi-long memory is produced in the regressor process by tempering of random shock coefficients. The fundamental…

This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…

We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…

There is a fast-growing literature on estimating optimal treatment regimes based on randomized trials or observational studies under a key identifying condition of no unmeasured confounding. Because confounding by unmeasured factors cannot…

We study regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We provide a detailed proof of asymptotic normality of the covariate-adjusted estimator under minimal…

In this paper, we propose a nonparametric way to test the hypothesis that time-variation in intraday volatility is caused solely by a deterministic and recurrent diurnal pattern. We assume that noisy high-frequency data from a discretely…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distance cross-covariances. We derive the asymptotic distribution…

We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…

We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…

In this article, we study a robust estimation method for a general class of integer-valued time series models. The conditional distribution of the process belongs to a broad class of distribution and unlike classical autoregressive…

We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…

We consider a time-inhomogeneous diffusion process able to describe the dynamics of infected people in a susceptible-infectious epidemic model in which the transmission intensity function is time-dependent. Such a model is well suited to…