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In this article, we study the asymptotic behaviour of the residual autocorrelations for periodic vector autoregressive time series models (PVAR henceforth) with uncorrelated but dependent innovations (i.e., weak PVAR). We then deduce the…

统计理论 · 数学 2024-10-01 Yacouba Boubacar Mainassara , Eugen Ursu

We propose a numerical method for approximating integro-differential equations arising in age-of-infection epidemic models. The method is based on a non-standard finite differences approximation of the integral term appearing in the…

数值分析 · 数学 2024-07-22 Eleonora Messina , Mario Pezzella , Antonia Vecchio

Let $F\{dx\}$ be a relatively stable probability distribution on the whole real line and $S_n$ the random walk started at the origin with step distribution $F$. We obtain an exact asymptotic form of the Green measure $U\{x+dy\}=…

概率论 · 数学 2020-07-29 Kohei Uchiyama

This paper studies an epidemic model with nonlocal dispersals. We focus on the influences of initial data and nonlocal dispersals on its spatial propagation. Here the initial data stand for the spatial concentrations of infectious agent and…

偏微分方程分析 · 数学 2020-07-31 Wen-Bing Xu , Wan-Tong Li , Shigui Ruan

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

计量经济学 · 经济学 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

To detect a changed segment (so called epidemic changes) in a time series, variants of the CUSUM statistic are frequently used. However, they are sensitive to outliers in the data and do not perform well for heavy tailed data, especially…

统计理论 · 数学 2019-12-20 Alfredas Račkauskas , Martin Wendler

We study equilibrium distancing during epidemics. Distancing reduces the individual's probability of getting infected but comes at a cost. It creates a single-peaked epidemic, flattens the curve and decreases the size of the epidemic. We…

综合经济学 · 经济学 2021-03-02 Satoshi Fukuda , Nenad Kos , Christoph Wolf

We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…

计量经济学 · 经济学 2021-08-26 Michael P. Leung

We study an individual-based stochastic epidemic model in which infected individuals become susceptible again following each infection. In contrast to classical compartment models, after each infection, the infectivity is a random function…

We study the asymptotic behavior of empirical processes generated by measurable bounded functions of an infinite source Poisson transmission process when the session length have infinite variance. In spite of the boundedness of the…

概率论 · 数学 2012-07-11 François Roueff , Gennady Samorodnitsky , Philippe Soulier

We develop a monitoring procedure to detect changes in a large approximate factor model. Letting $r$ be the number of common factors, we base our statistics on the fact that the $\left( r+1\right) $-th eigenvalue of the sample covariance…

统计方法学 · 统计学 2022-02-03 Matteo Barigozzi , Lorenzo Trapani

We propose an integral model describing an epidemic of an infectious disease. The model is behavioural in the sense that the constitutive law for the force of infection includes a distributed delay, called "information index", that…

动力系统 · 数学 2024-05-31 Bruno Buonomo , Eleonora Messina , Claudia Panico , Antonia Vecchio

Early detection of person-to-person transmission of emerging infectious diseases such as avian influenza is crucial for containing pandemics. We developed a simple permutation test and its refined version for this purpose. A simulation…

应用统计 · 统计学 2007-09-14 Yang Yang , Ira M. Longini , M. Elizabeth Halloran

I introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters. The method asymptotically controls size by generating…

计量经济学 · 经济学 2023-06-16 Andreas Hagemann

We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

机器学习 · 统计学 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

计量经济学 · 经济学 2019-09-24 Christoph Breunig

We present a nonparametric framework to model a short sequence of probability distributions that vary both due to underlying effects of sequential progression and confounding noise. To distinguish between these two types of variation and…

统计方法学 · 统计学 2019-02-08 Jonas Mueller , Tommi Jaakkola , David Gifford

It is an important task in the literature to check whether a fitted autoregressive moving average (ARMA) model is adequate, while the currently used tests may suffer from the size distortion problem when the underlying autoregressive models…

统计方法学 · 统计学 2022-09-21 Xiaohui Liu , Donghui Fan , Xu Zhang , Catherine C. Liu

Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…

统计理论 · 数学 2015-03-17 Piet Groeneboom , Geurt Jongbloed