相关论文: Power variations and testing for co-jumps: the sma…

It is argued herein that when PIV is used to measure turbulence, it can be treated as a time-dependent signal. The `output' velocity consists of three primary contributions: the time-dependent velocity, a noise arising from the quantization…

Variational quantum machine learning algorithms have become the focus of recent research on how to utilize near-term quantum devices for machine learning tasks. They are considered suitable for this as the circuits that are run can be…

This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is considered an infinite-dimensional nuisance parameter. Our…

Detecting the presence and characteristic scale of a signal is a common problem in data analysis. We develop a fast statistical test of the null hypothesis that a Fourier-like power spectrum is consistent with noise. The null hypothesis is…

Time-to-event endpoints show an increasing popularity in phase II cancer trials. The standard statistical tool for such one-armed survival trials is the one-sample log-rank test. Its distributional properties are commonly derived in the…

We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…

This work aims to estimate time-resolved velocity field that is directly associated with pressure fluctuations in a subsonic round jet. To achieve this goal, synchronous measurements of the velocity field and in-flow pressure fluctuations…

In the Aharonov-Albert-Vaidman (AAV) weak measurement, it is assumed that the measuring device or the pointer is in a quantum mechanical pure state. In reality, however, it is often not the case. In this paper, we generalize the AAV weak…

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

We propose an approximation for the probability of tipping when the speed of parameter change and additive white noise interact to cause tipping. Our approximation is valid for small to moderate drift speeds and helps to estimate the…

Recently, there has been substantial interest in statistical guarantees for cross-validation (CV) methods of uncertainty quantification in statistical learning (cf. Barber et al. 2021a, Liang and Barber 2024, Steinberger and Leeb 2023).…

In this paper, we study the averaging principle for 2D Boussinesq equations with non-Lipschitz Poisson jump noise. Precisely, we will first explore the well-posedness, regularity estimates and tightness of the vorticity variable. Then, we…

In this paper we consider two semimartingales driven by diffusions and jumps. We allow both for finite activity and for infinite activity jump components. Given discrete observations we disentangle the {\it integrated covariation} (the…

The advantages of weak measurements, and especially measurements of imaginary weak values, for precision enhancement, are discussed. A situation is considered in which the initial state of the measurement device varies randomly on each run,…

We develop an adaptive jump test for discretely observed high-frequency semimartingales by combining the A"it-Sahalia--Jacod ratio statistic (A"it-Sahalia and Jacod, 2009) and the Lee--Mykland extreme-return statistic (Lee and Mykland,…

We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…

This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…

We study the estimation of moments and joint moments of microstructure noise. Estimators of arbitrary order of (joint) moments are provided, for which we establish consistency as well as central limit theorems. In particular, we provide…

This paper deals with the local asymptotic structure, in the sense of Le Cam's asymptotic theory of statistical experiments, of the signal detection problem in high dimension. More precisely, we consider the problem of testing the null…

In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed ``sparse'' noise. In theory, we bound the tracking error. In…