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The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…
The paper considers asymptotics of summation functions of additive and multiplicative arithmetic functions. We also study asymptotics of summation functions of natural and prime arguments. Several assertions on this subject are proved and…
The paper considers estimates for the asymptotics of summation functions of bounded multiplicative arithmetic functions. Several assertions on this subject are proved and examples are considered.
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.
The paper considers the properties of pseudo stationarity in a broad sense and pseudo strong mixing for sequences of random variables corresponding to arithmetic functions. Assertions on this topic have been proven. The implementation of…
The paper considers a universal approach that allows one to quite simply obtain nonlinear asymptotic estimates of various summation functions. It is shown the application of this approach to the asymptotic estimation of divergent Dirichlet…
We study the questions of determining the asymptotics of the probabilistic characteristics of additive arithmetic functions in the paper, regardless of whether they have a limit distribution or not. Several assertions are proved about the…
This work gives a general approach to the determination of the asymptotic behavior of the sums of functions of primes based on the distribution of primes. It refines the estimate of the remainder term of the asymptotic expansion of the sums…
The summation arithmetic functions with asymptotically independent summands are studied in the paper. We prove statements about the condition under which the summation arithmetic functions have asymptotically independent summands. It is…
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…
We establish asymptotic properties of $M$-estimators, defined in terms of a contrast function and observations from a continuous-time locally stationary process. Using the stationary approximation of the sequence, $\theta$-weak dependence,…
We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson's lemma, Laplace's method, the saddle point method, and the method of stationary phase. Certain developments in the field of…
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…
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…
Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…