相关论文: A note on strong-consistency of componentwise ARH(…
We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the…
We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…
We prove that if A and B are bounded self-adjoint operators such that A-B belongs to the trace class, then |A| -|B| belongs to the principal ideal L_{1,\infty} in the algebra L(H) of all bounded operators on an infinite-dimensional Hilbert…
We extend the Granger-Johansen representation theorems for I(1) and I(2) vector autoregressive processes to accommodate processes that take values in an arbitrary complex separable Hilbert space. This more general setting is of central…
In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal probability density function of the error term is found. It…
In a Hilbert framework, we consider an inertial Tikhonov regularized dynamical system governed by a maximally comonotone operator, where the damping coefficient is proportional to the square root of the Tikhonov regularization parameter.…
The current work generalizes the author's previous work on the infinite-dimensional Alpha Log-Determinant (Log-Det) divergences and Alpha-Beta Log-Det divergences, defined on the set of positive definite unitized trace class operators on a…
In this paper, we introduce the first-order integer-valued autoregressive (INAR(1)) model, with Poisson-Lindley innovations based on power series thinning operator. Some mathematical features of this process are given and estimating the…
Efficient and powerful approaches to the computation of correlation functions involving determinant, sub-determinant and permanent operators, as well as traces, have recently been developed in the setting of ${\cal N}=4$ super Yang-Mills…
We consider the high order moments estimator of the frontier of a random pair introduced by Girard, S., Guillou, A., Stupfler, G. (2012). {\it Frontier estimation with kernel regression on high order moments}. In the present paper, we show…
Functional Analysis of Variance (FANOVA) from Hilbert-valued correlated data with spatial rectangular or circular supports is analyzed, when Dirichlet conditions are assumed on the boundary. Specifically, a Hilbert-valued fixed effect model…
In this work we study two Riemannian distances between infinite-dimensional positive definite Hilbert-Schmidt operators, namely affine-invariant Riemannian and Log-Hilbert-Schmidt distances, in the context of covariance operators associated…
Convergence rates of kernel density estimators for stationary time series are well studied. For invertible linear processes, we construct a new density estimator that converges, in the supremum norm, at the better, parametric, rate…
In functional data analysis (FDA), covariance function is fundamental not only as a critical quantity for understanding elementary aspects of functional data but also as an indispensable ingredient for many advanced FDA methods. This paper…
We study positive operator decompositions associated with rooted trees of orthogonal projections. In this sense, the refinement tree induces an ``MRA in $B\left(H\right)_{+}$''. To each node we assign a positive content operator, and these…
Fractionally integrated autoregressive moving average (FIARMA) processes have been widely and successfully used to model and predict univariate time series exhibiting long range dependence. Vector and functional extensions of these…
We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…
This paper is concerned with the convergence of power sequences and stability of Hilbert space operators, where "convergence" and "stability" refer to weak, strong and norm topologies. It is proved that an operator has a convergent power…
We study weighted composition operators on Hilbert spaces of analytic functions on the unit ball with kernels of the form $(1-<z,w>)^{-\gamma}$ for $\gamma>0$. We find necessary and sufficient conditions for the adjoint of a weighted…
The purpose of the present work is to establish decorrelation estimates at distinct energies for some random Schr\"odinger operator in dimension one. In particular, we establish the result for some random operators on the continuum with…