相关论文: Testing for exponentiality for stationary associat…

Recently, the characterization based approach for the construction of goodness of fit tests has become popular. Most of the proposed tests have been designed for complete i.i.d. samples. Here we present the adaptation of the recently…

We consider a finite number of orientation preserving $C^2$ interval diffeomorphisms and apply them randomly in such a way that the expected Lyapunov exponents at the boundary points are positive. We prove the exponential decay of…

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…

In Econometrics, imposing restrictions without assuming underlying distributions to modelize complex realities is a valuable methodological tool. However, if a subset of restrictions were not correctly specified, the usual test-statistics…

In the classical two-sample problem, the conventional approach for testing distributions equality is based on the difference between the two marginal empirical distribution functions, whereas a test for independence is based on the contrast…

Testing for causation, defined as the preceding impact of the past values of one variable on the current value of another one when all other pertinent information is accounted for, is increasingly utilized in empirical research of the…

In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from…

In this paper, we survey results on the asymptotic behavior of the variance of the best linear unbiased estimator (BLUE) for the mean of stationary processes. This behavior is influenced by the regularity and memory structures of the…

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

We study the asymptotics for sparse exponential random graph models where the parameters may depend on the number of vertices of the graph. We obtain exact estimates for the mean and variance of the limiting probability distribution and the…

We propose generalized portmanteau-type test statistics in the frequency domain to test independence between two stationary time series. The test statistics are formed analogous to the one in Chen and Deo (2004, Econometric Theory 20,…

We study the off-equilibrium dynamics of a particle in a general $N$-dimensional random potential when $N \to \infty$. We demonstrate the existence of two asymptotic time regimes: {\it i.} stationary dynamics, {\it ii.} slow aging dynamics…

For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, the test statistics for one-same and two-sample cases were…

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Delattre et al. (2013) considered n independent stochastic differential equations (SDEs), where in each case the drift term is associated with a random effect, the distribution of which depends upon unknown parameters. Assuming the…

This paper considers the statistical inference of the class of asymmetric power-transformed $\operatorname{GARCH}(1,1)$ models in presence of possible explosiveness. We study the explosive behavior of volatility when the strict stationarity…

We consider a version of the stationary phase method in one dimension of A. Erd\'elyi, allowing the phase to have stationary points of non-integer order and the amplitude to have integrable singularities. We provide a complete proof and we…

We revisit the family of goodness-of-fit tests for exponentiality based on the mean residual life time proposed by Baringhaus & Henze (2008). We motivate the test statistic by a characterisation of Shanbhag (1970) and provide an alternative…

We numerically address the stability analysis of linear age-structured population models with nonlocal diffusion, which arise naturally in describing dynamics of infectious diseases. Compared to Laplace diffusion, models with nonlocal…

The cumulative residual extropy (CRJ) is a measure of uncertainty that serves as an alternative to extropy. It replaces the probability density function with the survival function in the expression of extropy. This work introduces a new…