相关论文: Moment conditions for random coefficient AR($\inft…

This paper proposes a new method, in the frequency domain, to define absorbing boundary conditions for general two-dimensional problems. The main feature of the method is that it can obtain boundary conditions from the discretized equations…

We review and develop the classical theory of moments of configurations of weighted points with a focus on systems with an identically vanishing first moment. The latter condition produces equations for equilibrium configurations of systems…

In this paper, we present a class of random Schr\"odinger cocycles showing that, for random cocycles with non-compact support, the presence of certain finite moment conditions is essential for establishing a specific modulus of continuity…

The aim of the paper is to introduce a new systematic method that can produce lower bounds for eigenvalues. The main idea is to use nonconforming finite element methods. The general conclusion herein is that if local approximation…

Common approaches to inference for structural and reduced-form parameters in empirical economic analysis are based on the consistency and the root-n asymptotic normality of the GMM and M estimators. The canonical consistency (respectively,…

A companion paper develops a framework in which probability measures are represented by distribution-kernel pairs (T,phi) with T a tempered distribution and phi a Schwartz kernel, so that weak moments of all orders exist unconditionally.…

We prove new lower bounds on the likely size of a maximum independent set in a random graph with a given average degree. Our method is a weighted version of the second moment method, where we give each independent set a weight based on the…

We generalize the stochastic revealed preference methodology of McFadden and Richter (1990) for finite choice sets to settings with limited consideration. Our approach is nonparametric and requires partial choice set variation. We impose a…

Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N…

Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…

This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments…

In this paper we study quantitative uniqueness estimates of solutions to general second order elliptic equations with magnetic and electric potentials. We derive lower bounds of decay rate at infinity for any nontrivial solution under some…

This paper develops tests of the null hypothesis of linearity in the context of autoregressive models with Markov-switching means and variances. These tests are robust to the identification failures that plague conventional likelihood-based…

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…

We consider the problem of guessing the realization of a random variable but under more general Tsallis' non-extensive entropic framework rather than the classical Maxwell-Boltzman-Gibbs-Shannon framework. We consider both the conditional…

We consider moments of the return times (or first hitting times) in a discrete time discrete space Markov chain. It is classical that the finiteness of the first moment of a return time of one state implies the finiteness of the first…

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Stability results for extremum seeking control in $\mathbb{R}^n$ have predominantly been restricted to local or, at best, semi-global practical stability. Extending semi-global stability results of extremum-seeking systems to unbounded sets…

This paper develops a new framework for indirect statistical inference with guaranteed necessity and sufficiency, applicable to continuous random variables. We prove that when comparing exponentially transformed order statistics from an…