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

We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…

Over the last years, minimization problems over spaces of measures have received increased interest due to their relevance in the context of inverse problems, optimal control and machine learning. A fundamental role in their numerical…

Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several non-trivial limits. This was done by arXiv:1506.03131 for the case of two, three and four dimensions; in this…

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

We recall the definition and the properties of a moment sequence and recall that all real sequences that have a finite rank of its Hankel matrix (see definition in the sequel) satisfy a homogeneous linear equation with constant…

We discuss the (first- and second-order) optimality conditions for nonlinear programming under the relaxed constant rank constraint qualification. This condition generalizes the so-called linear independence constraint qualification.…

This work is concerned with an optimal control problem on a Riemannian manifold, for which two typical cases are considered. The first case is when the endpoint is free. For this case, the control set is assumed to be a separable metric…

A statistical inference for random coefficient first-order autoregressive model $[RCAR(1)]$ was investigated by P.M. ROBINSON (1978) in which the coefficients varying over individuals. In this paper we attempt to generalize this result to…

A method is introduced for the verification of nonclassicality in terms of moments of nonclassicality quasiprobability distributions. The latter are easily obtained from experimental data and will be denoted as nonclassicality moments.…

Some classic second-order sufficient optimality conditions in the calculus of variations are shown to be equivalent, while also introducing a new equivalent second-order condition which is extremely easy to apply: simply integrate a linear…

Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…

We formulate coherence modeling as a regression task and propose two novel methods to combine techniques from our setup with pairwise approaches. The first of our methods is a model that we call "first-next," which operates similarly to…

We consider the Einstein-Boltzmann system for massless particles in the Bianchi I space-time with scattering cross-sections in a certain range of soft potentials. We assume that the space-time has an initial conformal gauge singularity and…

Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…

In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…

We explore singular second-order boundary value problems with mixed boundary conditions on a general time scale. Using the lower and upper solutions method combined with the Brouwer fixed point theorem we demonstrate the existence of a…

We establish several optimal moment comparison inequalities (Khinchin-type inequalities) for weighted sums of independent identically distributed symmetric discrete random variables which are uniform on sets of consecutive integers.…

We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…

Recently, sufficient conditions of stability or instability for time-delay systems have been proven to be necessary. In this way, a remarkable necessary and sufficient condition has then been developed by Gomez et al. It is presented as a…

A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…