相关论文: Testing for the extent of instability in nearly un…

We provide a limit theory for a general class of kernel smoothed U-statistics that may be used for specification testing in time series regression with nonstationary data. The test framework allows for linear and nonlinear models with…

A robust controller is specified, and the stability bounds of the uncertain closed-loop system are determined using the small gain, circle, positive real, and Popov criteria. A graphical approach is employed in order to demonstrate the ease…

The stability method is very useful for obtaining exact solutions of many extremal graph problems. Its key step is to establish the stability property which, roughly speaking, states that any two almost optimal graphs of the same order $n$…

We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our test statistic is composed of Gini's mean difference of local…

Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…

We investigate the linear instability of flows that are stable according to Rayleigh's criterion for rotating fluids. Using Taylor-Couette flow as a primary test case, we develop large Reynolds number matched asymptotic expansion theories.…

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…

Marginally unstable Holmboe modes for smooth density and velocity profiles are studied. For a large family of flows and stratification that exhibit Holmboe instability, we show that the modes with phase velocity equal to the maximum or the…

This paper develops a unified finite-time theory for the ordinary least squares estimation of possibly unstable and even slightly explosive vector autoregressive models under linear restrictions, with the applicable region $\rho(A)\leq…

Prior research has shown that autocorrelation and variance in voltage measurements tend to increase as power systems approach instability. This paper seeks to identify the conditions under which these statistical indicators provide reliable…

This paper examines the asymptotic inference for AR(1) models with a possible structural break in the AR parameter $\beta $ near the unity at an unknown time $k_{0}$. Consider the model $y_{t}=\beta_{1}y_{t-1}I\{t\leq k_{0}\}+\beta…

Oscillatory dynamics are ubiquitous in biological networks. Possible sources of oscillations are well understood in low-dimensional systems, but have not been fully explored in high-dimensional networks. Here we study large networks…

We propose a new class of unit root tests that exploits invariance properties in the Locally Asymptotically Brownian Functional limit experiment associated to the unit root model. The invariance structures naturally suggest tests that are…

We study the question of local testability of low (constant) degree functions from a product domain $S_1 \times \dots \times {S}_n$ to a field $\mathbb{F}$, where ${S_i} \subseteq \mathbb{F}$ can be arbitrary constant sized sets. We show…

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Spatial unilateral autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the boundary of the domain of…

This paper revisits a recently developed methodology based on the matrix Lambert W function for the stability analysis of linear time invariant, time delay systems. By studying a particular, yet common, second order system, we show that in…

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…

In two previous papers the author described ``Islands of Instability" that may appear in wavefunction models with nonlinear evolution (of a type proposed originally in the context of the Measurement Problem). Such ``IsoI" represent a new…