相关论文: First-order planar autoregressive model

Periodic autoregressive (PAR) time series with finite variance is considered as one of the most common models of second-order cyclostationary processes. However, in the real applications, the signals with periodic characteristics may be…

The paper considers the problem to estimate non-causal graphical models whose edges encode smoothing relations among the variables. We propose a new covariance extension problem and show that the solution minimizing the transportation…

We propose an explicit construction of a stationary solution for a stochastic recursion of the form $X\circ\theta=\phi(X)$ on a partially-ordered Polish space, when the monotonicity of $\phi$ is not assumed. Under certain conditions, we…

The purpose of this paper is to investigate moderate deviations for the Durbin-Watson statistic associated with the stable first-order autoregressive process where the driven noise is also given by a first-order autoregressive process. We…

The univariate integer-valued time series has been extensively studied, but literature on multivariate integer-valued time series models is quite limited and the complex correlation structure among the multivariate integer-valued time…

In this paper, we give explicit estimates that insure the existence of solutions for first order partial differential operators on compact manifolds, using a viscosity method. In the linear case, an explicit integral formula can be found,…

We posit that autoregressive flow models are well-suited to performing a range of causal inference tasks - ranging from causal discovery to making interventional and counterfactual predictions. In particular, we exploit the fact that…

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of $\mathbb{R}$. An order-$1$ autoregressive model in this context is to be understood as a Markov…

We include alignment interactions in a well-studied first-order attractive-repulsive macroscopic model for aggregation. The distinctive feature of the extended model is that the equation that specifies the velocity in terms of the…

We study a class of scalar field models coupled to impurities in arbitrary spacetime dimensions. The system admits the introduction of a second-order tensor that can be forced to obey an equality, if a first-order differential equation is…

Boundary value problems for linear stationary dispersive equations of order $2l+1$, $l\in \mathbb{N}$ have been considered on finite intervals $(0,L)$. The existence and uniqueness of regular solutions have been established for general…

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

The topic of this paper are nonlinear traveling waves occuring in a system of damped waves equations in one space variable. We extend the freezing method from first to second order equations in time. When applied to a Cauchy problem, this…

This paper is focused on the study of an inverse problem for a non-self-adjoint hyperbolic equation. More precisely, we attempt to stably recover a first order coefficient appearing in a wave equation from the knowledge of Neumann boundary…

In this paper, we introduce an algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbulent signals with memory depth. By stable, we refer to the…

A general system of several ordinary differential equations coupled with a reaction-diffusion equation in a bounded domain with zero-flux boundary condition is studied in the context of pattern formation. These initial-boundary value…

We consider a stationary queueing process $Q_X$ fed by a centered Gaussian process $X$ with stationary increments and variance function satisfying classical regularity conditions. A criterion when, for a given function $f$, $\mathbb P…

In this paper, we address the problem of modeling data with periodic autoregressive (PAR) time series and additive noise. In most cases, the data are processed assuming a noise-free model (i.e., without additive noise), which is not a…

In this paper we firstly review how to \textit{explicitly} solve a system of $3$ \textit{first-order linear recursions }and outline the main properties of these solutions. Next, via a change of variables, we identify a class of systems of…

In this paper, we give necessary conditions for stability of coupled autonomous vehicles in R. We focus on linear arrays with decentralized vehicles, where each vehicle interacts with only a few of its neighbors. We obtain explicit…