相关论文: Near-integrated GARCH sequences

The right tail asymptotic series consisting of attenuating exponential terms are derived for the densities of Galton-Watson processes with fractional probability generating functions. The frequencies in the exponential factors form fractal…

Vecchia approximation has been widely used to accurately scale Gaussian-process (GP) inference to large datasets, by expressing the joint density as a product of conditional densities with small conditioning sets. We study fixed-domain…

Suppose we are given finitely generated groups $\Gamma_1,...,\Gamma_m$ equipped with irreducible random walks. Thereby we assume that the expansions of the corresponding Green functions at their radii of convergence contain only logarithmic…

Let $F(x)= \sum_{\nu\in\NN^d} F_\nu x^\nu$ be a multivariate power series with complex coefficients that converges in a neighborhood of the origin. Assume $F=G/H$ for some functions $G$ and $H$ holomorphic in a neighborhood of the origin.…

Let $f: {\mathbb R}\to {\mathbb R}$ be a measurable function satisfying \begin{equation*} f(x+1)=f(x), \qquad \int_0^1 f(x)\, dx=0, \qquad \int_0^1 f^2(x)\, dx<\infty. \end{equation*} The asymptotic properties of series $\sum c_k f(kx)$…

We present expressions for the coefficients which arise in asymptotic expansions of multiple integrals of Laplace type (the first term of which is known as Laplace's approximation) in terms of asymptotic series of the functions in the…

We consider the generalised Mathieu series \[\sum_{n=1}^\infty \frac{n^\gamma}{(n^\lambda+a^\lambda)^\mu}\qquad (\mu>0)\] when the parameters $\lambda$ ($>0$) and $\gamma$ are even integers for large complex $a$ in the sector…

We find the asymptotic number of connected graphs with $k$ vertices and $k-1+l$ edges when $k,l$ approach infinity, reproving a result of Bender, Canfield and McKay. We use the {\em probabilistic method}, analyzing breadth-first search on…

We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…

Assuming the Riemann hypothesis, we obtain asymptotic formulas for $\sum_{0<\gamma<T}\zeta(\rho+\delta)\zeta(1-\rho+\overline{\delta})$ in the region $-\frac{a}{\log T} \leq \Re \delta \leq \frac{1}{2}+\frac{a}{\log T}$, $|\Im \delta|\ll…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

The general theoretical approach to the asymptotic extraction of the signal series from the perturbed signal with the help of Singular Spectrum Analysis (briefly, SSA) was already outlined in Nekrutkin 2010, SII, v. 3, 297--319. In this…

This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…

The algebraic properties of formal power series, whose coefficients show factorial growth and admit a certain well-behaved asymptotic expansion, are discussed. It is shown that these series form a subring of $\mathbb{R}[[x]]$. This subring…

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…

We study the distribution of partition parts in arithmetic progressions and find asymptotic results that capture all exponentially growing terms. This is accomplished by studying the behavior of non-modular Eisenstein series that appear in…

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

The review presents the development of an approach of constructing approximate solutions to complicated physics problems, starting from asymptotic series, through optimized perturbation theory, to self-similar approximation theory. The…

In this paper we study the following Bessel series $\sum _{l=1}^{\infty } {J_{l+m'}(r)J_{l+m}(r)}{(l+\beta)^\alpha}$ for any $m,m'\in\mathbb{Z}$, $\alpha\in\mathbb{R}$ and $\beta>-1$. They are a particular case of the second type Neumann…

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…