Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Olimjon Sh. Sharipov"'
Autor:
Olimjon Sh. Sharipov, Martin Wendler
For testing hypothesis on the covariance operator of functional time series, we suggest to use the full functional information and to avoid dimension reduction techniques. The limit distribution follows from the central limit theorem of the weak conv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ca71ab4124d1acce6b88d48e50613b43
http://arxiv.org/abs/1904.06721
http://arxiv.org/abs/1904.06721
Publikováno v:
Journal of Nonparametric Statistics. 28:576-594
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e20ae77e9492e46adfd746b3b514c55e
https://doi.org/10.1080/10485252.2016.1190843
https://doi.org/10.1080/10485252.2016.1190843
Autor:
Olimjon Sh. Sharipov, Martin Wendler
Publikováno v:
Statistics & Probability Letters. 83:1028-1035
We will show under very weak conditions on differentiability and dependence that the central limit theorem for quantiles holds and that the block bootstrap is weakly consistent. Under slightly stronger conditions, the bootstrap is strongly consistent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3cdf52c887665ddbb47412a0f6888277
https://doi.org/10.1016/j.spl.2012.12.017
https://doi.org/10.1016/j.spl.2012.12.017
Publikováno v:
Statistics & Probability Letters. 83:141-147
We study subsampling estimators for the limit variance σ 2 = V ar ( X 1 ) + 2 ∑ k = 2 ∞ Cov ( X 1 , X k ) of partial sums of a stationary stochastic process ( X k ) k ≥ 1 . We establish L 2 -consistency of a non-overlapping block resampling me
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eaacf1cd466831fb1b76d663c4bcd23b
https://doi.org/10.1016/j.spl.2012.08.012
https://doi.org/10.1016/j.spl.2012.08.012
Autor:
Martin Wendler, Olimjon Sh. Sharipov
Publikováno v:
Journal of Nonparametric Statistics. 24:317-342
The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the nonoverlapping block
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69bacbfe5f4c194d6139a73154acef15
https://doi.org/10.1080/10485252.2012.655274
https://doi.org/10.1080/10485252.2012.655274
Publikováno v:
Communications in Statistics - Simulation and Computation. 39:1251-1268
Some statistics practitioners often ignore the underlying assumptions when analyzing a real data and employ the Nonlinear Least Squares (NLLS) method to estimate the parameters of a nonlinear model. In order to make reliable inferences about the para
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1a98f07f8a383e6d262def3216053e3
https://doi.org/10.1080/03610918.2010.490316
https://doi.org/10.1080/03610918.2010.490316
Autor:
Olimjon Sh. Sharipov, Herold Dehling
Publikováno v:
Statistics & Probability Letters. 79:2028-2036
We prove the Marcinkiewicz–Zygmund Strong Law of Large Numbers for U -statistics of strictly stationary, absolutely regular observations ( ξ i ) i ≥ 1 . Under suitable moment conditions and conditions on the mixing rate, we show that n − 2 +
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5476b6680106f7f0f4457668ab53bf60
https://doi.org/10.1016/j.spl.2009.06.012
https://doi.org/10.1016/j.spl.2009.06.012
Autor:
Herold Dehling, Olimjon Sh. Sharipov
Publikováno v:
Statistical Inference for Stochastic Processes. 8:137-149
In this paper we study autoregressive processes of order 1 with values in a separable Banach space it B. Such ARB(1)-processes $${(X_{n})}_{n \in \mathbb{Z}}$$ are defined by the recursion equation $$X_n - m = T(x_{n-1}-m) + \epsilon_n, n \in \mathbb
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b61e8d1fc71571d1497817b9cf9f097
https://doi.org/10.1007/s11203-003-0382-8
https://doi.org/10.1007/s11203-003-0382-8
Publikováno v:
Stochastic Processes and their Applications. 99:137-157
We study Poisson limits for U-statistics with non-negative kernels. The limit theory is derived from the Poisson convergence of suitable point processes of U-statistics structure. We apply these results to derive infinite variance stable limits for U
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15e00713c926bb25fc6799f1bc20dc03
https://doi.org/10.1016/s0304-4149(01)00153-3
https://doi.org/10.1016/s0304-4149(01)00153-3
Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly dependent in the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2666d2caa37fcb991390c4710a6f585
http://arxiv.org/abs/1312.3870
http://arxiv.org/abs/1312.3870