Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Zoubouloglou, Pavlos"'
Let $\{X_k\}_{k \in \mathbb{Z}}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal{H}_1$, and let $G:\mathcal{H}_1 \to \mathcal{H}_2$ be an operator acting on $X_k$. Under suitable conditions on the operator $G$ and
Externí odkaz:
http://arxiv.org/abs/2405.11452
A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the two key features of cyclical long memory: quasi-periodicity and long-t
Externí odkaz:
http://arxiv.org/abs/2403.07170
Let $\Delta^o$ be a finite set and, for each probability measure $m$ on $\Delta^o$, let $G(m)$ be a transition probability kernel on $\Delta^o$. Fix $x_0 \in \Delta^o$ and consider the chain $\{X_n, \; n \in \mathbb{N}_0\}$ of $\Delta^o$-valued rando
Externí odkaz:
http://arxiv.org/abs/2304.01384
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers (LLN) of the
Externí odkaz:
http://arxiv.org/abs/2207.07282
A particularly challenging context for dimensionality reduction is multivariate circular data, i.e., data supported on a torus. Such kind of data appears, e.g., in the analysis of various phenomena in ecology and astronomy, as well as in molecular st
Externí odkaz:
http://arxiv.org/abs/2110.04758
Autor:
Budhiraja, Amarjit1 (AUTHOR), Zoubouloglou, Pavlos1 (AUTHOR)
Publikováno v:
Transactions of the American Mathematical Society, Series B. 1/2/2024, Vol. 11, p1-63. 63p.
Publikováno v:
Journal of Computational & Graphical Statistics. Jul-Sep2023, Vol. 32 Issue 3, p1024-1035. 12p.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.