Testing the equality of the laws of two strictly stationary processes
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DOI: 10.1007/s11203-022-09272-w
Abstract: In this paper we propose to generalize the recent works of [4] and [3] on the comparison of the marginal distributions of two strictly stationary processes. Our aim is to test the equality the whole… read more here.
Keywords: testing equality; strictly stationary; processes testing; stationary processes ... See more keywords
On the local times of stationary processes with conditional local limit theorems
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DOI: 10.1016/j.spa.2017.09.012
Abstract: We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler… read more here.
Keywords: local limit; limit theorems; conditional local; stationary processes ... See more keywords
Deconvolution of ℙ(Xt < Yt) for stationary processes with supersmooth error distributions
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DOI: 10.1080/02331888.2024.2407913
Abstract: This paper focuses on nonparametrically estimating the probability $ \mathbb {P} \left ( X_t \lt Y_t \right ) $ P(Xt read more here.
Keywords: time; stationary processes; supersmooth error; processes supersmooth ... See more keywords
Almost sure asymptotic properties of central order statistics from stationary processes
Sign Up to like & getrecommendations! Published in 2020 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2020.1741629
Abstract: Abstract In this article, we formulate and prove new properties of conditional quantiles given one of the particular sigma-fields. Next, we use them to investigate almost sure asymptotic behavior of central order statistics which arise… read more here.
Keywords: sure asymptotic; central order; stationary processes; order statistics ... See more keywords
On Locally Dyadic Stationary Processes
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DOI: 10.1109/tit.2016.2631143
Abstract: We introduce the concept of local dyadic stationarity, to account for nonstationary time series, within the framework of Walsh–Fourier analysis. We define and study time-varying, dyadic, autoregressive, moving average (tvDARMA) models. It is proven that… read more here.
Keywords: varying dyadic; time varying; time; dyadic stationary ... See more keywords
Robust Quickest Change Detection in Multi-Stream Non-Stationary Processes
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DOI: 10.1109/tit.2025.3606872
Abstract: The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary… read more here.
Keywords: multi stream; robust quickest; stationary processes; stream ... See more keywords
On limit theory for Lévy semi-stationary processes
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DOI: 10.3150/17-bej956
Abstract: In this paper we present some limit theorems for power variation of Levy semi-stationary processes in the setting of infill asymptotics. Levy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving average… read more here.
Keywords: levy semi; semi stationary; theory semi; limit theory ... See more keywords