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Published in 2022 at "Statistical Inference for Stochastic Processes"
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…
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Keywords:
testing equality;
strictly stationary;
processes testing;
stationary processes ... See more keywords
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1
Published in 2017 at "Stochastic Processes and their Applications"
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…
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Keywords:
local limit;
limit theorems;
conditional local;
stationary processes ... See more keywords
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0
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…
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Keywords:
sure asymptotic;
central order;
stationary processes;
order statistics ... See more keywords
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Published in 2017 at "IEEE Transactions on Information Theory"
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…
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Keywords:
varying dyadic;
time varying;
time;
dyadic stationary ... See more keywords
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0
Published in 2018 at "Bernoulli"
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…
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Keywords:
levy semi;
semi stationary;
theory semi;
limit theory ... See more keywords