CAS: Mathematics & Statistics: Scholarly Papers
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The dynamics of hybrid metabolicgenetic oscillators
(AMER INST PHYSICS, 20130301)The synthetic construction of intracellular circuits is frequently hindered by a poor knowledge of appropriate kinetics and precise rate parameters. Here, we use generalized modeling (GM) to study the dynamical behavior ... 
Behavior of the generalized Rosenblatt process at extreme critical exponent values
(INST MATHEMATICAL STATISTICS, 20170301)The generalized Rosenblatt process is obtained by replacing the single critical exponent characterizing the Rosenblatt process by two different exponents living in the interior of a triangular region. What happens to that ... 
The unusual properties of aggregated superpositions of OrnsteinUhlenbeck type processes
(Bernoulli Society for Mathematical Statistics and Probability, 20180612)Superpositions of OrnsteinUhlenbeck type (supOU) processes form a rich class of stationary processes with a flexible dependence structure. The asymptotic behavior of the integrated and partial sum supOU processes can be, ... 
Sensivity of the Hermite rank
(Elsevier, 201903)The Hermite rank appears in limit theorems involving long memory. We show that a Hermite rank higher than one is unstable when the data is slightly perturbed by transformations such as shift and scaling. We carry out a ... 
Robust estimation of the scale and of the autocovariance function of Gaussian short and longrange dependent processes
(WILEYBLACKWELL PUBLISHING, INC, 20110301)A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is wellknown that the sample autocovariance, being based on moments, does not have this property. Hence, the use ... 
On the validity of resampling methods under long memory
(INST MATHEMATICAL STATISTICS, 20171201)For longmemory time series, inference based on resampling is of crucial importance, since the asymptotic distribution can often be nonGaussian and is difficult to determine statistically. However, due to the strong ... 
Power of changepoint tests for longrange dependent data
(INST MATHEMATICAL STATISTICS, 20170101)We investigate the power of the CUSUM test and the Wilcoxon changepoint tests for a shift in the mean of a process with longrange dependent noise. We derive analytic formulas for the power of these tests under local ... 
Intermittency of trawl processes
(Elsevier, 20180601)We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution ... 
Moments, cumulants and diagram formulae for nonlinear functionals of random measures
(2008)This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the ... 
Multivariate limit theorems in the context of longrange dependence
(Wiley, 20131022)We study the limit law of a vector made up of normalized sums of functions of longrange dependent stationary Gaussian series. Depending on the memory parameter of the Gaussian series and on the Hermite ranks of the ...