Copertina

Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes with Gaussian increments

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Ernst, Philip A., Huang, Dongzhou
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Statistics Theory Probability 60G15, 60F05, 62M10
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: The correlated case
di: Douissi, Soukaina, et al.
Pubblicazione: (2025)

Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
di: Leblanc, Théo
Pubblicazione: (2025)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
di: Barczy, Matyas, et al.
Pubblicazione: (2021)

M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
di: Shimizu, Yasutaka
Pubblicazione: (2025)

A Note on Physical Dependence and Mixing Conditions for Triangular Arrays
di: Heinrichs, Florian
Pubblicazione: (2026)

The nonexplosive solution of explosive autoregressions
di: Häusler, Erich, et al.
Pubblicazione: (2024)

Some limit theorems for locally stationary Hawkes processes
di: Deschatre, Thomas, et al.
Pubblicazione: (2025)

Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments
di: Zhang, Junxi, et al.
Pubblicazione: (2024)

Efficient Concentration with Gaussian Approximation
di: Austern, Morgane, et al.
Pubblicazione: (2022)

Modified weighted power variations of the Hermite process and applications to integrated volatility
di: Ayache, Antoine, et al.
Pubblicazione: (2026)

Asymptotic theory and statistical inference for the samples problems with heavy-tailed data using the functional empirical process
di: Camara, Abdoulaye, et al.
Pubblicazione: (2025)

Estimating the hyperuniformity exponent of point processes
di: Mastrilli, Gabriel, et al.
Pubblicazione: (2024)

Tests of independence for pairs of paths of non-stationary Gaussian processes
di: Ernst, Philip A., et al.
Pubblicazione: (2025)

Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
di: Azaïs, Jean-Marc, et al.
Pubblicazione: (2024)

Detecting practically significant dependencies in metric spaces via distance correlations
di: Dette, Holger, et al.
Pubblicazione: (2024)

Asymptotic Properties of Multi-Treatment Covariate Adaptive Randomization Procedures for Balancing Observed and Unobserved Covariates
di: Zhang, Li-Xin
Pubblicazione: (2023)

On stable central limit theorems for multivariate discrete-time martingales
di: Häusler, Erich, et al.
Pubblicazione: (2024)

Nonparametric estimation of the jump rate in mean field interacting systems of neurons
di: Duarte, Aline, et al.
Pubblicazione: (2025)

Fractional Cointegration of Geometric Functionals
di: Caponera, Alessia, et al.
Pubblicazione: (2025)

The multivariate fractional Ornstein-Uhlenbeck process
di: Dugo, Ranieri, et al.
Pubblicazione: (2024)

Robust estimation of a Markov chain transition matrix from multiple sample paths
di: Leskelä, Lasse, et al.
Pubblicazione: (2025)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
di: Ginovyan, Mamikon S.
Pubblicazione: (2026)

Some asymptotic behaviors for the plug-in estimator of entropy
di: Yu, Zhenhong, et al.
Pubblicazione: (2024)

Orientation in Poisson Cluster Processes via Imaginary Bispectra
di: Kresin, Conor, et al.
Pubblicazione: (2026)

A central limit theorem for a sequence of conditionally centered random fields
di: Jalilian, Abdollah, et al.
Pubblicazione: (2023)

Strong maximum a posteriori estimation in Banach spaces with Gaussian priors
di: Lambley, Hefin
Pubblicazione: (2023)

On the tradeoff between almost sure error tolerance and mean deviation frequency in martingale convergence
di: Estrada, Luisa F., et al.
Pubblicazione: (2023)

Conditioning of Banach Space Valued Gaussian Random Variables: An Approximation Approach Based on Martingales
di: Steinwart, Ingo
Pubblicazione: (2024)

Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
di: Mishura, Yuliya, et al.
Pubblicazione: (2024)

The relation of bias with risk in empirically constrained inferences
di: Sakthivadivel, Dalton A R
Pubblicazione: (2025)

Zeros and critical points of Gaussian fields: cumulants asymptotics and limit theorems
di: Ancona, Michele, et al.
Pubblicazione: (2025)

Layered Hill estimator for extreme data in clusters
di: Kang, Taegyu, et al.
Pubblicazione: (2024)

On asymptotic behavior of solutions to random fractional Riesz-Bessel equations with cyclic long memory initial conditions
di: Alghamdi, Maha Mosaad A., et al.
Pubblicazione: (2025)

Asymptotic analysis of estimators of ergodic stochastic differential equations
di: Ganguly, Arnab
Pubblicazione: (2024)

Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
di: Mehta, Shreya, et al.
Pubblicazione: (2025)

Local asymptotic normality for discretely observed McKean-Vlasov diffusions
di: Heidari, Akram, et al.
Pubblicazione: (2025)

Cluster size distributions of discrete random fields
di: Cheng, Dan, et al.
Pubblicazione: (2026)

Distribution-free Measures of Association based on Optimal Transport
di: Deb, Nabarun, et al.
Pubblicazione: (2024)

Comparison results for positive supermodular dependent Markov tree distributions
di: Ansari, Jonathan, et al.
Pubblicazione: (2024)

On a new family of weighted Gaussian processes: an application to bat telemetry data
di: Gonzalez, Jose Hermenegildo Ramirez, et al.
Pubblicazione: (2024)