Concept

Asymptotic distribution

Related publications (54)

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We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle l ...

WILEY2022

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...

2022

Estimating an extreme Bayesian network via scalings

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A recursive max-linear vector models causal dependence between its components by expressing each node variable as a max-linear function of its parental nodes in a directed acyclic graph and some exogenous innovation. Motivated by extreme value theory, inno ...

ELSEVIER INC2021

Learning, compression, and leakage: Minimising classification error via meta-universal compression principles

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Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for learning scenarios is ...

IEEE2021

Functional registration and local variations: Identifiability, rank, and tuning

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We develop theory and methodology for the problem of nonparametric registration of functional data that have been subjected to random deformation (warping) of their time scale. The separation of this phase variation ("horizontal" variation) from the amplit ...

2021

Frequency domain theory for functional time series: Variance decomposition and an invariance principle

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This paper is concerned with frequency domain theory for functional time series, which are temporally dependent sequences of functions in a Hilbert space. We consider a variance decomposition, which is more suitable for such a data structure than the varia ...

INT STATISTICAL INST2020

Inference on the Angular Distribution of Extremes

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The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...

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Quenched convergence and strong local equilibrium for asymmetric zero-range process with site disorder

Thomas Mountford

We study asymmetric zero-range processes on Z with nearest-neighbour jumps and site disorder. The jump rate of particles is an arbitrary but bounded nondecreasing function of the number of particles. We prove quenched strong local equilibrium at subcritica ...

SPRINGER HEIDELBERG2020

Support and approximation properties of Hermite splines

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In this paper, we formally investigate two mathematical aspects of Hermite splines that are relevant to practical applications. We first demonstrate that Hermite splines are maximally localized, in the sense that the size of their support is minimal among ...

2020

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