Optimal Berry-Esseen bound for parameter estimation of SPDE with small noiseJournal of the Korean Statistical Society - Tập 47 - Trang 364-378 - 2018
Yoon Tae Kim, Hyun Suk Park
We investigate a rate of convergence on asymptotic normality of the maximum likelihood estimator (MLE) for parameter θ appearing in parabolic SPDEs of the form $$d{u^\varepsilon }(t,x) = ({A_0} + \theta {A_1}){u^\varepsilon }(t,x)dt + \varepsilon dW(t,x),$$ where A0 and A1 are partial differential operators, W is a cylindrical Brownian motion (CBM) and ε ↓ 0. We find an optimal Berry-Esseen bound ...... hiện toàn bộ
Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphsJournal of the Korean Statistical Society - Tập 43 - Trang 415-424 - 2014
Jung Woo Baek, Soohan Ahn
In this paper, we analyze Markov modulated fluid flow processes with one-sided ph-type jumps using the completed graph and also through the limits of coupled queueing processes to be constructed. For the models, we derive various results on time-dependent distributions and distributions of first passage times, and present the Riccati equations that transform matrices of the first return times to 0...... hiện toàn bộ
Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic dataJournal of the Korean Statistical Society - Tập 45 - Trang 1-13 - 2015
Naâmane Laïb, Djamal Louani
The aim of this paper is to establish the uniform consistency with rate over a bandwidth interval of the kernel conditional mode estimate whenever functional stationary ergodic data are considered. This kind of result is immediately applicable to proving uniform consistency of kernel-type estimators when the bandwidth h is a function of the data or the location x. Notice that our uniform in bandwi...... hiện toàn bộ
Perturbations of copulas and mixing propertiesJournal of the Korean Statistical Society - Tập 51 - Trang 149-171 - 2021
Martial Longla, Fidel Djongreba Ndikwa, Mathias Nthiani Muia, Patrice Soh Takam
This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbations of copulas. Results are provided for the mixing coefficients
$$\beta _n$$
,
...... hiện toàn bộ