In this paper we develop an asymptotic theory for estimation based on signed ranks in the ARMA model when the innovation density is symmetrical. We provide two classes of estimators and we establish their asymptotic normality with the help of the asymptotic properties for serial signed rank statistics. Finally, we compare our procedure to the one of least-squares, and we illustrate the performa...

We study the density disturbance of a correlated one–dimensional electron liquid in the presence of a scatterer or a barrier. The 2kF – periodic density profile away from the barrier (Friedel oscillation) is computed for arbitrary electron–electron interaction and arbitrary impurity strength. We find that in presence of correlations, the Friedel oscillation decays slower than predicted by Fermi...

We analyze the dynamics of a reaction propagating along a two-dimensional medium of nonuniform composition. We consider the context of a self-sustaining reaction front that converts a monomer-initiator mixture into an inhomogeneous polymeric material. We model the system with one-step effective kinetics, assuming large activation energy. Using asymptotic methods, we find the analytical expressi...

How many pure Nash equilibria can we expect to have in a finite game chosen at random? Solutions to the above problem have been proposed in some special cases. In this paper we assume independence among the profiles, but we allow either positive or negative dependence among the players’ payoffs in a same profile. We provide asymptotic results for the distribution of the number of Nash equilibri...

The profiles of a spreading wetting film are computed taking into account intermolecular forces and introducing a kinetic slip condition at a molecular cut-off distance. This eliminates the stress singularity, so that both “true” and “visible” contact angles are defined unequivocally. The “true” contact angle at the cut-off distance depends on the slip length as well as on the edge propagation ...

We consider degenerate viscous shock profiles arising in systems of two regularized conservation laws, where degeneracy here describes viscous shock profiles for which the asymptotic endstates are sonic to the associated hyperbolic system (the shock speed is equal to one of the characteristic speeds). Proceeding with pointwise estimates on the Green’s function for the linear system of equations...

We establish a general asymptotic theory for nonparametric maximum likelihood estimation in semiparametric regression models with right censored data. We identify a set of regularity conditions under which the nonparametric maximum likelihood estimators are consistent, asymptotically normal, and asymptotically efficient with a covariance matrix that can be consistently estimated by the inverse ...

This paper deals with the estimation of the stress-strength parameter R = P (Y < X), when X and Y are two independent weighted Lindley random variables with a common shape parameter. The MLEs can be obtained by maximizing the profile loglikelihood function in one dimension. The asymptotic distribution of the MLEs are also obtained, and they have been used to construct the asymptotic confidence ...