We consider a time series X = {Xk, k ∈ Z} with memory parameter d0 ∈ R. This time series is either stationary or can be made stationary after differencing a finite number of times. We study the “local Whittle wavelet estimator” of the memory parameter d0. This is a wavelet-based semiparametric pseudo-likelihood maximum method estimator. The estimator may depend on a given finite range of scales...

Semiparametric random censorship (SRC) models (Dikta, 1998), derive their rationale from their ability to gainfully utilize parametric ideas within the random censorship environment. An extension of this approach is developed for Cox regression, producing new estimators of the regression parameter and baseline cumulative hazard function. Under correct parametric specification, the proposed esti...

In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process of pseudo residuals. The process converges weakly to a Gaussian process with a complicated covariance kernel depending on the data generating process. In the ...

We consider a time series X = {Xk, k ∈ Z} with memory parameter d0 ∈ R. This time series is either stationary or can be made stationary after differencing a finite number of times. We study the “Local Whittle Wavelet Estimator” of the memory parameter d0. This is a wavelet-based semiparametric pseudo-likelihood maximum method estimator. The estimator may depend on a given finite range of scales...

This paper treats interaction between finitely many particles where the future state of each particle is obtained from the present states of all other particles by a positive linear combination with time variant coefficients. The main result provides conditions for a common globally asymptotically stable equilibrium to exist. These conditions are, in particular, satisfied if the particles show ...

In this paper, we develop a pseudo empirical likelihood approach to incorporating auxiliary information into estimates from complex surveys. In simple random sampling without replacement, the method reduces to the empirical likelihood approach of Chen and Qin (1993). We show that the method is asymptotically equivalent to a generalized regression estimator in the case of estimating a mean or po...

We introduce a new quantity, called pseudo-entropy, as generalization of entanglement entropy via postselection. expect this quantity to provide class order parameters in quantum many-body systems. In the anti--de Sitter space (AdS)/conformal field theory (CFT) correspondence, is dual areas minimal area surfaces time-dependent Euclidean spaces which are asymptotically AdS. call geometric comput...

In this paper, an algebraic and robust fractional order differentiator is designed for a class of linear systems with arbitrary differentiation in [0,2]. It to estimate the derivative pseudo-state as well one output. particular, it can also pseudo-state. Different from our previous works, considered system no longer relies on matching conditions, which makes model be more general. First, transf...

A new technique, based on the pseudo-random properties of certain graphs, known as expanders, is used to obtain new simple explicit constructions of asymptotically good codes. In one of the constructions, the expanders are used to enhance Justesen codes by replicating, shuffling and then regrouping the code coordinates. For any fixed (small) rate, and for sufficiently large alphabet, the codes ...

in this paper, some results of the chebyshev type integral inequality for the pseudo-integral are proven. the obtained results, are related to the measure of a level set of the maximum and the sum of two non-negative integrable functions. finally, we applied our results  to the case of comonotone functions.