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Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
INAR model Conditional least square Asymptotic distribution Hypothesis Testing Maximum empirical likelihood
2011/11/5
This paper studies the empirical likelihood method for a first-order random coefficient integer-valued autoregressive model. The limiting distribution of the log empirical likelihood ratio statistic i...
Asymptotic behaviour of first passage time distributions for Levy processes
Levy processes first passage time distribution local limit theorems fluctuation theory
2011/9/19
Abstract: Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw...
The asymptotic shape, large deviations and dynamical stability in first-passage percolation on cones
The asymptotic shape dynamical stability cones Probability
2011/9/2
Abstract: In this paper we consider first-passage percolation on certain subgraphs of the $\Z^d$ nearest neighbour graph. We present a three-fold extension of the Shape Theorem. Firstly, we show that ...
Asymptotics of first-passage percolation on 1-dimensional graphs
Asymptotics of first-passage percolation 1-dimensional graphs Probability
2011/9/2
Abstract: In this paper we consider standard first-passage percolation on certain 1-dimensional periodic graphs. One such graph of particular interest is the $\Z\times\{0,1,...,K-1\}^{d-1}$ nearest ne...