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Estimation in models driven by fractional brownian motion

Corinne Berzin, José R. León (2008)

Annales de l'I.H.P. Probabilités et statistiques

Let {bH(t), t∈ℝ} be the fractional brownian motion with parameter 0<H<1. When 1/2<H, we consider diffusion equations of the type X(t)=c+∫0tσ(X(u)) dbH(u)+∫0tμ(X(u)) du. In different particular models where σ(x)=σ or σ(x)=σ  x and μ(x)=μ or μ(x)=μ  x, we propose a central limit theorem for estimators of H and of σ based on regression methods. Then we give tests of the hypothesis on σ for these models. We also consider functional estimation on σ(⋅)...

Exact and approximate distributions for the product of Dirichlet components

Saralees Nadarajah, Samuel Kotz (2004)

Kybernetika

It is well known that X / ( X + Y ) has the beta distribution when X and Y follow the Dirichlet distribution. Linear combinations of the form α X + β Y have also been studied in Provost and Cheong [S. B. Provost and Y.-H. Cheong: On the distribution of linear combinations of the components of a Dirichlet random vector. Canad. J. Statist. 28 (2000)]. In this paper, we derive the exact distribution of the product P = X Y (involving the Gauss hypergeometric function) and the corresponding moment properties. We also propose...

Exotic approximate identities and Maass forms

Fernando Chamizo, Dulcinea Raboso, Serafín Ruiz-Cabello (2013)

Acta Arithmetica

We obtain some approximate identities whose accuracy depends on the bottom of the discrete spectrum of the Laplace-Beltrami operator in the automorphic setting and on the symmetries of the corresponding Maass wave forms. From the geometric point of view, the underlying Riemann surfaces are classical modular curves and Shimura curves.

Exotic Bailey-Slater spt-functions III: Bailey pairs from groups B, F, G, and J

Chris Jennings-Shaffer (2016)

Acta Arithmetica

We continue to investigate spt-type functions that arise from Bailey pairs. In this third paper on the subject, we proceed to introduce additional spt-type functions. We prove simple Ramanujan type congruences for these functions which can be explained by an spt-crank-type function. The spt-crank-type functions are actually defined first, with the spt-type functions coming from setting z = 1 in this definition. We find some of the spt-crank-type functions to have interesting representations as single...

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