Displaying similar documents to “Asymptotic properties of autoregressive regime-switching models”

Cutoff for samples of Markov chains

Bernard Ycart (2010)

ESAIM: Probability and Statistics

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We study the convergence to equilibrium of samples of independent Markov chains in discrete and continuous time. They are defined as Markov chains on the fold Cartesian product of the initial state space by itself, and they converge to the direct product of copies of the initial stationary distribution. Sharp estimates for the convergence speed are given in terms of the spectrum of the initial chain. A cutoff phenomenon occurs in the sense that as tends to infinity, the total...

A Theoretical Model for Testing New Product Sales Velocity at Small Format Retail Stores

Hiroaki Sandoh, Roy Larke (2010)

RAIRO - Operations Research

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The present study proposes a theoretical model to test sales velocity for new products introduced in small format retail stores. The model is designed to distinguish fast moving products within a relatively short period. Under the proposed model, the sales of a newly introduced product are monitored for a prespecified period , , one week, and if the number of items sold over is equal to a prespecified integer or more, the product is considered a fast moving product and is carried...

Algebraic Methods for Studying Interactions Between Epidemiological Variables

F. Ricceri, C. Fassino, G. Matullo, M. Roggero, M.-L. Torrente, P. Vineis, L. Terracini (2012)

Mathematical Modelling of Natural Phenomena

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Background Independence models among variables is one of the most relevant topics in epidemiology, particularly in molecular epidemiology for the study of gene-gene and gene-environment interactions. They have been studied using three main kinds of analysis: regression analysis, data mining approaches and Bayesian model selection. Recently, methods of algebraic statistics have been...

Estimation in autoregressive model with measurement error

Jérôme Dedecker, Adeline Samson, Marie-Luce Taupin (2014)

ESAIM: Probability and Statistics

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Consider an autoregressive model with measurement error: we observe = + , where the unobserved is a stationary solution of the autoregressive equation = ( ) + . The regression function is known up to a finite dimensional parameter to be estimated. The distributions of and are unknown and...

Risk bounds for new M-estimation problems

Nabil Rachdi, Jean-Claude Fort, Thierry Klein (2013)

ESAIM: Probability and Statistics

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In this paper, we consider a new framework where two types of data are available: experimental data supposed to be i.i.d from and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon . We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data , reduced model complexity...

An analysis of electrical impedance tomography with applications to Tikhonov regularization

Bangti Jin, Peter Maass (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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This paper analyzes the continuum model/complete electrode model in the electrical impedance tomography inverse problem of determining the conductivity parameter from boundary measurements. The continuity and differentiability of the forward operator with respect to the conductivity parameter in -norms are proved. These analytical results are applied to several popular regularization formulations, which incorporate information of smoothness/sparsity on the inhomogeneity...

Limit theorems for some functionals with heavy tails of a discrete time Markov chain

Patrick Cattiaux, Mawaki Manou-Abi (2014)

ESAIM: Probability and Statistics

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Consider an irreducible, aperiodic and positive recurrent discrete time Markov chain ( ≥ 0) with invariant distribution . We shall investigate the long time behaviour of some functionals of the chain, in particular the additive functional S n = ∑ i = 1 n f ( X i ) S n = ∑ i = 1 n f ( X i ) for a possibly non square integrable function. To this end we shall link ergodic properties of the chain to mixing properties, extending known results in the continuous time case. We will then...