Exponential bounds for intensity of jumps View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2014-10

AUTHORS

D. Blanke, D. Bosq

ABSTRACT

In this paper, we study intensity of jumps in the context of functional linear processes. The natural space for that is the space D = D[0, 1] of cadlag real functions. We begin with limit theorems for ARMA D(1,1) processes. It appears that under some conditions, the functional linear process and its innovation have the same jumps. This nice property allows us to focus on the case of i.i.d. D-valued random variables. For such variables, we estimate the intensity of jumps in various situations: fixed number of jumps, random instants of jumps, random number of instants of jumps, etc. We derive exponential rates and limits in distribution. More... »

PAGES

239-255

References to SciGraph publications

  • 2005-09. Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables in STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES
  • 1998-10. Prediction of Continuous Time Processes by C[0,1]‐Valued Autoregressive Process in STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES
  • 1996. Probability in NONE
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.3103/s1066530714040012

    DOI

    http://dx.doi.org/10.3103/s1066530714040012

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1049594423


    Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
    Incoming Citations Browse incoming citations for this publication using opencitations.net

    JSON-LD is the canonical representation for SciGraph data.

    TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

    [
      {
        "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
        "about": [
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/0104", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Statistics", 
            "type": "DefinedTerm"
          }, 
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/01", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Mathematical Sciences", 
            "type": "DefinedTerm"
          }
        ], 
        "author": [
          {
            "affiliation": {
              "alternateName": "University of Avignon", 
              "id": "https://www.grid.ac/institutes/grid.7310.5", 
              "name": [
                "LMA, EA2151, Avignon Univ., Avignon, France"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Blanke", 
            "givenName": "D.", 
            "id": "sg:person.07427365155.42", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07427365155.42"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Laboratoire de Statistique Th\u00e9orique et Appliqu\u00e9e", 
              "id": "https://www.grid.ac/institutes/grid.463964.a", 
              "name": [
                "LSTA, EA3124, Sorbonne Univ., UPMC Univ. Paris 06, Paris, France"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Bosq", 
            "givenName": "D.", 
            "id": "sg:person.015335055755.62", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015335055755.62"
            ], 
            "type": "Person"
          }
        ], 
        "citation": [
          {
            "id": "sg:pub.10.1023/a:1009951104780", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1001663819", 
              "https://doi.org/10.1023/a:1009951104780"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/s0764-4442(98)80044-x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1006124580"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/1467-9469.00215", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1012408526"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jmva.2008.03.001", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1020876314"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1080/02331880212048", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1021844107"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1002/env.1143", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1023379379"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.crma.2011.06.009", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1028170119"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s11203-004-1031-6", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1029789393", 
              "https://doi.org/10.1007/s11203-004-1031-6"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-1-4757-2539-1", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1038602576", 
              "https://doi.org/10.1007/978-1-4757-2539-1"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-1-4757-2539-1", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1038602576", 
              "https://doi.org/10.1007/978-1-4757-2539-1"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/0167-7152(93)90004-3", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1050096246"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.mbs.2008.05.002", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1051235493"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1137/s0036144595288554", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1062877888"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1214/aop/1176995150", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1064405150"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.4267/2042/34821", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1072416230"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1002/9780470316962", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1109489376"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://app.dimensions.ai/details/publication/pub.1109489376", 
            "type": "CreativeWork"
          }
        ], 
        "datePublished": "2014-10", 
        "datePublishedReg": "2014-10-01", 
        "description": "In this paper, we study intensity of jumps in the context of functional linear processes. The natural space for that is the space D = D[0, 1] of cadlag real functions. We begin with limit theorems for ARMA D(1,1) processes. It appears that under some conditions, the functional linear process and its innovation have the same jumps. This nice property allows us to focus on the case of i.i.d. D-valued random variables. For such variables, we estimate the intensity of jumps in various situations: fixed number of jumps, random instants of jumps, random number of instants of jumps, etc. We derive exponential rates and limits in distribution.", 
        "genre": "research_article", 
        "id": "sg:pub.10.3103/s1066530714040012", 
        "inLanguage": [
          "en"
        ], 
        "isAccessibleForFree": false, 
        "isPartOf": [
          {
            "id": "sg:journal.1136589", 
            "issn": [
              "1066-5307", 
              "1934-8045"
            ], 
            "name": "Mathematical Methods of Statistics", 
            "type": "Periodical"
          }, 
          {
            "issueNumber": "4", 
            "type": "PublicationIssue"
          }, 
          {
            "type": "PublicationVolume", 
            "volumeNumber": "23"
          }
        ], 
        "name": "Exponential bounds for intensity of jumps", 
        "pagination": "239-255", 
        "productId": [
          {
            "name": "readcube_id", 
            "type": "PropertyValue", 
            "value": [
              "ec4122db37187878e9131a6b04990b7a50022ccbf9640df03758643f3f444553"
            ]
          }, 
          {
            "name": "doi", 
            "type": "PropertyValue", 
            "value": [
              "10.3103/s1066530714040012"
            ]
          }, 
          {
            "name": "dimensions_id", 
            "type": "PropertyValue", 
            "value": [
              "pub.1049594423"
            ]
          }
        ], 
        "sameAs": [
          "https://doi.org/10.3103/s1066530714040012", 
          "https://app.dimensions.ai/details/publication/pub.1049594423"
        ], 
        "sdDataset": "articles", 
        "sdDatePublished": "2019-04-10T16:03", 
        "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
        "sdPublisher": {
          "name": "Springer Nature - SN SciGraph project", 
          "type": "Organization"
        }, 
        "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000001_0000000264/records_8664_00000595.jsonl", 
        "type": "ScholarlyArticle", 
        "url": "http://link.springer.com/10.3103%2FS1066530714040012"
      }
    ]
     

    Download the RDF metadata as:  json-ld nt turtle xml License info

    HOW TO GET THIS DATA PROGRAMMATICALLY:

    JSON-LD is a popular format for linked data which is fully compatible with JSON.

    curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.3103/s1066530714040012'

    N-Triples is a line-based linked data format ideal for batch operations.

    curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.3103/s1066530714040012'

    Turtle is a human-readable linked data format.

    curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.3103/s1066530714040012'

    RDF/XML is a standard XML format for linked data.

    curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.3103/s1066530714040012'


     

    This table displays all metadata directly associated to this object as RDF triples.

    121 TRIPLES      21 PREDICATES      43 URIs      19 LITERALS      7 BLANK NODES

    Subject Predicate Object
    1 sg:pub.10.3103/s1066530714040012 schema:about anzsrc-for:01
    2 anzsrc-for:0104
    3 schema:author N46065e74e74a4e859a7e086a029d612e
    4 schema:citation sg:pub.10.1007/978-1-4757-2539-1
    5 sg:pub.10.1007/s11203-004-1031-6
    6 sg:pub.10.1023/a:1009951104780
    7 https://app.dimensions.ai/details/publication/pub.1109489376
    8 https://doi.org/10.1002/9780470316962
    9 https://doi.org/10.1002/env.1143
    10 https://doi.org/10.1016/0167-7152(93)90004-3
    11 https://doi.org/10.1016/j.crma.2011.06.009
    12 https://doi.org/10.1016/j.jmva.2008.03.001
    13 https://doi.org/10.1016/j.mbs.2008.05.002
    14 https://doi.org/10.1016/s0764-4442(98)80044-x
    15 https://doi.org/10.1080/02331880212048
    16 https://doi.org/10.1111/1467-9469.00215
    17 https://doi.org/10.1137/s0036144595288554
    18 https://doi.org/10.1214/aop/1176995150
    19 https://doi.org/10.4267/2042/34821
    20 schema:datePublished 2014-10
    21 schema:datePublishedReg 2014-10-01
    22 schema:description In this paper, we study intensity of jumps in the context of functional linear processes. The natural space for that is the space D = D[0, 1] of cadlag real functions. We begin with limit theorems for ARMA D(1,1) processes. It appears that under some conditions, the functional linear process and its innovation have the same jumps. This nice property allows us to focus on the case of i.i.d. D-valued random variables. For such variables, we estimate the intensity of jumps in various situations: fixed number of jumps, random instants of jumps, random number of instants of jumps, etc. We derive exponential rates and limits in distribution.
    23 schema:genre research_article
    24 schema:inLanguage en
    25 schema:isAccessibleForFree false
    26 schema:isPartOf N462e2664f9754aadadb7010488b28a8b
    27 N56f49a82199d4621b6815fb4806b2b9f
    28 sg:journal.1136589
    29 schema:name Exponential bounds for intensity of jumps
    30 schema:pagination 239-255
    31 schema:productId N7ff4162194d84b859420323ac69ea26b
    32 N96627189d3d74f15a32b64c1601a6933
    33 Nb77934c13c0f41e3bef0c4b71271af16
    34 schema:sameAs https://app.dimensions.ai/details/publication/pub.1049594423
    35 https://doi.org/10.3103/s1066530714040012
    36 schema:sdDatePublished 2019-04-10T16:03
    37 schema:sdLicense https://scigraph.springernature.com/explorer/license/
    38 schema:sdPublisher N7fa9b02b1bac44ffb9113fb7d0c6fad8
    39 schema:url http://link.springer.com/10.3103%2FS1066530714040012
    40 sgo:license sg:explorer/license/
    41 sgo:sdDataset articles
    42 rdf:type schema:ScholarlyArticle
    43 N00a3cf6e0a33474e80e9e3f329bb75be rdf:first sg:person.015335055755.62
    44 rdf:rest rdf:nil
    45 N46065e74e74a4e859a7e086a029d612e rdf:first sg:person.07427365155.42
    46 rdf:rest N00a3cf6e0a33474e80e9e3f329bb75be
    47 N462e2664f9754aadadb7010488b28a8b schema:volumeNumber 23
    48 rdf:type schema:PublicationVolume
    49 N56f49a82199d4621b6815fb4806b2b9f schema:issueNumber 4
    50 rdf:type schema:PublicationIssue
    51 N7fa9b02b1bac44ffb9113fb7d0c6fad8 schema:name Springer Nature - SN SciGraph project
    52 rdf:type schema:Organization
    53 N7ff4162194d84b859420323ac69ea26b schema:name doi
    54 schema:value 10.3103/s1066530714040012
    55 rdf:type schema:PropertyValue
    56 N96627189d3d74f15a32b64c1601a6933 schema:name dimensions_id
    57 schema:value pub.1049594423
    58 rdf:type schema:PropertyValue
    59 Nb77934c13c0f41e3bef0c4b71271af16 schema:name readcube_id
    60 schema:value ec4122db37187878e9131a6b04990b7a50022ccbf9640df03758643f3f444553
    61 rdf:type schema:PropertyValue
    62 anzsrc-for:01 schema:inDefinedTermSet anzsrc-for:
    63 schema:name Mathematical Sciences
    64 rdf:type schema:DefinedTerm
    65 anzsrc-for:0104 schema:inDefinedTermSet anzsrc-for:
    66 schema:name Statistics
    67 rdf:type schema:DefinedTerm
    68 sg:journal.1136589 schema:issn 1066-5307
    69 1934-8045
    70 schema:name Mathematical Methods of Statistics
    71 rdf:type schema:Periodical
    72 sg:person.015335055755.62 schema:affiliation https://www.grid.ac/institutes/grid.463964.a
    73 schema:familyName Bosq
    74 schema:givenName D.
    75 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015335055755.62
    76 rdf:type schema:Person
    77 sg:person.07427365155.42 schema:affiliation https://www.grid.ac/institutes/grid.7310.5
    78 schema:familyName Blanke
    79 schema:givenName D.
    80 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07427365155.42
    81 rdf:type schema:Person
    82 sg:pub.10.1007/978-1-4757-2539-1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1038602576
    83 https://doi.org/10.1007/978-1-4757-2539-1
    84 rdf:type schema:CreativeWork
    85 sg:pub.10.1007/s11203-004-1031-6 schema:sameAs https://app.dimensions.ai/details/publication/pub.1029789393
    86 https://doi.org/10.1007/s11203-004-1031-6
    87 rdf:type schema:CreativeWork
    88 sg:pub.10.1023/a:1009951104780 schema:sameAs https://app.dimensions.ai/details/publication/pub.1001663819
    89 https://doi.org/10.1023/a:1009951104780
    90 rdf:type schema:CreativeWork
    91 https://app.dimensions.ai/details/publication/pub.1109489376 schema:CreativeWork
    92 https://doi.org/10.1002/9780470316962 schema:sameAs https://app.dimensions.ai/details/publication/pub.1109489376
    93 rdf:type schema:CreativeWork
    94 https://doi.org/10.1002/env.1143 schema:sameAs https://app.dimensions.ai/details/publication/pub.1023379379
    95 rdf:type schema:CreativeWork
    96 https://doi.org/10.1016/0167-7152(93)90004-3 schema:sameAs https://app.dimensions.ai/details/publication/pub.1050096246
    97 rdf:type schema:CreativeWork
    98 https://doi.org/10.1016/j.crma.2011.06.009 schema:sameAs https://app.dimensions.ai/details/publication/pub.1028170119
    99 rdf:type schema:CreativeWork
    100 https://doi.org/10.1016/j.jmva.2008.03.001 schema:sameAs https://app.dimensions.ai/details/publication/pub.1020876314
    101 rdf:type schema:CreativeWork
    102 https://doi.org/10.1016/j.mbs.2008.05.002 schema:sameAs https://app.dimensions.ai/details/publication/pub.1051235493
    103 rdf:type schema:CreativeWork
    104 https://doi.org/10.1016/s0764-4442(98)80044-x schema:sameAs https://app.dimensions.ai/details/publication/pub.1006124580
    105 rdf:type schema:CreativeWork
    106 https://doi.org/10.1080/02331880212048 schema:sameAs https://app.dimensions.ai/details/publication/pub.1021844107
    107 rdf:type schema:CreativeWork
    108 https://doi.org/10.1111/1467-9469.00215 schema:sameAs https://app.dimensions.ai/details/publication/pub.1012408526
    109 rdf:type schema:CreativeWork
    110 https://doi.org/10.1137/s0036144595288554 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062877888
    111 rdf:type schema:CreativeWork
    112 https://doi.org/10.1214/aop/1176995150 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064405150
    113 rdf:type schema:CreativeWork
    114 https://doi.org/10.4267/2042/34821 schema:sameAs https://app.dimensions.ai/details/publication/pub.1072416230
    115 rdf:type schema:CreativeWork
    116 https://www.grid.ac/institutes/grid.463964.a schema:alternateName Laboratoire de Statistique Théorique et Appliquée
    117 schema:name LSTA, EA3124, Sorbonne Univ., UPMC Univ. Paris 06, Paris, France
    118 rdf:type schema:Organization
    119 https://www.grid.ac/institutes/grid.7310.5 schema:alternateName University of Avignon
    120 schema:name LMA, EA2151, Avignon Univ., Avignon, France
    121 rdf:type schema:Organization
     




    Preview window. Press ESC to close (or click here)


    ...