Optimal estimation of diffusion coefficients from single-particle trajectories
How does one optimally determine the diffusion coefficient of a diffusing particle from a
single-time-lapse recorded trajectory of the particle? We answer this question with an …
single-time-lapse recorded trajectory of the particle? We answer this question with an …
Fourier analysis of stationary time series in function space
VM Panaretos, S Tavakoli - 2013 - projecteuclid.org
Fourier analysis of stationary time series in function space Page 1 The Annals of Statistics 2013,
Vol. 41, No. 2, 568–603 DOI: 10.1214/13-AOS1086 © Institute of Mathematical Statistics, 2013 …
Vol. 41, No. 2, 568–603 DOI: 10.1214/13-AOS1086 © Institute of Mathematical Statistics, 2013 …
[PDF][PDF] Asymptotic theory for stationary processes
WB Wu - Stat. Interface, 2011 - economics.yale.edu
We present a systematic asymptotic theory for statistics of stationary time series. In particular,
we consider properties of sample means, sample covariance functions, covariance matrix …
we consider properties of sample means, sample covariance functions, covariance matrix …
Covariance matrix estimation for stationary time series
Covariance matrix estimation for stationary time series Page 1 The Annals of Statistics 2012,
Vol. 40, No. 1, 466–493 DOI: 10.1214/11-AOS967 © Institute of Mathematical Statistics, 2012 …
Vol. 40, No. 1, 466–493 DOI: 10.1214/11-AOS967 © Institute of Mathematical Statistics, 2012 …
[ΒΙΒΛΙΟ][B] Functional Gaussian approximation for dependent structures
F Merlevède, M Peligrad, S Utev - 2019 - books.google.com
Functional Gaussian Approximation for Dependent Structures develops and analyses
mathematical models for phenomena that evolve in time and influence each another. It …
mathematical models for phenomena that evolve in time and influence each another. It …
Accurate thermal conductivities from optimally short molecular dynamics simulations
The evaluation of transport coefficients in extended systems, such as thermal conductivity or
shear viscosity, is known to require impractically long simulations, thus calling for a …
shear viscosity, is known to require impractically long simulations, thus calling for a …
Heat transport in insulators from ab initio Green-Kubo theory
Abstract The Green-Kubo theory of thermal transport has long been considered
incompatible with modern simulation methods based on electronic-structure theory, because …
incompatible with modern simulation methods based on electronic-structure theory, because …
Invariance principles in the theory and computation of transport coefficients
In this work, we elaborate on two recently discovered invariance principles, according to
which transport coefficients are, to a large extent, independent of the microscopic definition …
which transport coefficients are, to a large extent, independent of the microscopic definition …
Identifying signal and noise structure in neural population activity with Gaussian process factor models
Neural datasets often contain measurements of neural activity across multiple trials of a
repeated stimulus or behavior. An important problem in the analysis of such datasets is to …
repeated stimulus or behavior. An important problem in the analysis of such datasets is to …
On the asymptotic distribution for the periodograms of almost periodically correlated (cyclostationary) processes
Almost periodically correlated (APC) processes have almost periodic mean and auto-
covariance functions. These processes have spectral mass on lines parallel to the diagonal …
covariance functions. These processes have spectral mass on lines parallel to the diagonal …