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Робастное оценивание в пороговой авторегрессии
Вестник Московского государственного технического университета им. Н.Э. Баумана. Серия Естественные науки. 2017. № 6. С. 19–30.
Goryainov V. B., Goryainova E. R.
Levashev V., / Series arXiv "math". 2026. No. 2609.06010.
We prove that continuous A-bilinear pairings on the ring of Laurent series that are invariant under continuous automorphisms coincide, up to a constant, with the pairing given by the residue of a differential form over any commutative associative ring with identity. ...
Added: September 24, 2026
Pyatov P. N., Pivovarov P. A., / Series math "arxiv.org". 2026. No. 2609.06274.
We investigate a special ansats that allows for an iterative solution of the constant Yang-Baxter equation. Testing this ansatz, we construct four sequences of the constant R-matrices. In each sequence the R-matrices act on the tensor squares of vector spaces of linearly growing dimensions. Each R-matrix also depends on a single complex parameter.
By analyzing the ...
Added: September 24, 2026
Medvedev V., / Series arXiv "math". 2026.
We study complete static manifolds with boundary admitting a nowhere-vanishing static potential. Our main result shows that, under a natural lower bound relating the scalar curvature and the boundary mean curvature, a simple static manifold with boundary must in fact have positive scalar curvature, negative boundary mean curvature, and be compact; we also obtain explicit ...
Added: September 19, 2026
Poddiakov A., / Series Social Science Research Network "Social Science Research Network". 2026. No. 7437658.
Clarity of knowledge and reasoning is necessary in many cases. Yet vagueness in scientific thinking related to surprise, curiosity, "ability to engage with not-knowing" (de Freitas) and abductive reasoning is also a crucially important source of scientific creativity which supplements combinatorial logic when dealing with the already known. Starting from studies by C. S. Peirce ...
Added: September 15, 2026
Glutsyuk A., / Series arXiv "math". 2026.
B.Josephson (Nobel Prize, 1973) predicted a tunnelling effect for a system of two superconductors separated by a narrow dielectric (such a system is called Josephson junction): existence of a supercurrent through it and equations governing it. The overdamped Josephson junction is modeled by the family of differential equations on the 2-torus, dθdτ=1ω(cosθ+B+Acosτ), which is known as ...
Added: September 8, 2026
Pochinka O., Shmukler V., / Series math.RT "arXiv:1808.06395 [math.RT]". 2026.
Anosov flows have a long and rich history, firstly motivated by the
study of geodesic flows in negative curvature surface by Anosov and Sinai.
Not every closed manifold admits an Anosov flow for well-known reasons:
the fundamental group of a 3-manifold M admitting an Anosov flow must
have exponential growth, and M must be universally covered by R3. Nevertheless,
there ...
Added: August 31, 2026
Loubenets E. R., / Series arxiv.org "quant-ph". 2026. No. 2607.18050.
In many quantum applications it is important to know whether or not a Bell nonlocal two-qudit state exhibits its nonlocality under correlation scenarios with some given numbers S1,S2≥1 of generalized quantum measurements at two sites. In the present article, we find analytically a new general locality condition sufficient for a nonseparable Werner state with a ...
Added: July 21, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Chow polylogarithms are some special functions arising in explicit description of the Beilinson regulator map. The most interesting functional equation for this function reflects its vanishing on the boundary in the Bloch's cycle complex. We show that this functional equation formally follows from more simple ones, namely skew-symmetry, functoriality and multiplicativity.
To prove this, we study ...
Added: July 16, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Let K be a field of characteristic zero. We prove that its motivic cohomology in degree m−1 and weight m is rationally isomorphic to the cohomology of the polylogarithmic complex. This gives a partial extension of A. Suslin theorem describing the indecomposable K3 of a field. ...
Added: July 16, 2026
Panov V., Ryabchenko A., / Series arXiv "stat.ME". 2026. No. 2607.05048.
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of rational-infinitely divisible distributions. We consider non-parametric estimation of both components of the mixture as well as the quasi-L{é}vy measure, assuming that the mixture belongs to the class ...
Added: July 9, 2026
Konakov V., Kucher D., Mammen E., / Series arXiv "math". 2026. No. 2606.11142v1.
In this paper, we construct strong approximations for discrete-time Markov chains weakly converging to continuous diffusion processes, as well as for their perturbed counterparts. Under the assumption of bounded coefficients, we construct closely coupled versions of these processes on a shared probability space. In particular, for both non-degenerate and degenerate cases, we maximize the probability ...
Added: June 11, 2026
Dorovskiy A., / Series arXiv "math". 2026.
In this paper the structural stability of generic families of vector fields of the PC-HC class on the two-dimensional sphere is proved. A classification of these families up to moderate equivalence in neighborhoods of their large bifurcation supports is presented, based on such invariants as the configuration and the characteristic set. The realization lemma is proved. ...
Added: May 14, 2026
Taletskii D., / Series arXiv "math". 2026.
A vertex subset of a graph is called a \textit{distance-$k$ independent set} if the distance between any two of its distinct vertices is at least $k + 1$. For all $n,k \geq 1$, we determine the minimum possible number of inclusion-wise maximal distance-$k$ independent sets among all $n$-vertex trees. It equals~$n$ if $n \leq k ...
Added: May 1, 2026
Ovcharenko M., / Series arXiv "math". 2026.
We introduce an explicit class of tempered Laurent polynomials in the sense of Villegas and Doran--Kerr in n⩽4 variables including all Landau--Ginzburg models for smooth Fano threefolds with very ample anticanonical class. We check that it contains Landau--Ginzburg models for various Fano fourfolds which are complete intersections in smooth toric varieties and Grassmannians of planes, ...
Added: April 30, 2026
Zlotnik Alexander, / Series arXiv "math". 2026. No. 2602.03481v1.
We deal with the global in time weak solutions to the 1D compressible Navier-Stokes system of equations for large discontinuous initial data and nonhomogeneous boundary conditions of three standard types. We prove the Lipschitz-type continuous dependence of the solution $(\eta,u,\theta)$, in a norm slightly stronger than $L^{2,\infty}(Q)\times L^2(Q)\times L^2(Q)$, on the initial data $(\eta^0,u^0,e^0)$ in a ...
Added: April 18, 2026
Goryainov V. B., Goryainova E. R., Вестник Московского государственного технического университета им. Н.Э. Баумана. Серия Естественные науки 2023 № 2(107) С. 17–34
The paper considers the problem of reducing multidimensional
correlated indicators. One of the approaches
to solving this problem is based on the method of principal
components, which makes it possible to compactly
describe the vector with correlated coordinates (components)
using the principal components vector with
uncorrelated coordinates of much smaller dimension,
while retaining most of the information about correlation
structure of the original ...
Added: August 26, 2023
Nadezhda Gribkova, Communications in Statistics-Theory and Method 2017 Vol. 46 No. 23 P. 11918–11932
In this article, we establish Cramér-type moderate deviation results for (intermediate) trimmed means Tn = n− 1∑n − mni = kn + 1Xi: n, where Xi: n's are the order statistics corresponding to the first n observations in a sequence X1, X2, … of independent identically distributed random variables with F. We consider two cases of intermediate and heavy trimming. In the former case, when max (αn, βn) → 0 (αn = kn/n, βn = mn/n) and ...
Added: February 28, 2020
Gribkova N., Zitikis R., Mathematical Methods of Statistics 2017 Vol. 26 P. 267–281
The ‘beta’ is one of the key quantities in the capital asset pricing model (CAPM). In statistical language, the beta can be viewed as the slope of the regression line fitted to financial returns on the market against the returns on the asset under consideration. The insurance counterpart of CAPM, called the weighted insurance pricing ...
Added: February 28, 2020
Gribkova N., Zitikis R., Annals of the Institute of Statistical Mathematics 2019 Vol. 71 No. 4 P. 811–835
Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case of parametric families of distributions have been derived, and they have played a pivotal role when establishing parametric statistical inference in the area. Nonparametric inference results have also ...
Added: February 28, 2020
Горяинов В. Б., Goryainova E. R., Вестник Московского государственного технического университета им. Н.Э. Баумана. Серия Естественные науки 2018 № 3 С. 13–23
Проведено робастное оценивание параметров авторегрессионных пороговых моделей с помощью М-оценок с необязательно выпуклой целевой функцией. Доказана асимптотическая нормальность этих оценок, а также исследована их относительная асимптотическая эффективность по отношению к оценкам наименьших модулей, оценкам наименьших квадратов и М-оценкам с выпуклой целевой функцией. ...
Added: October 30, 2018
Goryainova E. R., Botvinkin E. A., Automation and Remote Control 2017 Vol. 78 No. 10 P. 1819–1836
We consider LS-, LAD-, R-, M-, S-, LMS-, LTS-, MM-, and HBR-estimates for the parameters of a linear regression model with unknown noise distribution. With computer modeling for medium sized samples, we compare the accuracy of the considered estimates for the most popular probability distributions of noise in a regression model. For different noise distributions, ...
Added: December 29, 2017
Goryainova E. R., Goryainov V. B., Вестник Московского государственного технического университета им. Н.Э. Баумана. Серия Естественные науки 2016 № 6 С. 4–15
The article deals with constructing the sign test for the
hypothesis about the order of equation in moving average.
We found the asymptotic distribution of the test statistics
which appeared to be the central X-2-distribution under the
null hypothesis and the noncentral X-2-distribution under
the alternative one. Knowing the asymptotic distribution
makes it possible to calculate the asymptotic relative
efficiency of the ...
Added: February 6, 2017
Goryainov A. V., Goryainova E. R., Automation and Remote Control 2016 Vol. 77 No. 9 P. 1579–1588
For the model of autoregression with a random coefficient, the estimate by the least absolute deviations (LAD) method was proved to be consistent and asymptotically normal. For the asymptotic relative efficiency of the estimate by the LAD method as compared to the least squares method, an analytical expression was obtained. For the case where the ...
Added: November 13, 2016
Goryainova E. R., Goryainov V. B., Вестник Московского государственного технического университета им. Н.Э. Баумана. Серия Естественные науки 2015 № 3 С. 20–30
Изложен метод вычисления асимптотической относительной эффективности оценки наименьших модулей по отношению к оценке максимального правдоподобия для параметра авторегрессионного уравнения первого порядка со случайным коэффициентом. Метод основан на приближении асимптотической эффективности её рядом Тейлора. Рассмотрен пример вычисления асимптотической относительной эффективности для случая, когда обновляющий процесс имеет распределение Тьюки (загрязнённое гауссовское распределение). ...
Added: July 16, 2015