1 citations · 1 across the 7 of their papers we have counts for
9 papers
Long-memory Hermite functional processes in functional time series spectral asymptotics
M. C. Düker, P. Zoubouloglou, M. D. Ruiz-Medina
Functional Non-Central Limit Theorems (NCLTs) are derived, in the functional spectral domain (see RuizMedina, 2022), for square integrable transformations, mapping an H_{1}-valued…
On the density of the supremum of nonlinear SPDEs
Georgia Karali, Alexandra Stavrianidi, Konstantinos Tzirakis +1
We study the one-dimensional stochastic partial differential equation \begin{equation*} \frac{\partial u}{\partial t}(t,x) = -κ\frac{\partial^4 u}{\partial x^4}(t,x) + ρ\frac{\part…
The Fourth-Moment Theorem on Hilbert Spaces
Marie-Christine Düker, Pavlos Zoubouloglou
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-Itô chaos representation to a Gaussian measure on a separable Hilbert sp…
Scaling limits for sample autocovariance operators of Hilbert space-valued linear processes
Marie-Christine Düker, Pavlos Zoubouloglou
This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at dif…
Breuer-Major Theorems for Hilbert Space-Valued Random Variables
Marie-Christine Düker, Pavlos Zoubouloglou
Let be a stationary Gaussian process with values in a separable Hilbert space , and let be a measurable map…
Cyclical Long Memory: Decoupling, Modulation, and Modeling
Stefanos Kechagias, Vladas Pipiras, Pavlos Zoubouloglou
A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the…
Large Deviations for Empirical Measures of Self-Interacting Markov Chains
Amarjit Budhiraja, Adam Waterbury, Pavlos Zoubouloglou
Let be a finite set and, for each probability measure on , let be a transition probability kernel on . Fix and consider the chain $\{X_n, \…
Large Deviations for Small Noise Diffusions Over Long Time
Amarjit Budhiraja, Pavlos Zoubouloglou
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and n…
Scaled torus principal component analysis
Pavlos Zoubouloglou, Eduardo García-Portugués, J. S. Marron
A particularly challenging context for dimensionality reduction is multivariate circular data, i.e., data supported on a torus. Such kind of data appears, e.g., in the analysis of…