Showing math.STShow all
2 papers · 1 filter
math.ST2026
Minimax and adaptive inference for branching ratios under long memory
Mauricio Herrera-Marín
The branching ratio of a self-exciting point process determines the branching margin to the critical boundary. We study inference on from a finite record for stationa…
math.ST2026
Intermittency induced by long memory under stochastic regime switching
Mauricio Herrera-Marín
We study a fundamental instability mechanism in nonlinear, nonlocal dynamical systems arising from the interaction of long-range memory and stochastic regime switching. The dynamic…