2 papers
math.ST2026
Inference for concave distribution functions under measurement error
Mohammed Es-Salih Benjrada, Cecile Durot, Tommaso Lando
We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive inde…
math.ST2024
Harris recurrent Markov chains and nonlinear monotone cointegrated models
Patrice Bertail, Cécile Durot, Carlos Fernández
In this paper, we study a nonlinear cointegration-type model of the form \(Z_t = f_0(X_t) + W_t\) where \(f_0\) is a monotone function and \(X_t\) is a Harris recurrent Markov chai…