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To address the challenges in estimating parameters of the widely applied Student-Lévy process, the study introduces two distinct methods: a likelihood-based approach and a data-driven approach. A two-step quasi-likelihood-based method is initially proposed, countering the non-closed nature of the Student-Lévy process's distribution function under convolution. This method utilizes the limiting properties observed in high-frequency data, offering estimations via a quasi-likelihood function characterized by asymptotic normality. Additionally, a novel neural-network-based parameter estimation technique is advanced, independent of high-frequency observation assumptions. Utilizing a CNN-LSTM framework, this method effectively processes sparse, local jump-related data, extracts deep features, and maps these to the parameter space using a fully connected neural network. This innovative approach ensures minimal assumption reliance, end-to-end processing, and high scalability, marking a significant advancement in parameter estimation techniques. The efficacy of both methods is substantiated through comprehensive numerical experiments, demonstrating their robust performance in diverse scenarios. [ABSTRACT FROM AUTHOR]

The classic Luria–Delbrück model can be interpreted as a Poisson compound (number of mutations) of exponential mixtures (developing time of mutant clones) of geometric distributions (size of a clone in a given time). This “three-ingredients” approach is generalized in this paper to the case where the split instant distributions of cells are not i.i.d. : the lifetime of each cell is assumed to depend on its birth date. This model takes also into account cell deaths and non-exponentially distributed lifetimes. Previous results on the convergence of the distribution of mutant counts are recovered. The particular case where the instantaneous division rates of normal and mutant cells are proportional is studied. The classic Luria–Delbrück and Haldane models are recovered. Probability computations and simulation algorithms are provided. Robust estimation methods developed for the classic mutation models are adapted to the new model: their properties of consistency and asymptotic normality remain true; their asymptotic variances are computed. Finally, the estimation biases induced by considering classic mutation models instead of an inhomogeneous model are studied with simulation experiments. [ABSTRACT FROM AUTHOR]

The quasi-maximum likelihood (QML) algorithm has been extended to estimate the phase parameters and the instantaneous frequency (IF) of the hyperbolic frequency modulated (HFM) signals. The Nelder-Mead simplex algorithm (NMSA) is adopted for a fine estimation. The obtained accuracy is excellent with the estimates achieving the Cramer-Rao lower bound (CRLB) above the signal-to-noise (SNR) threshold of 0 dB. The proposed technique is capable of functioning with signals that are sampled below the requirements of the sampling theorem, which is particularly important for HFM signals. Additionally, there are no limitations for signals with monotonic IF and/or group delay (GD) functions. [ABSTRACT FROM AUTHOR]

We propose a consistent and asymptotically normal parametric estimator for autoregressive heteroscedastic models with errors in variables based on contrast minimization and give an example for a discrete time observed CIR process with additive noises. [ABSTRACT FROM AUTHOR]

Additive–multiplicative hazard model is a natural extension of the proportional hazard model and the additive hazard model in survival analysis. It is classical for applying the martingale estimating functions to estimate the regression parameters. However, the generalized moment method is employed to estimate the coefficients via synthesizing the auxiliary subgroup survival information. The estimators are established to be consistent and asymptotically normal. Furthermore, the method is more efficient than the famous martingale approach. In particular, these asymptotic variance–covariances are identical as the number of subgroups is equal to one. The large sample property of the Breslow estimator for the baseline cumulative hazard function is also investigated. Some extensive simulation studies are conducted to evaluate the finite-sample performances of the proposed method. A real data study is analyzed to show its practical utility. [ABSTRACT FROM AUTHOR]

A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained to sum to one. In this framework, the optimal weights, minimizing the quadratic loss, are entirely determined by the mean squared error matrix of the vector of initial estimators. The averaging estimator is built using an estimation of this matrix, which can be computed from the same dataset. A non-asymptotic error bound on the averaging estimator is derived, leading to asymptotic optimality under mild conditions on the estimated mean squared error matrix. This method is illustrated on standard statistical problems in parametric and semi-parametric models where the averaging estimator outperforms the initial estimators in most cases. [ABSTRACT FROM AUTHOR]

The instantaneous frequency (IF) is a very important feature of nonstationary signals in numerous applications. The first overview of the concept and application of the IF estimators is presented in seminal papers by Boashash. Since then, a significant knowledge has been gained about the performance of the IF estimators. This knowledge has been used not only for development of various IF estimators but also for introduction of novel time–frequency (TF) representations. The IF estimation in environments characterized by low signal-to-noise (SNR) has achieved significant benefits from these theoretical developments. In this paper, we review some of the most important developments in the last two decades related to the concept of the IF, performance analysis of IF estimators, and development of IF estimators for low SNR environments. [ABSTRACT FROM AUTHOR]

We want to recover the transition kernel P of a Markov chain X when only a sub-sequence of X is available. The time gaps between the observations are iid with unknown distribution. We propose a method to build an estimator of P under the assumption that it has some zero entries. Its asymptotic performance is discussed in theory and through numerical simulations. [ABSTRACT FROM AUTHOR]

Abstract: This paper discusses parametric analysis of bivariate failure time data, which often occur in medical studies among others. For this, as in the case of univariate failure time data, exponential and Weibull models are probably the most commonly used ones. However, it is surprising that there seem no general estimation procedures available for fitting the bivariate Weibull model to bivariate right-censored failure time data except some methods for special situations. We present and investigate two general but simple estimation procedures, one being a graphical approach and the other being a marginal approach, for the problem. An extensive simulation study is conducted to assess the performances of the proposed approaches and shows that they work well for practical situations. An illustrative example is provided. [Copyright &y& Elsevier]

Abstract: Estimators and tests based on likelihood depth for one-parametric copulas are given. For the Gaussian and Gumbel copulas, it is shown that the maximum depth estimators are biased. They can be corrected and the new estimators are robust against contamination. For testing, simplicial likelihood depth is considered. Because of the bias of the maximum depth estimator, simplicial likelihood depth is not a degenerated -statistic so that easily asymptotic -level tests can be derived for arbitrary hypotheses. Tests are in particular investigated for the one-sided alternatives. Simulation studies for the Gaussian and Gumbel copulas show that the power of the first test is rather good, but the latter one has to be improved, which is also done here. The new tests are robust against contamination. [Copyright &y& Elsevier]

Abstract: A proof load design is useful for estimation of the dependence between two strength properties of a unit when either property can only be measured by loading to failure. Here we extend the application of the proof load design to estimate the parameters of a bivariate Weibull distribution. An example concerning the bending and tensile strengths lumber is presented. [Copyright &y& Elsevier]

This article tackles the topic of performance analysis for Spectrum Sensing based on Compressive Sampling (CS). More precisely, the lower bound on the variance of any unbiased estimator, the Cramér-Rao Bound (CRB), is investigated in the context of spectral parametric estimation. Compressed samples are obtained from a multiband architecture like the Modulated Wideband Converter, the Quadrature-Analog-to-Information Converter or the Periodic Non Uniform Sampler. An expression of the Fisher information matrix, which allows to compute the CRB, is established for a compressive multiband architecture assuming a disjoint spectral subband model. The relationships between Fisher matrices in a generic framework are exposed: first between compressive multiband and subsampling architectures, then between subsampling and Nyquist sampling architectures. Based on these new considerations, the issue of interferer detection, a canonical case and also a huge thorn in the side of wideband radiofrequency receivers is tackled. A benchmark between Nyquist, Subsampling and Compressive Multiband Sampling approaches is provided for frequency and amplitude estimation of dual-tone signals. This analysis illustrates the way in which interferences between parameters occur in estimation with Compressive Sampling. It is then shown how properties of the sensing matrix for popular compressive architectures enable to control the precision of spectral parametric estimation in specific subbands. This control opportunity opens the door to adaptive methods. [ABSTRACT FROM AUTHOR]