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Your search keyword '"Zheng, Shengchao"' showing total 11 results
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11 results on '"Zheng, Shengchao"'

1. On the maxima of nonstationary random fields subject to missing observations

Author

Zheng, Shengchao and Tan, Zhongquan

Subjects
Mathematics - Probability, 60G70, 60G60
Abstract

Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly convergence and almost sure convergence results for these maxima. Some examples such as Gaussian random fields, $chi$-random fields and Gaussian order statistics fields are given to illustrate the obtained results.

Published
2023

2. Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics

Author

Tan, Zhongquan and Zheng, Shengchao

Subjects
Mathematics - Probability, 60G15, 60G70
Abstract

Let $\{Z(\tau,s), (\tau,s)\in [a,b]\times[0,T]\}$ with some positive constants $a,b,T$ be a centered Gaussian random field with variance function $\sigma^{2}(\tau,s)$ satisfying $\sigma^{2}(\tau,s)=\sigma^{2}(\tau)$. We firstly derive the exact tail asymptotics for the maximum $M_{H}(T)=\max_{(\tau,s)\in[a,b]\times[0,T]}Z(\tau,s)/\sigma(\tau)$ up crossing some level $u$ with any fixed $00$; and we further derive the extreme limit law for $M_{H}(T)$. As applications of the main results, we derive the exact tail asymptotics and the extreme limit law for Shepp statistics with stationary Gaussian process, fractional Brownian motion and Gaussian integrated process as input., Comment: 15 pages,0 figures

Published
2019

3. On the maxima of non stationary random fields subject to missing observations.

Author

Zheng, Shengchao and Tan, Zhongquan

Subjects
*MISSING data (Statistics), *RANDOM fields, *ORDER statistics, *EXTREME value theory, *LIMIT theorems, *CENTRAL limit theorem
Abstract

Motivated by the papers of Mladenović and Piterbarg (2006), Krajka (2011), and Pereira and Tan (2017), we study the limit properties for the maxima from non stationary random fields subject to missing observations and obtain the weakly convergence and almost sure convergence results for these maxima. Some examples such as Gaussian random fields, chi-random fields, and Gaussian order statistics fields are given to illustrate the obtained results. [ABSTRACT FROM AUTHOR]

Published
2024
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11. Semiparametric time series regression modeling with a diverging number of parameters.

Author

Zheng, Shengchao and Li, Degao

Subjects
*LINEAR statistical models, *TIME series analysis, *DATA analysis, *REGRESSION analysis, *AUTOREGRESSIVE models
Abstract

Variable selection and error structure determination of a partially linear model with time series errors are important issues. In this paper, we investigate the regression coefficient and autoregressive order shrinkage and selection via the smoothly clipped absolute deviation penalty for a partially linear model with a divergent number of covariates and finite order autoregressive time series errors. Both consistency and asymptotic normality of the proposed penalized estimators are derived. The oracle property of the resultant estimators is proved. Simulation studies are carried out to assess the finite‐sample performance of the proposed procedure. A real data analysis is made to illustrate the usefulness of the proposed procedure as well. [ABSTRACT FROM AUTHOR]

Published
2018
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