Asymptotic lower bounds in estimating jumps
نویسندگان
چکیده
منابع مشابه
Estimating Upper and Lower Bounds For Industry Efficiency With Unknown Technology
With a brief review of the studies on the industry in Data Envelopment Analysis (DEA) framework, the present paper proposes inner and outer technologies when only some basic information is available about the technology. Furthermore, applying Linear Programming techniques, it also determines lower and upper bounds for directional distance function (DDF) measure, overall and allocative efficienc...
متن کاملBrief Announcement: Lower Bounds for Asymptotic Consensus in Dynamic Networks
In the asymptotic consensus problem a set of agents, each starting from an initial value in R, update their values such that all agents’ values converge to a common value within the convex hull of initial values. The problem is closely related to the approximate consensus problem, in which agents have to irrevocably decide on values that lie within a predefined distance ε > 0 of each other. The...
متن کاملLower Bounds for Asymptotic Consensus in Dynamic Networks
In this work we study the performance of asymptotic and approximate consensus algorithms in dynamic networks. The asymptotic consensus problem requires a set of agents to repeatedly set their outputs such that the outputs converge to a common value within the convex hull of initial values. This problem, and the related approximate consensus problem, are fundamental building blocks in distribute...
متن کاملOptimality properties in estimating jumps
We study the problem of the optimal estimation of the jumps for stochastic processes. We assume that the stochastic process (Xt)t∈[0,1] is discretely observed with a sampling step of size 1/n. We first propose an estimator of the sequence of jumps (∆XTk)k based on the discrete observations. This estimator has rate √ n and we give an explicit expression for its asymptotic error. Next, we show so...
متن کاملEstimating networks with jumps.
We study the problem of estimating a temporally varying coefficient and varying structure (VCVS) graphical model underlying data collected over a period of time, such as social states of interacting individuals or microarray expression profiles of gene networks, as opposed to i.i.d. data from an invariant model widely considered in current literature of structural estimation. In particular, we ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2014
ISSN: 1350-7265
DOI: 10.3150/13-bej515