The Asymptotic Distribution of Serial Covariances

Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence

Entropy is a classical statistical concept with appealing properties. Establishing asymptotic distribution theory for smoothed nonparametric entropy measures of dependence has so far proved challenging. In this paper, we develop an asymptotic theory for a class of kernel-based smoothed nonparametric entropy measures of serial dependence in a time series context. We use this theory to derive the...

Asymptotic distribution of eigenvalues of the elliptic operator system

Since the theory of spectral properties of non-self-accession differential operators on Sobolev spaces is an important field in mathematics, therefore, different techniques are used to study them. In this paper, two types of non-self-accession differential operators on Sobolev spaces are considered and their spectral properties are investigated with two different and new techniques.

Asymptotic Distribution of Divergence Measure with Applications

Portmanteau Test and Simultaneous Inference for Serial Covariances

The supplementary file is organized as follows. We first collect in Section S1 some moment inequalities concerning the sums and quadratic forms of stationary processes, which might be useful for other studies. We then give the complements of Section 4.1 in Section S2, and the complements of Section 4.2 in Section S3, including the proofs of intermediate lemmas, as well as other theorems and cor...

Asymptotic ordinal inefficiency of random serial dictatorship

We establish that the fraction of preference profiles for which the random serial dictatorship allocation is ordinally efficient vanishes for allocation problems with many object types. We consider also a probabilistic setting where in expectation agents have moderately similar preferences reflecting varying popularity across objects. In this setting we show that the probability that the random...