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INFINITE DIMENSIONAL PARAMETER IDENTIFICATION FOR STOCHASTIC PARABOLIC SYSTEMS
, 1988
"... Abstract: The infinite dimensional parameter estimation for stochastic heat diffusion equations is considered using the method of sieves. The consistency property is also studied for the long run data. ..."
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Abstract: The infinite dimensional parameter estimation for stochastic heat diffusion equations is considered using the method of sieves. The consistency property is also studied for the long run data.
MTesting Using Finite and Infinite Dimensional Parameter Estimators
, 1999
"... The mtesting approach provides a general and convenient framework in which to view and construct specification tests for econometric models. Previous mtesting frameworks only consider test statistics that involve finite dimensional parameter estimators and infinite dimensional parameter estimators ..."
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Cited by 5 (2 self)
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The mtesting approach provides a general and convenient framework in which to view and construct specification tests for econometric models. Previous mtesting frameworks only consider test statistics that involve finite dimensional parameter estimators and infinite dimensional parameter
A Review on Strong Continuity Results of Solutions and Eigenvalues in Infinitely Dimensional Parameters
"... We will review some recent results on strong continuity of solutions and eigenvalues of differential equations, i.e., the continuity of these objects in potentials/weights when the weak topologies are considered. These strong continuity results are consistent with the theoretical explanation to the ..."
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We will review some recent results on strong continuity of solutions and eigenvalues of differential equations, i.e., the continuity of these objects in potentials/weights when the weak topologies are considered. These strong continuity results are consistent with the theoretical explanation to the relation between micro and macro quantities by theoretical scientists. Based on these results and the topological, geometric structures of Lebesgue spaces, many interesting extremal problems for eigenvalues have been solved in a complete way. This will also be reviewed briefly. Moreover, we will point out that further extremal problems on dynamics quantities like Lyapunov exponents and rotation numbers of Hill’s equations will lead to additional difficulties.
Large Sample Sieve Estimation of SemiNonparametric Models
 Handbook of Econometrics
, 2007
"... Often researchers find parametric models restrictive and sensitive to deviations from the parametric specifications; seminonparametric models are more flexible and robust, but lead to other complications such as introducing infinite dimensional parameter spaces that may not be compact. The method o ..."
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Cited by 185 (19 self)
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Often researchers find parametric models restrictive and sensitive to deviations from the parametric specifications; seminonparametric models are more flexible and robust, but lead to other complications such as introducing infinite dimensional parameter spaces that may not be compact. The method
A twoparameter family infinitedimensional diffusions in the Kingman simplex
, 2007
"... The main result of the present paper is to construct a twoparameter family of Markov processes Xα,θ(t) in the infinitedimensional Kingman simplex ..."
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Cited by 16 (4 self)
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The main result of the present paper is to construct a twoparameter family of Markov processes Xα,θ(t) in the infinitedimensional Kingman simplex
On deformations of standard Rmatrices for integrable infinitedimensional systems
 J. Math. Phys
, 2005
"... Simple deformations, with a parameter ǫ, of classical Rmatrices which follow from decomposition of appropriate Lie algebras, are considered. As a result nonstandard Lax representations for some well known integrable systems are presented as well as new integrable evolution equations are constructed ..."
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Cited by 3 (2 self)
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Simple deformations, with a parameter ǫ, of classical Rmatrices which follow from decomposition of appropriate Lie algebras, are considered. As a result nonstandard Lax representations for some well known integrable systems are presented as well as new integrable evolution equations
OnLine Parameter Estimation For InfiniteDimensional Dynamical Systems
, 1997
"... The online or adaptive identification of parameters in abstract linear and nonlinear infinitedimensional dynamical systems is considered. An estimator in the form of an infinitedimensional linear evolution system having the state and parameter estimates as its states is defined. Convergence of th ..."
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Cited by 5 (0 self)
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The online or adaptive identification of parameters in abstract linear and nonlinear infinitedimensional dynamical systems is considered. An estimator in the form of an infinitedimensional linear evolution system having the state and parameter estimates as its states is defined. Convergence
Harmonic analysis on the infinitedimensional unitary group and determinantal point processes
, 2001
"... The infinite–dimensional unitary group U(∞) is the inductive limit of growing compact unitary groups U(N). In this paper we solve a problem of harmonic analysis on U(∞) stated in [Ol3]. The problem consists in computing spectral decomposition for a remarkable 4–parameter family of characters of U( ..."
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Cited by 59 (21 self)
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The infinite–dimensional unitary group U(∞) is the inductive limit of growing compact unitary groups U(N). In this paper we solve a problem of harmonic analysis on U(∞) stated in [Ol3]. The problem consists in computing spectral decomposition for a remarkable 4–parameter family of characters of U
Anisotropic Young diagrams and infinitedimensional diffusion processes with the Jack parameter
 INTERN. MATH. RESEARCH NOTICES
, 2009
"... We construct a family of Markov processes with continuous sample trajectories on an infinitedimensional space, the Thoma simplex. The family depends on three continuous parameters, one of which, the Jack parameter, is similar to the beta parameter in random matrix theory. The processes arise in a ..."
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Cited by 6 (4 self)
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We construct a family of Markov processes with continuous sample trajectories on an infinitedimensional space, the Thoma simplex. The family depends on three continuous parameters, one of which, the Jack parameter, is similar to the beta parameter in random matrix theory. The processes arise in a
Results 1  10
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