On minimax identification of nonparametric autoregressive models

We consider the problem of nonparametric identification for a multi-dimensional functional autoregression y _t = f(y _{t −1}, …,y _t−d ) + e _t on the basis of N observations of y _t . In the case when the unknown nonlinear function f belongs to the Barron class, we propose an estimation algorithm which provides approximations of f with expected L ₂ accuracy O(N ^1/4ln^1/4 N). We also show that this approximation rate cannot be significantly improved. The proposed algorithms are “computationally efficient”– the total number of elementary computations necessary to complete the estimate grows polynomially with N. Received: 23 September 1997 / Revised version: 28 January 1999     

Asymptotic equivalence for nonparametric generalized linear models

Summary. We establish that a non-Gaussian nonparametric regression model is asymptotically equivalent to a regression model with Gaussian noise. The approximation is in the sense of Le Cam's deficiency distance Δ; the models are then asymptotically equivalent for all purposes of statistical decision with bounded loss. Our result concerns a sequence of independent but not identically distributed observations with each distribution in the same real-indexed exponential family. The canonical parameter is a value f(t _i ) of a regression function f at a grid point t _i (nonparametric GLM). When f is in a H?lder ball with exponent we establish global asymptotic equivalence to observations of a signal Γ(f(t)) in Gaussian white noise, where Γ is related to a variance stabilizing transformation in the exponential family. The result is a regression analog of the recently established Gaussian approximation for the i.i.d. model. The proof is based on a functional version of the Hungarian construction for the partial sum process. Received: 4 February 1997     

Exact asymptotic minimax constants for the estimation of analytical functions in L p

The L _p minimax risks (1≤p<∞) are studied for statistical estimation in the Gaussian white noise model. The asymptotic rate and constants are given, and the optimal estimator is proposed. This, together with the work of Golubev, Levit and Tsybakov (1996) establishes the classification of the L _p minimax constants on the classes of analytical functions. Received: 10 December 1996 / Revised version: 14 December 1997     

On the estimation of parameters for linear stochastic differential equations

The estimation of arbitrary number of parameters in linear stochastic differential equation (SDE) is investigated. The local asymptotic normality (LAN) of families of distributions corresponding to this SDE is established and the asymptotic efficiency of the maximum likelihood estimator (MLE) is obtained for the wide class of loss functions with polynomial majorants. As an example a single-degree of freedom mechanical system is considered. The results generalize [8], where all elements of the drift matrix are estimated and the asymptotic efficiency is proved only for the bounded loss functions. Received: 12 March 1997 / Revised version: 22 June 1998     

Gaussian model selection

Our purpose in this paper is to provide a general approach to model selection via penalization for Gaussian regression and to develop our point of view about this subject. The advantage and importance of model selection come from the fact that it provides a suitable approach to many different types of problems, starting from model selection per se (among a family of parametric models, which one is more suitable for the data at hand), which includes for instance variable selection in regression models, to nonparametric estimation, for which it provides a very powerful tool that allows adaptation under quite general circumstances. Our approach to model selection also provides a natural connection between the parametric and nonparametric points of view and copes naturally with the fact that a model is not necessarily true. The method is based on the penalization of a least squares criterion which can be viewed as a generalization of Mallows’C _p . A large part of our efforts will be put on choosing properly the list of models and the penalty function for various estimation problems like classical variable selection or adaptive estimation for various types of l _p -bodies. Received February 1, 1999 / final version received January 10, 2001?Published online April 3, 2001     

Computing the confluent hypergeometric function, M(a,b,x)

Summary. The confluent hypergeometric function, M(a,b,x), arises naturally in both statistics and physics. Although analytically well-behaved, extreme but practically useful combinations of parameters create extreme computational difficulties. A brief review of known analytic and computational results highlights some difficult regions, including , with x much larger than b. Existing power series and integral representations may fail to converge numerically, while asymptotic series representations may diverge before achieving the accuracy desired. Continued fraction representations help somewhat. Variable precision can circumvent the problem, but with reductions in speed and convenience. In some cases, known analytic properties allow transforming a difficult computation into an easier one. The combination of existing computational forms and transformations still leaves gaps. For , two new power series, in terms of Gamma and Beta cumulative distribution functions respectively, help in some cases. Numerical evaluations highlight the abilities and limitations of existing and new methods. Overall, a rational approximation due to Luke and the new Gamma-based series provide the best performance. Received August 16, 1999 / Revised version received September 15, 2000 / Published online May 4, 2001     

On maximal curves in characteristic two

The genus g of an q-maximal curve satisfies g=g ₁≔q(q−1)/2 or . Previously, q-maximal curves with g=g ₁ or g=g ₂, q odd, have been characterized up to q-isomorphism. Here it is shown that an q-maximal curve with genus g ₂, q even, is q-isomorphic to the non-singular model of the plane curve ∑ _{i =1}} ^t y ^{q /2 i} =x ^{q +1}, q=2 ^t , provided that q/2 is a Weierstrass non-gap at some point of the curve. Received: 3 December 1998     

Finiteness properties for subgroups of GL (n,\mathbb Z)(n,\mathbb Z)

Abstract. We construct finitely presented subgroups of GL that have infinitely many conjugacy classes of finite subgroups. This answers a question of Grunewald and Platonov. We suggest a variation on their question. Received: 26 August 1999 / Revised: 28 September 1999 / Published online: 8 May 2000     

On the genus of a maximal curve

The upper limit and the first gap in the spectrum of genera of -maximal curves are known, see [34], [16], [35]. In this paper we determine the second gap. Both the first and second gaps are approximately constant times , but this does not hold true for the third gap which is just 1 for while (at most) constant times q for This suggests that the problem of determining the third gap which is the object of current work on -maximal curves could be intricate. Here, we investigate a relevant related problem namely that of characterising those -maximal curves whose genus is equal to the third (or possible the forth) largest value in the spectrum. Our results also provide some new evidence on -maximal curves in connection with Castelnuovo's genus bound, Halphen's theorem, and extremal curves. Received: 1 January 2001 / Revised version: 30 July 2001 / Published online: 23 May 2002     

Vector-valued holomorphic functions revisited

Abstract. Let be open,X a Banach space and . We show that every is holomorphic if and only if every set inX is bounded. Things are different if we assume f to be locally bounded. Then we show that it suffices that is holomorphic for all , where W is a separating subspace of to deduce that f is holomorphic. Boundary Tauberian convergence and membership theorems are proved. Namely, if boundary values (in a weak sense) of a sequence of holomorphic functions converge/belong to a closed subspace on a subset of the boundary having positive Lebesgue measure, then the same is true for the interior points of , uniformly on compact subsets. Some extra global majorants are requested. These results depend on a distance Jensen inequality. Several examples are provided (bounded and compact operators; Toeplitz and Hankel operators; Fourier multipliers and small multipliers). Received January 29, 1998; in final form March 8, 1999 / Published online May 8, 2000     

On an a posteriori parameter choice strategy for Tikhonov regularization of nonlinear ill-posed problems

Summary. In the study of the choice of the regularization parameter for Tikhonov regularization of nonlinear ill-posed problems, Scherzer, Engl and Kunisch proposed an a posteriori strategy in 1993. To prove the optimality of the strategy, they imposed many very restrictive conditions on the problem under consideration. Their results are difficult to apply to concrete problems since one can not make sure whether their assumptions are valid. In this paper we give a further study on this strategy, and show that Tikhonov regularization is order optimal for each with the regularization parameter chosen according to this strategy under some simple and easy-checking assumptions. This paper weakens the conditions needed in the existing results, and provides a theoretical guidance to numerical experiments. Received August 8, 1997 / Revised version received January 26, 1998     

On the fundamental group of the complement¶of certain affine hypersurfaces

Let and be two non-constant weighted homogeneous polynomials. Suppose that f and g are not powers of polynomials. Let p and q be two positive integers. In this paper, we calculate the fundamental group of the complement of the affine hypersurface in . In particular, we prove that the fundamental group is determined by p and q. Received: 29 January 1998     

On the modality of parabolic subgroups of linear algebraic groups

For a linear algebraic group G over an algebraically closed field k and a parabolic subgroup P of G the modality of P is defined to be the maximal number of parameters upon which a family of G-orbits on Lie P _u depends and it is denoted by mod P, where P _u is the unipotent radical of P. The principal aim of this note is a generalization of two basic “monotonicity” results from [19] to positive characteristic: (1) If Θ is a semisimple automorphism of G and P is Θ-stable, then mod P ^\Θ≤ mod P. (2) If G is reductive, char k is a good prime for G, and H is a closed reductive subgroup of G normalized by a maximal torus T⊂P of G, then mod (P∩H)≤ mod P. Received: 22 April 1998 / Revised version: 3 July 1998     

On the asymptotic stability properties of Runge-Kutta methods for delay differential equations

Summary. In this paper asymptotic stability properties of Runge-Kutta (R-K) methods for delay differential equations (DDEs) are considered with respect to the following test equation: where and is a continuous real-valued function. In the last few years, stability properties of R-K methods applied to DDEs have been studied by numerous authors who have considered regions of asymptotic stability for “any positive delay” (and thus independent of the specific value of ). In this work we direct attention at the dependence of stability regions on a fixed delay . In particular, natural Runge-Kutta methods for DDEs are extensively examined. Received April 15, 1996 / Revised version received August 8, 1996     

On eigenvalue pinching in positive Ricci curvature

We shall show that for manifolds with Ric≥n−1 the radius is close to π iff the (n+1)st eigenvalue is close to n. This extends results of Cheng and Croke which show that the diameter is close to π iff the first eigenvalue is close to n. We shall also give a new proof of an important theorem of Colding to the effect that if the radius is close to π, then the volume is close to that of the sphere and the manifold is Gromov-Hausdorff close to the sphere. From work of Cheeger and Colding these conditions imply that the manifold is diffeomorphic to a sphere. Oblatum 29-V-1998 & 4-II-1999 / Published online: 21 May 1999     

The η-form and a generalized Maslov index

Given a family of pairs of transverse Lagrangian subspaces of a hermitean symplectic vector space we define a family of Dirac operators on the unit interval and consider its η-form . To a family of pairwise transverse Lagrangian subspaces we associate the cocycle which is a closed form. We identify its cohomology class with a generalization to families of the triple Maslov index. Received: 6 March 1997     

On height functions on Jacobian surfaces

The canonical height on an abelian variety is useful and important for the study of the Mordell-Weil group. But it is difficult to calculate the canonical height in general. We give an effective method to calculate the canonical height on a Jacobian surface. As an application, we verify the Birch-Swinnerton-Dyer conjecture for the Jacobian surface of a twisted modular curve. Received: 15 July 1996 / Revised version: 19 January 1997     

Estimates for the norm of powers of Volterra's operator through its singular values

We prove that for every Volterra operator T the inequality holds, where b is an absolute constant and are its singular values. Received January 26, 2000 / Published online February 5, 2001