We propose a class of counting process models for analysing firing times of an ensemble of neurons. We allow the counting process intensities to be unspecified, unknown functions of the times passed since the most recent firings. Under this assumption we derive a class of statistics with their...

From noisy observations of a finite family of functions an approximation in a lower dimensional space can be constructed using the method of principal components. If certain restrictions are to be satisfied by the approximation, e.g. being densities, this leads to a modified estimation...

Consider a p-variate counting process N = (...) with jump times {...}. Suppose that the intensity of jumps ... of ... at time t depends on the other components, i. e. ..., where the ... are unknown, nonrandom functions. From observing one single trajectory of the processes N over an increasing...

The following question is analyzed: under what circumstances can one a stable (i.e., time invariant) functional relationship which links aggregate consumption in period t with aggregate income in period t and another "determinants" of consumtion that refer to periods prior to period t and can be...

Consider a semiparametric model yi = xi' beta + g(ti )+ei; i = 1;2..., n, error ei are i.i.d. random variables from unknown distribution f(e). In this paper, we propose a nonlinear wavelet estimator ^f(e) of f(e) based on residuals ê =yi - ^yi here restriction of uniformly continuous on f(e)...

The paper is about the economic modelling of aggregate consumption expenditure with particular emphasis on the distribution effects of income. Under certain assumptions on the evolution over time of the population of households ("structural stability") we shall derive a first order approximation...

It is commonly found in empirical studies that nominal interest rates contain a unit root, implying that these variables have a permanent memory. One of the characteristics of a nonstationary time series is that it has no tendency to return to its mean values, meaning that the series is trending...

This paper shows the uniform consistency in probability of modified kernel estimators towards the Baire functions representing the conditional variances and contemporaneous conditional covariances provided the data generating process is given by a strictly stationary solution of a nonparametric...

We analyze the asymptotic behaviour of kernel