Routing for analog chip designs at NXP Semiconductors

During the study week 2011 we worked on the question of how to automate certain aspects of the design of analog chips. Here we focused on the task of connecting different blocks with electrical wiring, which is particularly tedious to do by hand. For digital chips there is a wealth of research available for this, as in this situation the amount of blocks makes it hopeless to do the design by hand. Hence, we set our task to finding solutions that are based on the previous research, as well as being tailored to the specific setting given by NXP. This resulted in an heuristic approach, which we presented at the end of the week in the form of a protoype tool. In this report we give a detailed account of the ideas we used, and describe possibilities to extend the approach

A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)

We propose a class of distribution-free rank-based tests for the null hypothesis of a unit root. This class is indexed by the choice of a reference density g, which needs not coincide with the unknown actual innovation density f. The validity of these tests, in terms of exact finite sample size, is guaranteed, irrespective of the actual underlying density, by distribution-freeness. Those tests are locally and asymptotically optimal under a particular asymptotic scheme, for which we provide a complete analysis of asymptotic relative efficiencies. Rather than asymptotic optimality, however, we emphasize finitesample performances. Finite-sample performances of unit root tests, however, depend quite heavily on initial values. We therefore investigate those performances as a function of initial values. It appears that our rank-based tests significantly outperform the traditional Dickey-Fuller tests, as well as the more recent procedures proposed by Elliot, Rothenberg, and Stock (1996), Ng and Perron (2001), and Elliott and M¨uller (2006), for a broad range of initial values and for heavy-tailed innovation densities. As such, they provide a useful complement to existing techniques.Unit root;Dickey-Fuller test;Local Asymptotic Normality;Rank test

Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known

At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known and the marginal distributions are completely unknown, the empirical distribution functions are semiparametrically efficient if and only if the copula is the independence copula. Incorporating the knowledge of the copula into a nonparametric likelihood yields an estimation procedure which by simulations is shown to outperform the empirical distribution functions, the amount of improvement depending on the copula. Although the known-copula model is arguably artificial, it provides an instructive stepping stone to the more general model of a parametrically specified copula and arbitrary margins.independence copula;nonparametric maximum likelihood estimator;score function;semiparametric efficiency;tangent space

Local Asymptotic Normality and Efficient Estimation for inar (P) Models

Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalued phenomena that evolve in time.The distribution of an INAR(p) process is determined by two parameters: a vector of survival probabilities and a probability distribution on the nonnegative integers, called an immigration or innovation distribution.This paper provides an efficient estimator of the parameters, and in particular, shows that the INAR(p) model has the Local Asymptotic Normality property.count data;integer-valued time series;information loss structure

An Asymptotic Analysis of Nearly Unstable inar (1) Models

This paper considers integer-valued autoregressive processes where the autoregression parameter is close to unity.We consider the asymptotics of this `near unit root' situation.The local asymptotic structure of the likelihood ratios of the model is obtained, showing that the limit experiment is Poissonian.This Poisson limit experiment is used to construct efficient estimators and tests.integer-valued times series;Poisson limit experiment;local-to-unity asymptotics

Integer-Valued Time Series.

This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of time series models.

Note on Integer-Valued Bilinear Time Series Models

Summary. This note reconsiders the nonnegative integer-valued bilinear processes introduced by Doukhan, Latour, and Oraichi (2006). Using a hidden Markov argument, we extend their result of the existence of a stationary solution for the INBL(1,0,1,1) process to the class of superdiagonal INBL(p; q; m; n) models. Our approach also yields improved parameter restrictions for several moment conditions compared to the ones in Doukhan, Latour, and Oraichi (2006).count data;integer-valued time series;bilinear model

Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23)

Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integer-valued phenomena that evolve over time. The distribution of an INAR(p) process is essentially described by two parameters: a vector of autoregression coefficients and a probability distribution on the nonnegative integers, called an immigration or innovation distribution. Traditionally, parametric models are considered where the innovation distribution is assumed to belong to a parametric family. This paper instead considers a more realistic semiparametric INAR(p) model where there are essentially no restrictions on the innovation distribution. We provide an (semiparametrically) efficient estimator of both the autoregression parameters and the innovation distribution.count data;nonparametric maximum likelihood;infinite-dimensional Z-estimator;semiparametric efficiency