共查询到10条相似文献,搜索用时 140 毫秒
1.
Let
be the j-fold iterated function of
. Let
and > 0 be fixed, Q be a prime, and let N
k(Q|x) denote the number of those nx for which Q
. We give the asymptotics of N
k(Q|x) in the range
. 相似文献
2.
Suppose that
(j) is the lag-j autocorrelation of the squared residuals computed from a realization of length n under the assumption that the observations follow a GARCH(1,1) model. We study the asymptotic distribution of the statistics of the form
, where the j are nonnegative summable weights and the matrix
, can be estimated from the data. We show that, under weak assumptions on model errors, the statistic Q
n converges in distribution to
, where the N
i are iid standard normal. We discuss choices of the weights j for which the distribution of Q is tabulated. Our results lead to and provide a rigorous justification for Portmanteau goodness-of-fit tests for GARCH(1,1) specification. 相似文献
3.
P. Cubiotti 《Journal of Optimization Theory and Applications》1997,92(3):477-495
Given a nonempty set
and two multifunctions
, we consider the following generalized quasi-variational inequality problem associated with X, : Find
such that
. We prove several existence results in which the multifunction is not supposed to have any continuity property. Among others, we extend the results obtained in Ref. 1 for the case (x(X. 相似文献
4.
Zheng Yan LIN Sung Chul LEE 《数学学报(英文版)》2006,22(2):535-544
Let {Xn,n ≥ 0} be an AR(1) process. Let Q(n) be the rescaled range statistic, or the R/S statistic for {Xn} which is given by (max1≤k≤n(∑j=1^k(Xj - ^-Xn)) - min 1≤k≤n(∑j=1^k( Xj - ^Xn ))) /(n ^-1∑j=1^n(Xj -^-Xn)^2)^1/2 where ^-Xn = n^-1 ∑j=1^nXj. In this paper we show a law of iterated logarithm for rescaled range statistics Q(n) for AR(1) model. 相似文献
5.
Ganikhodzhaev N. N. Mukhamedov F. M. Rozikov U. A. 《Theoretical and Mathematical Physics》2002,130(3):425-431
We consider the Potts model on the set in the field Q
p of p-adic numbers. The range of the spin variables (n),
, in this model is
. We show that there are some values q=q(p) for which phase transitions occur. 相似文献
6.
On Conservative Confidence Intervals 总被引:2,自引:0,他引:2
The subject of the paper – (conservative) confidence intervals – originates in applications to auditing. Auditors are interested in upper confidence bounds for an unknown mean for all sample sizes n. The samples are drawn from populations such that often only a few observations are nonzero. The conditional distribution of an observation given that it is nonzero usually has a very irregular shape. However, it can be assumed that observations are bounded. We propose a way to reduce the problem to inequalities for tail probabilities of certain relevant statistics. Note that a traditional approach involving limit theorems forces to impose additional conditions on regularity of samples and leads to approximate or asymptotic bounds. In the case of , as a statistic we can use sample mean, say
, and we have to use Hoeffding [7] inequalities, since currently they are the best available. This leads to upper confidence bounds for which are of (asymptotic) size at most
in the case of risk =0.05, where is the unknown standard deviation. We have
, where
is the bound in a model with normally distributed observations. It seems that the bound is very robust and can be improved replacing Hoeffding's inequalities by more refined ones. The commonly used Stringer bound (it is still not known whether it is an upper confidence bound) is of asymptotic size
c with equality only for Bernoulli distributions, and the ratio c / can be arbitrary large already for rather simple distributions. Our bounds can involve a priori information (professional judgment of an auditor) of type
0 or/and
0, which leads to improvements. Most of the results also hold for sampling without replacement from finite populations. The i.i.d. condition can be replaced by a martingale-type dependence assumption. Finally, the results can be extended to the noni.i.d. case and for settings with several samples. 相似文献
7.
M. P. Moklyachuk 《Ukrainian Mathematical Journal》1991,43(2):188-194
We consider the problem of linear mean square optimal estimation of transformation
of a stationary random process (t) in observations of process (t) + n(t) for t < – 0, where (t) is white noise uncorrelated with (t). We find least favorable spectral densities f0()
D and minimax (robust) spectral characteristics of an optimal estimator of transformation A for various classesD of densities.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 2, pp. 216–223, February, 1991. 相似文献
8.
We consider the spaceL(D) consisting of Lipschitz continuous mappings fromD to the Euclideann-space
n
,D being an open bounded subset of
n
. LetF belong toL(D) and suppose that
solves the equationF(x) = 0. In case that the generalized Jacobian ofF at
is nonsingular (in the sense of Clarke, 1983), we show that forG nearF (with respect to a natural norm) the systemG(x) = 0 has a unique solution, sayx(G), in a neighborhood of
Moreover, the mapping which sendsG tox(G) is shown to be Lipschitz continuous. The latter result is connected with the sensitivity of strongly stable stationary points in the sense of Kojima (1980); here, the linear independence constraint qualification is assumed to be satisfied. 相似文献
9.
V. M. Tsvetkov 《Journal of Mathematical Sciences》1999,95(2):2161-2163
It is proved that the rational number field has one, and only one, normal 2-extension (2, t8)/with group isomorphic to
.If is the maximal subfield of a real-closed field, which does not contain
,then the algebraic closure
of is isomorphic to the field
.Bibliography: 7titles.Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 236, 1997, pp. 192–196. 相似文献
10.
We consider the quadratic formsQ
X
j
X
k+
(X
j
2
-E
X
j
2
)where X
j
are i.i.d. random variables with finite sixth moment. For a large class of matrices (a
jk
) the distribution of Q can be approximated by the distribution of a second order polynomial in Gaussian random variables. We provide optimal bounds for the Kolmogorov distance between these distributions, extending previous results for matrices with zero diagonals to the general case. Furthermore, applications to quadratic forms of ARMA-processes, goodness-of-fit as well as spacing statistics are included. 相似文献