HAC estimation and strong linearity testing in weak ARMA models

In the framework of ARMA models, we consider testing the reliability of the standard asymptotic covariance matrix (ACM) of the least-squares estimator. The standard formula for this ACM is derived under the assumption that the errors are independent and identically distributed, and is in general invalid when the errors are only uncorrelated. The test statistic is based on the difference between a conventional estimator of the ACM of the least-squares estimator of the ARMA coefficients and its robust HAC-type version. The asymptotic distribution of the HAC estimator is established under the null hypothesis of independence, and under a large class of alternatives. The asymptotic distribution of the proposed statistic is shown to be a standard χ² under the null, and a noncentral χ² under the alternatives. The choice of the HAC estimator is discussed through asymptotic power comparisons. The finite sample properties of the test are analyzed via Monte Carlo simulation.     

Partitioning Balls into Topologically Equivalent Pieces

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Partitioning Balls into Topologically Equivalent Pieces

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Crossing of shears bands in196Pb

High-spin states in¹⁹⁶Pb have been populated using the reaction¹⁷⁰Er(³⁰Si,4n). The previously observed shears bands in this nucleus have been extended and some of their transitions have been reordered. They now form regular bands with band crossings. One of the bands splits into two pathways at high spin.     

Invariants of Conformai and Projective Structures

While in Euclidean, equiaffine or centroaffine differential geometry there exists a unique, distinguished normalization of a regular hypersurface immersion x: M ⁿ → Aⁿ⁺¹, in the geometry of the general affine transformation group, there only exists a distinguished class of such normalizations, the class of relative normalizations. Thus, the appropriate invariants for speaking about affine hypersurfaces are invariants of the induced classes, e.g. the conformai class of induced metrics and the projective class of induced conormal connections. The aim of this paper is to study such invariants. As an application, we reformulate the fundamental theorem of affine differential geometry.