A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being l...A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being long-memory processes with the LARCH structure.A new test statistic is developed by using the random weighted bootstrap method.It turns out that the proposed statistic has a chisquared distribution asymptotically regardless of the process being stationary or nonst at ionary,and with or without an intercept term.The simulation results show that the statistic has a desired finite sample performance in terms of both size and power.A real data application is also given relying on the inflation rate data of 17 countries.展开更多
Under special conditions on data set and underlying distribution, the limit of finite sample breakdown point of Tukey＇s halfspace median （1） has been obtained in the literature. In this paper, we establish the resu...Under special conditions on data set and underlying distribution, the limit of finite sample breakdown point of Tukey＇s halfspace median （1） has been obtained in the literature. In this paper, we establish the result under weaker assumptions imposed on underlying distribution （weak smoothness） and on data set （not necessary in general position）. The refined representation of Tukey＇s sample depth regions for data set not necessary in general position is also obtained, as a by-product of our derivation.展开更多
基金supported by the NNSF of China(Grant Nos.11971208 and 11601197)the NNSF of China(Grant No.61973145)+5 种基金the Outstanding Youth Fund Project of the Science and Technology Department of Jiangxi Province(Grant No.20224ACB211003)supported by the Science and Technology Research Project of Education Department of Jiangxi Province(Grant No.GJJ200545)the Postgraduate Innovation Project of Jiangxi Province(Grant No.YC2021–B124)NSSF of China(Grant No.21BTJ035)supported by the National Major Social Science Project of China(Grant No.21&ZD152)Natural Science Project of Jiangxi Provincial Department of Science and Technology(Grant No.jxsq2023201048)。
文摘A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being long-memory processes with the LARCH structure.A new test statistic is developed by using the random weighted bootstrap method.It turns out that the proposed statistic has a chisquared distribution asymptotically regardless of the process being stationary or nonst at ionary,and with or without an intercept term.The simulation results show that the statistic has a desired finite sample performance in terms of both size and power.A real data application is also given relying on the inflation rate data of 17 countries.
基金Supported by NSF of China(Grant Nos.11601197,11461029 and 61563018)Ministry of Education Humanity Social Science Research Project of China(Grant No.15JYC910002)+2 种基金China Postdoctoral Science Foundation Funded Project(Grant Nos.2016M600511 and 2017T100475)NSF of Jiangxi Province(Grant Nos.20171ACB21030,20161BAB201024 and 20161ACB20009)the Key Science Fund Project of Jiangxi Provincial Education Department(Grant Nos.GJJ150439,KJLD13033 and KJLD14034)
文摘Under special conditions on data set and underlying distribution, the limit of finite sample breakdown point of Tukey＇s halfspace median （1） has been obtained in the literature. In this paper, we establish the result under weaker assumptions imposed on underlying distribution （weak smoothness） and on data set （not necessary in general position）. The refined representation of Tukey＇s sample depth regions for data set not necessary in general position is also obtained, as a by-product of our derivation.
