Let {X(t),t greater than or equal to 0} be Brownian motion on the Sierpinski gasket, E is a compact subset of [0,+infinity). In this paper, we determine when X(E) has k-multiple points and when not. We also obtain the...Let {X(t),t greater than or equal to 0} be Brownian motion on the Sierpinski gasket, E is a compact subset of [0,+infinity). In this paper, we determine when X(E) has k-multiple points and when not. We also obtain the exact Hausdorff dimension of k-multiple times.展开更多
By employing the empirical likelihood method, confidence regions for the stationary AR（p）-ARCH（q） models are constructed. A self-weighted LAD estimator is proposed under weak moment conditions. An empirical log-li...By employing the empirical likelihood method, confidence regions for the stationary AR（p）-ARCH（q） models are constructed. A self-weighted LAD estimator is proposed under weak moment conditions. An empirical log-likelihood ratio statistic is derived and its asymptotic distribution is obtained. Simulation studies show that the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy, especially for relative small size of observation.展开更多
基金Research partially supported by National Natural Science Foundation of China (Grant No. 10471136) Ph.D. Program Foundation of the Ministry of Education of China, and Special Foundations of the Chinese Academy of Science and USTC.
文摘Let {X(t),t greater than or equal to 0} be Brownian motion on the Sierpinski gasket, E is a compact subset of [0,+infinity). In this paper, we determine when X(E) has k-multiple points and when not. We also obtain the exact Hausdorff dimension of k-multiple times.
基金Supported by the Fundamental Research Funds for the Central Universities (No. 2010LKSX04)Supported by the National Natural Science Foundation of China (No. 10731010)
文摘By employing the empirical likelihood method, confidence regions for the stationary AR（p）-ARCH（q） models are constructed. A self-weighted LAD estimator is proposed under weak moment conditions. An empirical log-likelihood ratio statistic is derived and its asymptotic distribution is obtained. Simulation studies show that the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy, especially for relative small size of observation.
