In this paper, by initiative research on local spectral theory of total class wF（p, r, q） operators, we get some important results. Such as total class wF（p, r,q） operators is normaloid operator, the local spectra...In this paper, by initiative research on local spectral theory of total class wF（p, r, q） operators, we get some important results. Such as total class wF（p, r,q） operators is normaloid operator, the local spectral subspace of total class wF（p, r, q） operators is equal to the space EλH（Eλ the Reisz idempotent, with respect to λ1, of T）, total class wF（p, r, q） operators has finite ascent, and so on.展开更多
In this paper, we study a stationary AR（p）-ARCH（q） model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator （MLE） of parameters under the nonnegative restriction...In this paper, we study a stationary AR（p）-ARCH（q） model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator （MLE） of parameters under the nonnegative restriction. A similar method is also proposed for the case that the parameters are restricted by a simple order： α1≥α2≥…≥αq and β1≥β2≥…≥βp. The strong consistency of the above two estimators is discussed. Furthermore, we consider the problem of testing homogeneity of parameters against the simple order restriction. We give the likelihood ratio （LR） test statistic for the testing problem and derive its asymptotic null distribution.展开更多
In this paper, we introduce a new way to obtain the Q-P （P-Q） ordering of quantum mechanical operators, i.e., from the classical correspondence of Q-P （P-Q） ordered operators by replacing q and p with coordinate a...In this paper, we introduce a new way to obtain the Q-P （P-Q） ordering of quantum mechanical operators, i.e., from the classical correspondence of Q-P （P-Q） ordered operators by replacing q and p with coordinate and momentum operators, respectively. Some operator identities are derived concisely. As for its applications, the single （two-） mode squeezed operators and Fresnel operator are examined. It is shown that the classical correspondence of Fresnel operator’s Q-P （P-Q） ordering is just the integration kernel of Fresnel transformation. In addition, a new photo-counting formula is constructed by the Q-P ordering of operators.展开更多
Suppose that the time series Xt satisfieswhere α0≥δ＞0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};（0,1） and is independent of {hs,s≤t} for fixed ...Suppose that the time series Xt satisfieswhere α0≥δ＞0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};（0,1） and is independent of {hs,s≤t} for fixed t. The above model is usually written as AR（p）-ARCH（q）.We consider stationary series AR（p）-ARCH（q） model and assume the stationary field is θ0. We express this statement asH1:α1≥α2…≥αq,β1≥β2≥…≥βp and we consider an order restricted testing problem, which is to testH0:α1=α2=…=αq,β1=β2=…=βpagainst H1-H0. We derive the likelihood ratio （LR） test statistic and its asymptotic distri-展开更多
文摘In this paper, by initiative research on local spectral theory of total class wF（p, r, q） operators, we get some important results. Such as total class wF（p, r,q） operators is normaloid operator, the local spectral subspace of total class wF（p, r, q） operators is equal to the space EλH（Eλ the Reisz idempotent, with respect to λ1, of T）, total class wF（p, r, q） operators has finite ascent, and so on.
文摘In this paper, we study a stationary AR（p）-ARCH（q） model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator （MLE） of parameters under the nonnegative restriction. A similar method is also proposed for the case that the parameters are restricted by a simple order： α1≥α2≥…≥αq and β1≥β2≥…≥βp. The strong consistency of the above two estimators is discussed. Furthermore, we consider the problem of testing homogeneity of parameters against the simple order restriction. We give the likelihood ratio （LR） test statistic for the testing problem and derive its asymptotic null distribution.
基金Project supported by the National Natural Science Foundation of China(Grant No.11264018)the Natural Science Foundation of Jiangxi Province of China(Grant No.20132BAB212006)the Fund from the Key Laboratory of Optoelectronics and Telecommunication of Jiangxi Province,China
文摘In this paper, we introduce a new way to obtain the Q-P （P-Q） ordering of quantum mechanical operators, i.e., from the classical correspondence of Q-P （P-Q） ordered operators by replacing q and p with coordinate and momentum operators, respectively. Some operator identities are derived concisely. As for its applications, the single （two-） mode squeezed operators and Fresnel operator are examined. It is shown that the classical correspondence of Fresnel operator’s Q-P （P-Q） ordering is just the integration kernel of Fresnel transformation. In addition, a new photo-counting formula is constructed by the Q-P ordering of operators.
文摘Suppose that the time series Xt satisfieswhere α0≥δ＞0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};（0,1） and is independent of {hs,s≤t} for fixed t. The above model is usually written as AR（p）-ARCH（q）.We consider stationary series AR（p）-ARCH（q） model and assume the stationary field is θ0. We express this statement asH1:α1≥α2…≥αq,β1≥β2≥…≥βp and we consider an order restricted testing problem, which is to testH0:α1=α2=…=αq,β1=β2=…=βpagainst H1-H0. We derive the likelihood ratio （LR） test statistic and its asymptotic distri-
