The asymptotic theory for nonlinear transformations of fractionally integrated time series is developed. By the use of fractional Occupation Times Formula, various nonlinear functions of fractionally integrated series...The asymptotic theory for nonlinear transformations of fractionally integrated time series is developed. By the use of fractional Occupation Times Formula, various nonlinear functions of fractionally integrated series such as ARFIMA time series are studied, and the asymptotic distributions of the sample moments of such functions are obtained and analyzed. The transformations considered in this paper includes a variety of functions such as regular functions, integrable functions and asymptotically homogeneous functions that are often used in practical nonlinear econometric analysis. It is shown that the asymptotic theory of nonlinear transformations of original and normalized fractionally integrated processes is diffent from that of fractionally integrated processes, but is similar to the asymptotic theory of nonlinear transformations of integrated processes.展开更多
In this figure, it finds a vertex to another vertex k shortest path algorithm. Provided there are n vertices and edges in the diagram. If the path loops, the time complexity of the algorithm is allowed O（w ＋ n log 2...In this figure, it finds a vertex to another vertex k shortest path algorithm. Provided there are n vertices and edges in the diagram. If the path loops, the time complexity of the algorithm is allowed O（w ＋ n log 2 n ＋ kw log 2 k）. If the request path does not contain the loop, the time complexity of the algorithm O（kn（w ＋ n log2 n）＋ kw log2 k）. The algorithm utilizes a simple extension of the Dijkstra algorithm determined the end of the length of the shortest path to the other vertices, and then, based on these data, branch and bound method to identify the required path. Experimental results show that the actual running time has relations with the structure of FIG.展开更多
基金Supported by National Natural Science Foundation of China(No.70471050).
文摘The asymptotic theory for nonlinear transformations of fractionally integrated time series is developed. By the use of fractional Occupation Times Formula, various nonlinear functions of fractionally integrated series such as ARFIMA time series are studied, and the asymptotic distributions of the sample moments of such functions are obtained and analyzed. The transformations considered in this paper includes a variety of functions such as regular functions, integrable functions and asymptotically homogeneous functions that are often used in practical nonlinear econometric analysis. It is shown that the asymptotic theory of nonlinear transformations of original and normalized fractionally integrated processes is diffent from that of fractionally integrated processes, but is similar to the asymptotic theory of nonlinear transformations of integrated processes.
文摘In this figure, it finds a vertex to another vertex k shortest path algorithm. Provided there are n vertices and edges in the diagram. If the path loops, the time complexity of the algorithm is allowed O（w ＋ n log 2 n ＋ kw log 2 k）. If the request path does not contain the loop, the time complexity of the algorithm O（kn（w ＋ n log2 n）＋ kw log2 k）. The algorithm utilizes a simple extension of the Dijkstra algorithm determined the end of the length of the shortest path to the other vertices, and then, based on these data, branch and bound method to identify the required path. Experimental results show that the actual running time has relations with the structure of FIG.
