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Estimation for nearly unit root processes with GARCH errors

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Applied mathematics(A Journal of Chinese Universities) 2010年第3期25卷 297-306页

作者： YUAN Yu-ze ZHANG Rong-mao department of mathematics, zhejiang university, hangzhou 310027, china department of mathematics Zhejiang University Hangzhou China

In this paper the limiting distribution of the least square estimate for the autoregressive coefficient of a nearly unit root model with GARCH errors is derived. Since the limiting distribution depends on the unknown variance of the errors, an empirical likelihood ratio statistic is proposed from which confidence intervals can be constructed for the nearly unit root model without knowing the variance. To gain an intuitive sense for the empirical likelihood ratio, a small simulation for the asymptotic distribution is given.

关键词： Nearly unit root GARCH error least square estimation Ornstein-Uhlenbeck process empirical likelihood.

Empirical Euclidean likelihood for general estimating equations under association dependence

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Applied mathematics(A Journal of Chinese Universities) 2010年第4期25卷 437-446页

作者： CHEN You-you ZHANG Li-xin department of mathematics, zhejiang university, hangzhou 310027, china department of mathematics Zhejiang University Hangzhou China

Empirical Euclidean likelihood for general estimating equations for association dependent processes is investigated. The strong consistency and asymptotic normality of the blockwise maximum empirical Euclidean likelihood estimator are presented. We show that it is more efficient than estimator without blocking. The blockwise empirical Euclidean log-likelihood ratio asymptotically follows a chi-square distribution.

关键词： Empirical Euclidean likelihood blockwise positive association negative association.

Perturbations of the radical of nest algebras

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Chinese Science Bulletin 1998年第7期43卷 556-560页

作者： LU Fangyan 1 and LU Shijie 2 1. department of mathematics, Suzhou university, Suzhou 215006, china 2. department of mathematics, zhejiang university, hangzhou 310027, china department of mathematics Suzhou University Suzhou China department of mathematics Zhejiang University Hangzhou China

Let R N and K-N be the radical ideal and the compact operator ideal of nest algebra T(N) respectively. It is proved thatR-N+K-N=span{T∈T(N)∶TT(N)NCT}=span{T∈T(N): #σ′(ST)≤1, S∈T(N)}.

关键词： nest algebras radical perturbation.

The Cauchy problem about Dirac-wave map from the 2-dimension Minkowski space to a complete Riemannian manifold

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Science china mathematics 2007年第6期50卷 859-874页

作者： Yan ZHANG School of Statistics and mathematics , zhejiang Gongshang university, hangzhou 310018, china department of Physics, zhejiang university, hangzhou 310027, china 1. School of Statistics and mathematics Zhejiang Gongshang University Hangzhou 310018 China 2. department of Physics Zhejiang University Hangzhou 310027 China

When a target manifold is complete with a bounded curvature, we prove that there exists a unique global solution which satisfies the Euler-lagrange equation of for the given Cauchy data.

关键词： Dirac-wave map nonlinear σ-model spin bundle harmonic map 53C43

A note on certain square functions on product spaces

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Science china mathematics 2006年第1期49卷 98-108页

作者： WANG Meng, CHEN Jiecheng2 & FAN Dashan department of mathematics, zhejiang university (at Yuquan campus), hangzhou 310027, china department of mathematics, zhejiang university (at Xixi campus), hangzhou 310028, china department of mathematics, university of Wisconsin-Milwaukee, Milwaukee, WI53201, USA department of mathematics Zhejiang University [at Yuquan campus] Hangzhou 310027 China department of mathematics Zhejiang University [at Xixi campus] Hangzhou 310028 China department of mathematics University of Wisconsin-Milwaukee Milwaukee WI53201 USA

We study certain square functions on product spaces Rn × Rm, whose integral kernels are obtained from kernels which are homogeneous in each factor Rn and Rm and locally in L(log+ L) away from Rn × {0} and {0} × Rm by means of polynomial distortions in the radial variable. As a model case, we obtain that the Marcinkiewicz integral operator is bounded on Lp(Rn × Rm)(P > 1) for Ω∈ e Llog+ L(Sn-1 × Sm-1) satisfying the cancellation condition.

关键词： square function, Marcinkiewicz integral, product space.

THE CONVERGENCE ON A FAMILY OF ITERATIONS WITH CUBIC ORDER

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Journal of Computational mathematics 2001年第5期19卷 467-474页

作者： Dan-fu Han (department of mathematics, zhejiang university, hangzhou 310028, china) 浙江大学浙江杭州 310028

Establishes a convergent theorem for a family of iterations with cubic order by using general convergence hypotheses. Disadvantage of using the cubic majorizing function; Convergence of the majorizing sequence; Overvi... 详细信息

关键词： convergence majorizing method gamma-condition error estimate

Lipschitz continuity of best approximations and Chebyshev centers

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Chinese Science Bulletin 1998年第3期43卷 185-188页

作者： LI Chong 1 and WANG Xinghua 2 1. Center for Mathematical Sciences, zhejiang university, hangzhou 310027, china 2. department of mathematics, hangzhou university, hangzhou 310028, china Center for Mathematical Sciences Zhejiang University Hangzhou China department of mathematics Hangzhou University Hangzhou China

The Lipschitz continuity results are given for best approximations and Chebyshev centers. Consequently, the open problem presented by Septycki and Vleck is solved completely.

关键词： best approximation Chebyshev center uniform convexity.

The cohomology group of weak entwining structure

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Science china mathematics 2007年第5期50卷 665-674页

作者： Ling JIA & Fang LI department of mathematics, Ludong university, Yantai 264025, china department of mathematics, zhejiang university, hangzhou 310027, china 1. department of mathematics Ludong University Yantai 264025 China 2. department of mathematics Zhejiang University Hangzhou 310027 China

In this paper, we reveal that a weak entwining structure admits a rich cohomology theory. As an application we compute the cohomology of a weak entwining structure associated to a weak coalgebra-Galois extension.

关键词： weak entwining structure cohomology group 16W80 16W99

On the Notion of Cobordism for Bounded Manifolds

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Acta Mathematica Sinica,English Series 1994年第1期10卷 59-63页

作者： Gan Danyan department of mathematics zhejiang university hangzhou,310027 china 1. department of mathematics Zhejiang University 310027 Hangzhou China

The usual concept of eobordism is concerned with closed *** this paper, we generalise the concept of cobordism to the extent of bouncded manifolds and obtain a homotopy theorem similar to the theorem of Thom.

关键词： On the Notion of Cobordism for Bounded Manifolds