Download or read book Limit Theorems For Nonlinear Cointegrating Regression written by Qiying Wang and published by World Scientific. This book was released on 2015-07-03 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression.The core context of this book comes from the author and his collaborator's current researches in past years, which is wide enough to cover the knowledge bases in nonlinear cointegrating regression. It may be used as a main reference book for future researchers.

Download or read book Essays in Honor of Joon Y Park written by Yoosoon Chang and published by Emerald Group Publishing. This book was released on 2023-04-24 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Download or read book Advance Elements of Laser Circuits and Systems written by Ofer Aluf and published by Springer Nature. This book was released on 2021-03-09 with total page 1235 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book on Advance Elements of Laser circuits and systems Nonlinearity applications in engineering addresses two separate engineering and scientific areas, and presents advanced analysis methods for Laser circuits and systems that cover a broad range of engineering and scientific applications. The book analyzed Laser circuits and systems as linear and nonlinear dynamical systems and there limit cycles, bifurcation, and limit cycle stability by using nonlinear dynamic theory. Further, it discussed a broad range of bifurcations related to Laser systems and circuits, starting from laser system differential equations and their bifurcations, delay differential equations (DDEs) are a function of time delays, delay dependent parameters, followed by phase plane analysis, limit cycles and their bifurcations, chaos, iterated maps, period doubling. It combines graphical information with analytical analysis to effectively study the local stability of Laser systems models involving delay dependent parameters. Specifically, the stability of a given steady state is determined by the graphs of some functions of which can be expressed explicitly. The Laser circuits and systems are Laser diode circuits, MRI system Laser diode circuitry, Electron-photon exchanges into VCSEL, Ti: Sapphire laser systems, Ion channel and long-wavelength lasers, Solid state lasers, Solid state laser controlled by semiconductor devices, microchip solid-state laser, Q-switched diode-pumped solid-state laser, Nd:YAG, Mid-Infrared and Q-switched microchip lasers, Gas laser systems, copper vapor laser (CVL) circuitry, Dual-wavelength laser systems, Dual-wavelength operation of a Ti:sapphire laser, Diode-pumped Q-switched Nd:YVO4 yellow laser, Asymmetric dual quantum well lasers, Tm3+-doped silica fibre lasers, Terahertz dual-wavelength quantum cascade laser. The Book address also the additional areas, Laser X guiding system, Plasma diagnostics, Laser Beam shaping, Jitter and crosstalk, Plasma mirror systems, and High power Laser/Target diagnostic system optical elements. The book is unique in its emphasis on practical and innovative engineering and scientific applications. All conceptual Laser circuits are innovative and can be broadly implemented in many engineering applications. The dynamics of Laser circuits and systems provides several ways to use them in a variety of applications covering wide areas. This book is aimed at electrical and electronics engineers, students and researchers in physics as well. It is also aimed for research institutes in lasers and plasma physics and gives good comprehensive in laser and plasma systems. In each chapter, the concept is developed from basic assumptions up to the final engineering and scientific outcomes. The scientific background is explained at basic and advance levels and closely integrated with mathematical theory. Many examples are presented in this book and it is also ideal for intermediate level courses at graduate level studies. It is also ideal for engineer who has not had formal instruction in nonlinear dynamics, but who now desires to fill the gap between innovative Laser circuits/systems and advance mathematical analysis methods

Download or read book Microwave RF Antennas and Circuits written by Ofer Aluf and published by Springer. This book was released on 2016-12-01 with total page 1060 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes a new concept for analyzing RF/microwave circuits, which includes RF/microwave antennas. The book is unique in its emphasis on practical and innovative microwave RF engineering applications. The analysis is based on nonlinear dynamics and chaos models and shows comprehensive benefits and results. All conceptual RF microwave circuits and antennas are innovative and can be broadly implemented in engineering applications. Given the dynamics of RF microwave circuits and antennas, they are suitable for use in a broad range of applications. The book presents analytical methods for microwave RF antennas and circuit analysis, concrete examples, and geometric examples. The analysis is developed systematically, starting with basic differential equations and their bifurcations, and subsequently moving on to fixed point analysis, limit cycles and their bifurcations. Engineering applications include microwave RF circuits and antennas in a variety of topological structures, RFID ICs and antennas, microstrips, circulators, cylindrical RF network antennas, Tunnel Diodes (TDs), bipolar transistors, field effect transistors (FETs), IMPATT amplifiers, Small Signal (SS) amplifiers, Bias-T circuits, PIN diode circuits, power amplifiers, oscillators, resonators, filters, N-turn antennas, dual spiral coil antennas, helix antennas, linear dipole and slot arrays, and hybrid translinear circuits. In each chapter, the concept is developed from the basic assumptions up to the final engineering outcomes. The scientific background is explained at basic and advanced levels and closely integrated with mathematical theory. The book also includes a wealth of examples, making it ideal for intermediate graduate level studies. It is aimed at electrical and electronic engineers, RF and microwave engineers, students and researchers in physics, and will also greatly benefit all engineers who have had no formal instruction in nonlinear dynamics, but who now desire to bridge the gap between innovative microwave RF circuits and antennas and advanced mathematical analysis methods.

Download or read book Asymptotic Laws and Methods in Stochastics written by Donald Dawson and published by Springer. This book was released on 2015-11-12 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.

Download or read book Local Limit Theory and Spurious Nonparametric Regression written by Peter C. B. Phillips and published by . This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A local limit theorem is proved for sample covariances of nonstationary time series and integrable functions of such time series that involve a bandwidth sequence. The resulting theory enables an asymptotic development of nonparametric regression with integrated or fractionally integrated processes that includes the important practical case of spurious regressions. Some local regression diagnostics are suggested for forensic analysis of such regresssions, including a local R2 and a local Durbin Watson (DW) ratio, and their asymptotic behavior is investigated. The most immediate findings extend the earlier work on linear spurious regression (Phillips, 1986), showing that the key behavioral characteristics of statistical significance, low DW ratios and moderate to high R2 continue to apply locally in nonparametric spurious regression. Some further applications of the limit theory to models of nonlinear functional relations and cointegrating regressions are given. The methods are also shown to be applicable in partial linear semiparametric nonstationary regression.

Download or read book The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics written by Jeffrey Racine and published by Oxford University Press. This book was released on 2014-04 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.

Download or read book Strong Limit Theorems in Non Commutative Probability written by R. Jajte and published by Springer. This book was released on 2007-01-05 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Limit Theorems in Change Point Analysis written by Miklós Csörgö and published by John Wiley & Sons. This book was released on 1997-12-29 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall

Download or read book Limit Theorems for Large Deviations written by L. Saulis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Et moi ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O.H ea viside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service. topology has rendered mathematical physics .. .':: 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d 'e1:re of this series

Download or read book Central Limit Theorem and Consistency in Linear Regression written by FRIEDHELM. EICKER and published by . This book was released on 1960 with total page 1 pages. Available in PDF, EPUB and Kindle. Book excerpt: Several asymptotic properties of the least squares estimators for the parameters in the linear regression model with non-identical, independent errors are derived with regard to infinitely increasing sample size. The notion of convergence of a sequence of random variables b on a set F is introduced and applied, i.e., the b depend functionally on an arbitrarily chosen sequence of random variables all of which are elements of the set F, and they converge for (over) each such sequence. If F is any set of random variables with zero means and bounded variances which contains at least one normal variable, then there exists a simple necessary and sufficient condition for the regression matrix X such that the estimators are consistent on F. For asymptotic normality of essentially these estimators on any subset G in the set of all zero-mean random variables whose variances exist, necessary and sufficient conditions are given both for X and the set G simultaneously to be fulfilled. This is the central limit theorem for the linear regression model. For the case of unknown error variances, a statistic is constructed, and sufficient conditions for X and G are given to assure its asymptotic normality on G. One important aspect of the theory developed is its non-parametric character and the width of the range of admitted error distributions. Some examples and illustrations are given. (Author).

Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nikolai Leonenko and published by Springer Science & Business Media. This book was released on 1999-02-28 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. This book will be of interest to mathematicians who use random fields in engineering or other applications.

Download or read book Limit Theorems and Applications of Set Valued and Fuzzy Set Valued Random Variables written by Shoumei Li and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in literatures) was systematically introduced by Kendall {1974) and Matheron {1975). It is well known that the theory of set-valued random variables is a natural extension of that of general real-valued random variables or random vectors. However, owing to the topological structure of the space of closed sets and special features of set-theoretic operations ( cf. Beer [27]), set-valued random variables have many special properties. This gives new meanings for the classical probability theory. As a result of the development in this area in the past more than 30 years, the theory of set-valued random variables with many applications has become one of new and active branches in probability theory. In practice also, we are often faced with random experiments whose outcomes are not numbers but are expressed in inexact linguistic terms.

Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinski? and published by World Scientific. This book was released on 2007 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Download or read book Nonconventional Limit Theorems And Random Dynamics written by Yeor Hafouta and published by World Scientific. This book was released on 2018-04-09 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it turned out that main limit theorems of probability theory, such as central, local and Poisson limit theorems can also be obtained for such expressions. In order to obtain sufficiently general local limit theorem, we develop also thermodynamic formalism type results for random complex operators, which is one of the novelties of the book.

Download or read book Advances in Economics and Econometrics written by Econometric Society. World Congress and published by Cambridge University Press. This book was released on 2013-05-27 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

Download or read book Cointegration Causality and Forecasting written by Halbert White and published by Oxford University Press, USA. This book was released on 1999 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.