相关论文: Testing the Fractional Integration Parameter Revis…

The classic integrated conditional moment test is a promising method for testing regression model misspecification. However, it severely suffers from the curse of dimensionality. To extend it to handle the testing problem for parametric…

Two recently introduced model based bias corrected estimators for proportion of true null hypotheses ($\pi_0$) under multiple hypotheses testing scenario have been restructured for exponentially distributed random observations available for…

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…

We obtain computational hardness results for f-vectors of polytopes by exhibiting reductions of the problems DIVISOR and SEMI-PRIME TESTABILITY to problems on f-vectors of polytopes. Further, we show that the corresponding problems for…

An easy-to-use and effective formula for stability testing of a system with fractional-delay characteristic equation in the general form of $\Delta(s)=P_0(s)+\sum_{i=1}^N P_i(s)\exp(-\zeta_i s^{\beta_i}) =0$, where $P_i(s)$ ($i=0,..., N$)…

Abramo and D'Angelo (in press) doubt the validity of established size-independent indicators measuring citation impact and plead in favor of measuring scientific efficiency (by using the Fractional Scientific Strength indicator). This note…

We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…

In this paper we propose a computationally efficient multiple hypothesis testing procedure for persistent homology. The computational efficiency of our procedure is based on the observation that one can empirically simulate a null…

Systematic overview of Newton-Schulz and Durand iterations with convergence analysis and factorizations is presented in the chronological sequence in unified framework. Practical recommendations for the choice of the order and…

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

A novel model of systematic errors for the regression of Poisson data is applied to hypothesis testing of nested model components with the introduction of a generalization of the $\Delta C$ statistic that applies in the presence of…

In this paper we introduce and study three classes of fractional periodic processes. An application to ring polymers is investigated. We obtain a closed analytic expressions for the form factors, the Debye functions and their asymptotic…

This work is an extension of previous work by Alazah et al. [M. Alazah, S. N. Chandler-Wilde, and S. La Porte, Numerische Mathematik, 128(4):635-661, 2014]. We split the computation of the Fresnel Integrals into 3 cases: a truncated Taylor…

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Residual marked empirical process-based tests are commonly used in regression models. However, they suffer from data sparseness in high-dimensional space when there are many covariates. This paper has three purposes. First, we suggest a…

An algorithm for calculating generalized fractal dimension of a time series using the general information function is presented. The algorithm is based on a strings sort technique and requires $O(N \log_2 N)$ computations. A rough estimate…

Time Series Analysis has been given a great amount of study in which many useful tests were developed. The phenomenal work of Engle and Granger in 1987 and Johansen in 1988 has paved the way for the most commonly used cointegration tests so…

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

Functional panels are collections of functional time series, and arise often in the study of high frequency multivariate data. We develop a portmanteau style test to determine if the cross-sections of such a panel are independent and…