On Berry--Esseen bounds for non-instantaneous filters of linear processes

Let $X_n=\sum_{i=1}^{\infty}a_i\epsilon_{n-i}$, where the $\epsilon_i$ are i.i.d. with mean 0 and at least finite second moment, and the $a_i$ are assumed to satisfy $|a_i|=O(i^{-\beta})$ with $\beta >1/2$. When $1/2<\beta<1$, $X_n$ is usually called a long-range dependent or long-memory process. For a certain class of Borel functions $K(x_1,...,x_{d+1})$, $d\ge0$, from ${\mathcal{R}}^{d+1}$ to $\mathcal{R}$, which includes indicator functions and polynomials, the stationary sequence $K(X_n,X_{n+1},...,X_{n+d})$ is considered. By developing a finite orthogonal expansion of $K(X_n,...,X_{n+d})$, the Berry--Esseen type bounds for the normalized sum $Q_N/\sqrt{N},Q_N=\sum_{n=1}^N(K(X_ n,...,X_{n+d})-\mathrm{E}K(X_n,...,X_{n+d}))$ are obtained when $Q_N/\sqrt{N}$ obeys the central limit theorem with positive limiting variance.Comment: Published in at http://dx.doi.org/10.3150/07-BEJ112 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Evolution and dimensional crossover from the bulk subbands in ABC-stacked graphene to a three-dimensional Dirac cone structure in rhombohedral graphite

The band structure of ABC-stacked N-layer graphene comprises topologically corresponding flat surface and gapped bulk subbands, as a consequence of the unique stacking configuration. In this paper, the bulk subbands are for the first times ever obtained for arbitrary N. A non-perturbative effective Hamiltonian closed in the bulk subspace is derived and used. The gapped bulk subbands are shown to evolve towards the zero energy with increasing N and in the infinite limit, they touch linearly along a circle. This outcome is a manifestation of the dimensional crossover to a three-dimensional Dirac cone structure known to exist in the bulk of rhombohedral graphite. The Dirac points, forming continuous nodal lines in a spiraling fashion, are projected onto the circle, within which the surface subbands are confined and flatten.Comment: 23 pages, 4 figure

Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study

This paper adopts Taiwan's high-tech companies as the sample to address and examine four new determinants of various foreign financing instruments and test their impacts on the issuing firms. Our empirical findings are consistent with the following notions. First, the firms with higher foreign holding and foreign investment will be likely to adopt foreign financing policy. Moreover, the firms with higher stock dividend payment in Taiwan will adopt both of ECB (Euro convertible bond) and DR (depository receipt). Firm managers with better education background will prefer DR. Second, the use of DR can effectively decrease the volatility of stock returns but also pronounce a negative influence on the mean of stock returns. In contrast, the use of ECB can effectively increase the mean but can not significantly decrease the volatility.

New iterative method for three-dimensional eddy-current problems

Author name used in this publication: Eric Ka-Wai Cheng2001-2002 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

A 3-D study of eddy current field and temperature rises in a compact bus duct system

Author name used in this publication: S. L. HoAuthor name used in this publication: H. C. WongAuthor name used in this publication: K. W. E. Cheng2005-2006 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe