On Schauder Bases Properties of Multiply Generated Gabor Systems

Let $A$ be a finite subset of $L^2(\mathbb{R})$ and $p,q\in\mathbb{N}$. We characterize the Schauder basis properties in $L^2(\mathbb{R})$ of the Gabor system $$G(1,p/q,A)=\{e^{2\pi i m x}g(x-np/q) : m,n\in \mathbb{Z}, g\in A\},$$ with a specific ordering on $\mathbb{Z}\times \mathbb{Z}\times A$. The characterization is given in terms of a Muckenhoupt matrix $A_2$ condition on an associated Zibulski-Zeevi type matrix.Comment: 14 page

A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis

This paper presents a family of simple nonparametric unit root tests indexed by one parameter, d, and containing Breitung's (2002) test as the special case d = 1. It is shown that (i) each member of the family with d > 0 is consistent, (ii) the asymptotic distribution depends on d, and thus reflects the parameter chosen to implement the test, and (iii) since the asymptotic distribution depends on d and the test remains consistent for all d > 0, it is possible to analyze the power of the test for different values of d. The usual Phillips-Perron or Dickey-Fuller type tests are characterized by tuning parameters (bandwidth, lag length, etc.), i.e. parameters which change the test statistic but are not reflected in the asymptotic distribution, and thus have none of these three properties. It is shown that members of the family with daugmented Dickey-Fuller test, fractional integration, GLS detrending, nonparametric, nuisance parameter, tuning parameter, power envelope, unit root test, variance ratio

A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic

This paper presents a family of simple nonparametric unit root tests indexed by one parameter, d, and containing Breitung's (2002) test as the special case d=1. It is shown that (i) each member of the family with d>0 is consistent, (ii) the asymptotic distribution depends on d, and thus reflects the parameter chosen to implement the test, and (iii) since the asymptotic distribution depends on d and the test remains consistent for all d>0, it is possible to analyze the power of the test for different values of d. The usual Phillips-Perron or Dickey-Fuller type tests are indexed by bandwidth, lag length, etc., but have none of these three properties. It is shown that members of the family with dAugmented Dickey-Fuller test, fractional integration, GLS detrending, nonparametric, nuisance parameter, tuning parameter, power envelope, unit root test, variance ratio

Nonlinear approximation with nonstationary Gabor frames

We consider sparseness properties of adaptive time-frequency representations obtained using nonstationary Gabor frames (NSGFs). NSGFs generalize classical Gabor frames by allowing for adaptivity in either time or frequency. It is known that the concept of painless nonorthogonal expansions generalizes to the nonstationary case, providing perfect reconstruction and an FFT based implementation for compactly supported window functions sampled at a certain density. It is also known that for some signal classes, NSGFs with flexible time resolution tend to provide sparser expansions than can be obtained with classical Gabor frames. In this article we show, for the continuous case, that sparseness of a nonstationary Gabor expansion is equivalent to smoothness in an associated decomposition space. In this way we characterize signals with sparse expansions relative to NSGFs with flexible time resolution. Based on this characterization we prove an upper bound on the approximation error occurring when thresholding the coefficients of the corresponding frame expansions. We complement the theoretical results with numerical experiments, estimating the rate of approximation obtained from thresholding the coefficients of both stationary and nonstationary Gabor expansions.Comment: 19 pages, 2 figure