5,250 research outputs found

    On Schauder Bases Properties of Multiply Generated Gabor Systems

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    Let AA be a finite subset of L2(R)L^2(\mathbb{R}) and p,q∈Np,q\in\mathbb{N}. We characterize the Schauder basis properties in L2(R)L^2(\mathbb{R}) of the Gabor system G(1,p/q,A)={e2πimxg(x−np/q):m,n∈Z,g∈A},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 Z×Z×A\mathbb{Z}\times \mathbb{Z}\times A. The characterization is given in terms of a Muckenhoupt matrix A2A_2 condition on an associated Zibulski-Zeevi type matrix.Comment: 14 page

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

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    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

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    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

    On Homogeneous Decomposition Spaces and Associated Decompositions of Distribution Spaces

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    A new construction of decomposition smoothness spaces of homogeneous type is considered. The smoothness spaces are based on structured and flexible decompositions of the frequency space Rd\{0}\mathbb{R}^d\backslash\{0\}. We construct simple adapted tight frames for L2(Rd)L_2(\mathbb{R}^d) that can be used to fully characterise the smoothness norm in terms of a sparseness condition imposed on the frame coefficients. Moreover, it is proved that the frames provide a universal decomposition of tempered distributions with convergence in the tempered distributions modulo polynomials. As an application of the general theory, the notion of homogeneous α\alpha-modulation spaces is introduced.Comment: 27 page
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