5,250 research outputs found
On Schauder Bases Properties of Multiply Generated Gabor Systems
Let be a finite subset of and . We
characterize the Schauder basis properties in of the Gabor
system
with a specific ordering on . The
characterization is given in terms of a Muckenhoupt matrix 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
On Homogeneous Decomposition Spaces and Associated Decompositions of Distribution Spaces
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 . We
construct simple adapted tight frames for 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 -modulation spaces is introduced.Comment: 27 page
- …