The Hall algebra of a spherical object

We determine the Hall algebra, in the sense of Toen, of the algebraic triangulated category generated by a spherical object.Comment: references added, generalization to ground ring in section 3, 14 page

Quantile correlations and quantile autoregressive modeling

In this paper, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation function (QACF) and the quantile partial autocorrelation function (QPACF). This allows us to extend the classical Box-Jenkins approach to quantile autoregressive models. Specifically, the QPACF of an observed time series can be employed to identify the autoregressive order, while the QACF of residuals obtained from the fitted model can be used to assess the model adequacy. We not only demonstrate the asymptotic properties of QCOR, QPCOR, QACF, and PQACF, but also show the large sample results of the QAR estimates and the quantile version of the Ljung-Box test. Simulation studies indicate that the proposed methods perform well in finite samples, and an empirical example is presented to illustrate usefulness

A localisation theorem for singularity categories of proper dg algebras

Given a recollement of three proper dg algebras over a noetherian commutative ring, e.g. three algebras which are finitely generated over the base ring, which extends one step downwards, it is shown that there is a short exact sequence of their singularity categories. This allows us to recover and generalise some known results on singularity categories of finite-dimensional algebras.Comment: Section 3 is new, and in Section 4 the base ring is changed from a field to a commutative noetherian ring and in Section 6 the base ring is changed from a field to an arbitrary commutative rin