This article discusses skew generalized quasi-cyclic codes over any finite field F with Galois automorphism θ. This is a generalization of quasi-cyclic codes and skew polynomial codes. These codes have an added advantage over quasi-cyclic codes since their lengths do not have to be multiples of the index. After a brief description of the skew polynomial ring F[x; θ], we show that a skew general...

In this paper, we study skew constacyclic codes over the ring ZqR where R = Zq + uZq, q = p s for a prime p and u2 = 0. We give the definition of these codes as subsets of the ring ZqR . Some structural properties of the skew polynomial ring R[x, θ] are discussed, where θ is an automorphism of R. We describe the generator polynomials of skew constacyclic codes over R and ZqR. Using Gray images ...

This paper provides a new empirical guidance for modeling a skewed and fat-tailed error distribution underlying the traditional GARCH models for equity returns based on empirical findings on Realized Volatility (RV), constructed from the summation of higher-frequency squared (demeaned) returns. Based on an 80-year sample of U.S. daily stock market returns, I find that the distribution of monthl...

In this paper, we study the iterative algorithms for saddle point problems(SPP). Bai, Golub and Pan recently studied a class of preconditioned Hermitian and skew-Hermitian splitting methods(PHSS). By further accelerating it with another parameters, using the Hermitian/skew-Hermitian splitting iteration technique we present the generalized preconditioned Hermitian and skew-Hermitian splitting me...

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive info...

A b s t r a c t. The unbiased estimator of risk of the orthogonally invariant es-timator of the skew-symmetric normal mean matrix is obtained, and a class of minimax estimators and their order-preserving modification are proposed. The estimators have applications in paired comparisons model. A Monte Carlo study to compare the risks of the estimators is given.

For 1 < p ∞, we prove an Lp-version of the generalized Korn inequality for incompatible tensor fields P in W 0 , ( Curl ; Ω ℝ 3 × ). More precisely, let ⊂ be a bounded Lipschitz domain. Then there exists constant c = c(p, Ω) > such that ‖ L ) ≤ sym + holds all ∈ ), is, with vanishing tangential trace ν on ∂Ω where denotes outward unit normal vector field to ∂Ω. compatible D u, this recovers cla...