Two versions of a fractionally cointegrating vector error correction model (FVECM) are presented. In the case of regular cointegration, linear combinations of fractionally integrated variables are integrated to lower order. Generalized cointegration is de…ned as the case where the cointegrating variables may be fractional di¤erences of the observed series. The concepts are applied to a model of...

This paper gives an analysis of surfaces generated by subdividing control nets of arbitrary topology. We assume that the underlying subdivision algorithm is stationary on the regular parts of the control nets and described by a matrix iteration around an extraordinary point. For these subdivision schemes we derive conditions on the spectrum of the matrix and its generalized eigenvectors such th...

The limit distributions as T → ∞ of the functional ∫ T 0 f(X (t)) dt=T are found for onedimensional null-recurrent Markov processes X (t) under di erent assumptions concerning local characteristics of X (t) and f. The conditions for the convergence of the distribution of this functional to each distribution in the class of generalized arc-sine law, studied by Lamperti and Watanabe, are obtained...

This article evaluates Japanese foreign aid policy in light of the World Commission on Environment and Development’s concept of sustainable development by focusing on Japanese official development assistance (ODA) to energy sectors in the global South. The analysis reported here finds two fundamental weaknesses in Japanese ODA policy on the energy sector: first, its premise of the compatibility...

Istituto Nazionale di Fisica Nucleare (INFN)-Bari, Italy Universitá and INFN di Bari, and Center of Innovative Technologies for Signal Detection and Processing, Italy Dipartimento di Fisica, Università di Siena and INFN-Cagliari, Italy Struttura Dipartimentale di Matematica e Fisica, Università di Sassari and INFN-Cagliari, Italy Istituto Nazionale di Fisica Nucleare-Torino, Italy Dipartimento ...

So far, many methods have been presented to solve the rst-order di erential equations. But, not many studies have been conducted for numerical solution of high-order fuzzy di erential equations. In this research, First, the equation by reducing time, we transform the rst-order equation. Then we have applied Adams-Bashforth multi-step methods for the initial approximation of one order di erentia...

A finite automaton is said to be directable if it has an input word, a directing word, which takes it from every state into the same state. For nondeterministic (n.d.) automata, directability can be generalized in several ways, three such notions, D1-, D2-, and D3-directability, are used. In this paper, we consider monogenic n.d. automata, and for each i = 1, 2, 3, we present sharp bounds for t...

In this work, we consider a recently proposed entropy I (called varentropy) defined by a variational relationship ) ( dx x d dI − = β as a measure of uncertainty of random variable x. By definition, varentropy underlies a generalized virtual work principle 0 = dx leading to maximum entropy 0 ) ( = − x I d β . This paper presents an analytical investigation of this maximizable entropy for severa...

In this paper, we discuss the parameter estimation for a k-factor generalized long memory process with conditionally heteroskedastic noise. Two estimation methods are proposed. The rst method is based on the conditional distribution of the process and the second is obtained as an extension of Whittle's estimation approach. For comparison purposes, Monte Carlo simulations are used to evaluate th...

This paper presents a family of generalized multistep methods that evolves the numerical solution of ordinary di erential equations on con guration spaces formulated as homogeneous manifolds. Any classical multistep method may be employed as an invariant method, and the order of the invariant method is as high as in the classical setting. We present numerical results that re ect some of the pro...