Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or unspecified change point (candidate) are derived; the tests are consistent against general alternatives. A tapered block multiplier technique based on serially dependent multiplier random variables is provided to estimate p-values of the test statistics. Size and power of the tests ...

We show that a number of well known multiplier theorems for Hardy spaces over Vilenkin groups follow immediately from a general condition on the kernel of the multiplier operator. In the compact case, this result shows that the multiplier theorems of Kitada [6], Tateoka [13], Daly-Phillips [2], and Simon [11] are best viewed as providing conditions on the partial sums of the Fourier-Vilenkin se...

In this paper, a theorem is proved which presents the series solution obtained from the homotopy analysis method is convergent to the exact solution of nonlinear age-structured population models.

Whether the car’s gas tank is filled up on Monday and the paycheck is deposited on Tuesday, or vice versa, the contribution of those two transactions to the checkbook’s final balance is the same. By the commutative property, order does not matter for the algebraic addition of a finite number of terms. However, for a super banker who conducts an infinite number of transactions, order may matter....

Steady-state components of heat conduction solutions may have very slowly convergent series for temperatures and non-convergent heat fluxes for temperature boundary conditions. Previous papers have proposed methods to remove these convergence problems. However, even more effective procedures based on insights of Morse and Feshbach are given herein. In some cases it is possible to replace poorly...

In this article, a class of convergent series based on Fibonacci sequence is introduced for which there is a golden ratio (i.e. $frac{1+sqrt 5}{2}),$ with respect to convergence analysis. A class of sequences are at first built using two consecutive numbers of Fibonacci sequence and, therefore,  new sequences have been used in order  to introduce a  new class of series. All properties of the se...

We propose in this article a joint test for testing simultaneously a deterministic trend component and the degree of integration of the cyclical component in a given time series. The test is directly derived from Robinson’s (1994) procedure, which is based on the Lagrange Multiplier (LM) principle. Thus, it has standard null and local asymptotic distributions. However, finite-sample critical va...

These commands provide regression diagnostic tools specific to time series. You must tsset your data before using these commands; see [TS] tsset. estat archlm tests for time-dependent volatility. estat bgodfrey, estat durbinalt, and estat dwatson test for serial correlation in the residuals of a linear regression. For non-time-series regression diagnostic tools, see [R] regress postestimation. ...