This paper addresses the question of the selection of multivariate GARCH models in terms of variance matrix forecasting accuracy with a particular focus on relatively large scale problems. We consider 10 assets from the NYSE and compare 125 model based one, five and twenty-day ahead conditional variance forecasts over a period of 10 years using the Model Confidence Set (MCS) and the Superior Pr...

An orthogonal coloring of a graph G is a pair {c1, c2} of proper colorings of G, having the property that if two vertices are colored with the same color in c1, then they must have distinct colors in c2. The notion of orthogonal colorings is strongly related to the notion of orthogonal Latin squares. The orthogonal chromatic number of G, denoted by Oχ(G), is the minimum possible number of color...

Orthogonal Array Testing is one of the most important techniques that produce test cases which are much lesser in number than black box testing, but are more relevant. In spite of its importance, the technique has not been explored as much as other techniques. The present work, therefore, explores the literature to find the gaps in the literature and hence propose a new technique based on Genet...

the submodules with the property of the title ( a submodule $n$ of an $r$-module $m$ is called strongly dense in $m$, denoted by $nleq_{sd}m$, if for any index set $i$, $prod _{i}nleq_{d}prod _{i}m$) are introduced and fully investigated. it is shown that for each submodule $n$ of $m$ there exists the smallest subset $d'subseteq m$ such that $n+d'$ is a strongly dense submodule of $m$...

| In this paper a method for parameterizing orthogonal wavelet transforms is presented. The parameter space is given by the rotation angles of the orthogonal 22{ rotations used in the lattice lters realizing the stages of the wavelet transform. Diierent properties of orthogonal wave-let transforms can be expressed in this parameter space. Then, the parameter space is restricted to the set of ro...

The weak convergence of orthogonal polynomials is given under conditions on the asymptotic behaviour of the coefficients in the three-term recurrence relation. The results generalize known results and are applied to several systems of orthogonal polynomials, including orthogonal polynomials on a finite set of points.

The submodules with the property of the title ( a submodule $N$ of an $R$-module $M$ is called strongly dense in $M$, denoted by $Nleq_{sd}M$, if for any index set $I$, $prod _{I}Nleq_{d}prod _{I}M$) are introduced and fully investigated. It is shown that for each submodule $N$ of $M$ there exists the smallest subset $D'subseteq M$ such that $N+D'$ is a strongly dense submodule of $M$ and $D'bi...