Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices

Abstract

This article proposes a new approach to analyze multiple vector autoregressive (VAR) models that render us a newly constructed matrix autoregressive (MtAR) model based on a matrix-variate normal distribution with two covariance matrices. The MtAR is a generalization of VAR models where the two covariance matrices allow the extension of MtAR to a structural MtAR analysis. The proposed MtAR can also incorporate different lag orders across VAR systems that provide more flexibility to the model. The estimation results from a simulation study and an empirical study on macroeconomic application show favorable performance of our proposed models and method.     

Product partition latent variable model for multiple change-point detection in multivariate data

The product partition model (PPM) is a well-established efficient statistical method for detecting multiple change points in time-evolving univariate data. In this article, we refine the PPM for the purpose of detecting multiple change points in correlated multivariate time-evolving data. Our model detects distributional changes in both the mean and covariance structures of multivariate Gaussian data by exploiting a smaller dimensional representation of correlated multiple time series. The utility of the proposed method is demonstrated through experiments on simulated and real datasets.     

A NOTE ON EVANESCENT PROCESSES

This note examines the connection between μ-invariant measures for the transition function of a continuous-time Markov chain and those of its q-matrix, Q. The major result establishes a necessary and aufficient condition for a convergent μ-invariant measure for Q to be μ-inhant for the minimal transition function, P, under the assumption that P is honest. This corrects Theorem 6 of Vere-Jones (1969) and the first part of Corollary 1 of Pollett (1986), both of which assert that the above conclusion holds in the absence of this condition. The error was pointed out by E.A. van Doom (1991) and the counterexample which be presented provides the basis for the present arguments. In determining where the error occurred in the original proof, we are able to identify a simple sufficient condition for μ-invariance.     

谈谈经济合同签订中的陷阱及防范

本文提出目前经济活动中签订合同出现的种种陷阱及防范措施 ,目的在于增加经济合同签订中的法律意识 ,维护经济合同的平等互利、自愿协商、等价有偿、诚实守信的原则     

LF拓扑空间的商空间的同胚

利用满映射f:X→Y诱导的L值Zadeh型函数f:L^X→L^Y和LF拓扑空间（L^X,δ）构造商空间（L^Y,μ）；又由f建立X上等价关系－，得出自然投影P：X→X／－，再得用P诱导的L值Zadeh型函数P：L^X→L^X/-和（L^X,δ）构造商空间（L^X/-,μ^*），证明了两商空间同胚。     

有机污染物降解的光化学及微生物降解方法探索

随着塑料用途的不断扩大和消费量的日益增长，塑料废弃物也与日俱增，环境污染和社会公害等问题也日趋严重。塑料废弃物具有不易降解性，它不仅污染环境（土壤、水源等），还会阻止其它物质的降解。文章试图从基本机理入手，找到有机物降解的最有效途径，以达到保护环境、节约能源的目的。     

八角茴香油的实验室提取方法

根据八角茴香油中的主成份是八角茴香脑（约占80％－90％），其精油颜色为无色至淡黄色液体，低温时为白色结晶，mp为22.5℃－23℃，能溶于乙醇，几乎不溶于水，一般采用乙醇回流法或索氏提取法从八角茴香粉末中提取精油。