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We present a goodness of ̄t test for time series models based on the discrete spectral average estimator. Unlike current tests of goodness of ̄t, the asymptotic distribution of our test statistic allows the null hypothesis to be either a short or long range dependence model. Our test is in the frequency domain, is easy to compute and does not require the… (More)

We consider a common-components model for multivariate fractional cointegration, in which the s ≥ 1 components have different memory parameters. The cointegrating rank may exceed 1. We decompose the true cointegrating vectors into orthogonal fractional cointegrating subspaces such that vectors from distinct subspaces yield cointegrating errors with distinct… (More)

We study the asymptotic behaviour of frequency domain maximum likelihood estimators of mis-specified models of long memory Gaussian series. We show that even if the long memory structure of the time series is correctly specified, mis-specification of the short memory dynamics may result in parameter estimators which are slower than √ n consistent. The… (More)

- Willa W. Chen
- 2002

We propose and derive the asymptotic distribution of a tapered narrow-band least squares estimator (NBLSE) of the cointegration parameter in the framework of fractional cointegration. This tapered estimator is invariant to deterministic polynomial trends. In particular, we allow for arbitrary linear time trends that often occur in practice. Our simulations… (More)

- WILLA W. CHEN, W. W. CHEN
- 2009

We derive a weighted least squares approximate restricted likelihood estimator for a kdimensional pth order autoregressive model with intercept, for which exact likelihood optimization is generally infeasible due to the parameter space which is complicated and highdimensional, involving pk2 parameters. The weighted least squares estimator has significantly… (More)

- Naomi Ehrich Leonard, George Forrest Young, +4 authors Susan Marshall
- ACC
- 2012

Flock Logic is an art and engineering project that explores how the feedback laws used to model flocking translate when applied by a group of dancers. The artistic goal is to create tools for choreography by leveraging dynamics of multiagent systems with designed feedback and interaction. The engineering goal is to develop insights and design principles for… (More)

- D A Vessey, W W Chen, R R Ramsay
- The Biochemical journal
- 1991

Salicylyl-CoA and benzoyl-CoA were good inhibitors of carnitine acetyltransferase (CAT), competing with acetyl-CoA with Ki values of 7.5 and 22 microM respectively in the forward direction and with CoA in the reverse reaction with similar Ki values. They were also competitive inhibitors of carnitine octanoyltransferase (Ki = 261 and 295 microM… (More)

- Naomi E. Leonard, George F. Young, +5 authors Susan Marshall
- 2013

Flock Logic was developed as an art and engineering project to explore how the feedback laws used to model flocking translate when applied by dancers. The artistic goal was to create choreographic tools that leverage multi-agent system dynamics with designed feedback and interaction. The engineering goal was to provide insights and design principles for… (More)

Difficulties with inference in predictive regressions are generally attributed to strong persistence in the predictor series. We show that the major source of the problem is actually the nuisance intercept parameter and propose basing inference on the Restricted Likelihood, which is free of such nuisance location parameters and also possesses small… (More)

- James Ronald, Andrew B Nixon, +10 authors Charles Y Kim
- Radiology
- 2017

Purpose To identify changes in a broad panel of circulating angiogenesis factors after bland transcatheter arterial embolization (TAE), a purely ischemic treatment for hepatocellular carcinoma (HCC). Materials and Methods This prospective HIPAA-compliant study was approved by the institutional review board. Informed written consent was obtained from all… (More)