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Consistency of the LSE in Linear regression with stationary noise

Guy Cohen, Michael Lin, Arkady Tempelman (2004)

Colloquium Mathematicae

We obtain conditions for L₂ and strong consistency of the least square estimators of the coefficients in a multi-linear regression model with a stationary random noise. For given non-random regressors, we obtain conditions which ensure L₂-consistency for all wide sense stationary noise sequences with spectral measure in a given class. The condition for the class of all noises with continuous (i.e., atomless) spectral measures yields also L p -consistency when the noise is strict sense stationary with...

Construction of aggregation operators: new composition method

Tomasa Calvo, Andrea Mesiarová, Ľubica Valášková (2003)

Kybernetika

A new construction method for aggregation operators based on a composition of aggregation operators is proposed. Several general properties of this construction method are recalled. Further, several special cases are discussed. It is also shown, that this construction generalizes a recently introduced twofold integral, which is exactly a composition of the Choquet and Sugeno integral by means of a min operator.

Construction of functions with prescribed Hölder and chirp exponents.

Stéphane Jaffard (2000)

Revista Matemática Iberoamericana

We show that the Hölder exponent and the chirp exponent of a function can be prescribed simultaneously on a set of full measure, if they are both lower limits of continuous functions. We also show that this result is optimal: In general, Hölder and chirp exponents cannot be prescribed outside a set of Hausdorff dimension less than one. The direct part of the proof consists in an explicit construction of a function determined by its orthonormal wavelet coefficients; the optimality is the direct consequence...

Construction of Measure from Semialgebra of Sets1

Noboru Endou (2015)

Formalized Mathematics

In our previous article [22], we showed complete additivity as a condition for extension of a measure. However, this condition premised the existence of a σ-field and the measure on it. In general, the existence of the measure on σ-field is not obvious. On the other hand, the proof of existence of a measure on a semialgebra is easier than in the case of a σ-field. Therefore, in this article we define a measure (pre-measure) on a semialgebra and extend it to a measure on a σ-field. Furthermore, we...

Construction of non-constant and ergodic cocycles

Mahesh Nerurkar (2000)

Colloquium Mathematicae

We construct continuous G-valued cocycles that are not cohomologous to any compact constant via a measurable transfer function, provided the underlying dynamical system is rigid and the range group G satisfies a certain general condition. For more general ergodic aperiodic systems, we also show that the set of continuous ergodic cocycles is residual in the class of all continuous cocycles provided the range group G is a compact connected Lie group. The first construction is based on the "closure...

Construction of non-subadditive measures and discretization of Borel measures

Johan Aarnes (1995)

Fundamenta Mathematicae

The main result of the paper provides a method for construction of regular non-subadditive measures in compact Hausdorff spaces. This result is followed by several examples. In the last section it is shown that “discretization” of ordinary measures is possible in the following sense. Given a positive regular Borel measure λ, one may construct a sequence of non-subadditive measures μ n , each of which only takes a finite set of values, and such that μ n converges to λ in the w*-topology.

Constructions of cocycles over irrational rotations

W. Bułatek, M. Lemańczyk, D. Rudolph (1997)

Studia Mathematica

We construct a coboundary cocycle which is of bounded variation, is homotopic to the identity and is Hölder continuous with an arbitrary Hölder exponent smaller than 1.

Constructions of smooth and analytic cocycles over irrational circle rotations

Dalibor Volný (1995)

Commentationes Mathematicae Universitatis Carolinae

We define a class of step cocycles (which are coboundaries) for irrational rotations of the unit circle and give conditions for their approximation by smooth and real analytic coboundaries. The transfer functions of the approximating (smooth and real analytic) coboundaries are close (in the supremum norm) to the transfer functions of the original ones. This result makes it possible to construct smooth and real analytic cocycles which are ergodic, ergodic and squashable (see [Aaronson, Lemańczyk,...

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