In the existing Statistics and Econometrics literature, there does not exist a statistical test which may test for all kinds of roots of the characteristic polynomial leading to an unstable dynamic response, i.e., pos...In the existing Statistics and Econometrics literature, there does not exist a statistical test which may test for all kinds of roots of the characteristic polynomial leading to an unstable dynamic response, i.e., positive and negative real unit roots, complex unit roots and the roots lying inside the unit circle. This paper develops a test which is sufficient to prove dynamic stability (in the context of roots of the characteristic polynomial) of a univariate as well as a multivariate time series without having a structural break. It covers all roots (positive and negative real unit roots, complex unit roots and the roots inside the unit circle whether single or multiple) which may lead to an unstable dynamic response. Furthermore, it also indicates the number of roots causing instability in the time series. The test is much simpler in its application as compared to the existing tests as the series is strictly stationary under the null (C01, C12).展开更多
In this note, for any pair of natural numbers (n,k), n≥3, k≥1, and 2k<n, we construct an infinite family of irreducible polynomials of degree n, with integer coefficients, that has exactly ...In this note, for any pair of natural numbers (n,k), n≥3, k≥1, and 2k<n, we construct an infinite family of irreducible polynomials of degree n, with integer coefficients, that has exactly n-2k?complex non-real roots if n is even and has exactly n-2k-1?complex non-real roots if n is odd. Our work generalizes a technical result of R. Bauer, presented in the classical monograph “Basic Algebra” of N. Jacobson. It is used there to construct polynomials with Galois groups, the symmetric group. Bauer’s result covers the case k=1?and n odd prime.展开更多
This paper proposes a novel recursive partitioning method based on constrained learning neural networks to find an arbitrary number (less than the order of the polynomial) of (real or complex) roots of arbitrary polyn...This paper proposes a novel recursive partitioning method based on constrained learning neural networks to find an arbitrary number (less than the order of the polynomial) of (real or complex) roots of arbitrary polynomials. Moreover, this paper also gives a BP network constrained learning algorithm (CLA) used in root-finders based on the constrained relations between the roots and the coefficients of polynomials. At the same time, an adaptive selection method for the parameter d P with the CLA is also given. The experimental results demonstrate that this method can more rapidly and effectively obtain the roots of arbitrary high order polynomials with higher precision than traditional root-finding approaches.展开更多
文摘In the existing Statistics and Econometrics literature, there does not exist a statistical test which may test for all kinds of roots of the characteristic polynomial leading to an unstable dynamic response, i.e., positive and negative real unit roots, complex unit roots and the roots lying inside the unit circle. This paper develops a test which is sufficient to prove dynamic stability (in the context of roots of the characteristic polynomial) of a univariate as well as a multivariate time series without having a structural break. It covers all roots (positive and negative real unit roots, complex unit roots and the roots inside the unit circle whether single or multiple) which may lead to an unstable dynamic response. Furthermore, it also indicates the number of roots causing instability in the time series. The test is much simpler in its application as compared to the existing tests as the series is strictly stationary under the null (C01, C12).
文摘In this note, for any pair of natural numbers (n,k), n≥3, k≥1, and 2k<n, we construct an infinite family of irreducible polynomials of degree n, with integer coefficients, that has exactly n-2k?complex non-real roots if n is even and has exactly n-2k-1?complex non-real roots if n is odd. Our work generalizes a technical result of R. Bauer, presented in the classical monograph “Basic Algebra” of N. Jacobson. It is used there to construct polynomials with Galois groups, the symmetric group. Bauer’s result covers the case k=1?and n odd prime.
文摘This paper proposes a novel recursive partitioning method based on constrained learning neural networks to find an arbitrary number (less than the order of the polynomial) of (real or complex) roots of arbitrary polynomials. Moreover, this paper also gives a BP network constrained learning algorithm (CLA) used in root-finders based on the constrained relations between the roots and the coefficients of polynomials. At the same time, an adaptive selection method for the parameter d P with the CLA is also given. The experimental results demonstrate that this method can more rapidly and effectively obtain the roots of arbitrary high order polynomials with higher precision than traditional root-finding approaches.
