We investigate the first-order threshold moving-average model. We obtain a sufficient condition for a unique strictly stationary and ergodic solution of the model without the need to check irreducibility. We also establish necessary and sufficient conditions for its invertibility of first-order . Furthermore, we discuss the extension of the results to the first-order multiple threshold moving-a...

Let {εi : −∞ < i < ∞} be a strictly stationary sequence of linearly positive quadrant dependent random variables and P∞ i=−∞ |ai| < ∞. In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form Xk = P∞ i=−∞ ai+kεi, k ≥ 1.

In many scenarios, a contingent data source may benefit by coordinating with external heterogeneous sources upon which it depends. The administrator of this contingent source needs to update it when changes are made to the external base sources. For example, when a building design is updated, the contractor’s cost estimate must be updated, too. The goal of data coordination is to update a conti...

This article analyses the school performance of migrants dependent on peer groups in different international schooling environments. Using data from the international OECD PISA test, we consider social interaction within and between groups of natives and migrants. Results based on social multipliers (Glaeser et al. 2000, 2003) suggest that both native-tonative and migrant-to-migrant peer effect...

We consider the sets of moving-average and autoregressive processes and study their closures under the Mallows metric and the total variation convergence on nite dimensional distributions. These closures are unexpectedly large, containing nonergodic processes which are Poisson sums of i.i.d. copies from a stationary process. The presence of these non-ergodic Poisson sum processes has immediate ...

We describe a finite difference version of the eth formalism, which allows use of spherical coordinates in 3-dimensional systems with global second order accuracy. We briefly present the application of the formalism to the evolution of linear scalar waves and to the calculation of the curvature scalar of a curved geometry on a topologically spherical manifold.