The famous ratio test of d’Alembert for convergence of series depends on the limit of the simple ratio an+1 an (J. d’Alembert, 1717–1783). If the limit is 1, the test fails. Most notable is its failure in situations where it is expected to succeed. For example, it often fails on series with terms containing factorials or finite products. Such terms appear in Taylor series of many functions. The...

This paper introduces a Gaussianity test for causal invertible time series. It is based on a quadratic form in di erences between sample means and expected values of certain nite memory nonlinear functions of the estimated innovation sequence. The test has, by construction, an interesting property: under reasonable assumptions on the regularity of the stationary process, it is asymptotically in...

This paper proposes a uni ed approach for consistent testing of linear restrictions on the conditional distribution function of a time series. A wide variety of interesting hypotheses in economics and nance correspond to such restrictions, including hypotheses involving conditional goodness-oft, conditional homogeneity, conditional mixtures, conditional quantiles, conditional symmetry, distribu...

Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model.When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empiri...

The fractional integrated process has been widely studied since the seminal work of Granger and Joyeus (1980). However, most of the tests for fractional integration are time-domain tests. This paper contributes to the ∗We would like to thank Jianqing Fan, N.H. Chan and Yin-Wong Cheung for helpful comments. We also thank Carrella Ernesto and Lumpkin Samuel Mcspadden for able research assistance....

We study the drift of stationary diffusion processes in a time series analysis of the autoregression function. A marked empirical process measures the difference between the nonparametric regression functions of two time series. We bootstrap the distribution of a Kolmogorov-Smirnov-type test statistic for two hypotheses: Equality of regression functions and shifted regression functions. Neither...

crashes. They’re the bane of a field service engineer’s existence, devilish problems that can hide in a network just out of reach of a conventional test tool, no matter how powerful. Sometimes you need a tool with a little something extra. You need pulse-width triggering. Pulse-width triggering, sometimes called time-qualified triggering or glitch triggering, moves beyond measuring the edge of ...

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contact dermatitis is frequent skin pathology and eyelids are one of the more frequent locations of this pathology. the objective of the present work was to study the population distribution of periocular dermatitis, determine the allergens which most frequently indicate positive in patch tests and in provocative use tests, and analyse the clinical relevance of the positive tests. patients with...