We identify and analyse obstructions to factorisation of integer matrices into products NTN or N2 with rational entries. The arise as quadratic forms coefficients raise the question discrete range such forms. They are obtained by considering matrix decompositions over a superalgebra. further obtain formula for determinant square in terms adjugates these decompositions, well identifying co-Latin...

In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX loss function in Dynamic Linear Model using the real price of oil for 106 years of data from 1913 to 2018 concerning the asymmetric problem in filtering and forecasting. We use DLM form of the basic Hoteling Model under Quadratic loss function, Kullback-Leibler, Hellinger and LINEX trying to address the ...

the problem of discrimination between two stationary ar(p) plus noise processes is consideredwhen the noise process are different in two models. the discrimination rule leads to a quadratic form withcumbersome matrices. an approximate and analytic form is given to distribution of the discriminant. thesimulation study has been used to show the performance of discrimination rule. the cumulants of...

The recent financial crisis has shown that the reforming in regulation and supervision is essential. This paper studies whether banking regulation improves bank soundness or more regulation lead to decrease soundness of banking. Specifically, countries which require banks to report regularly and accurately their financial data to regulators and market participants have sounder banks. In th...