This paper considers the maximum likelihood estimation (MLE) of a class of stationary and invertible vector autoregressive fractionally integrated moving-average (VARFIMA) processes considered in (26) of Luceño [1] or Model A of Lobato [2] where each component yi,t is a fractionally integrated process of order di, i = 1, . . . , r. Under the conditions outlined in Assumption 1 of this paper, th...

The Clustered Locations of Urban Services, Transport, and Economic Resources Program (CLUSTER) is an agent-based prototype on modeling retail location choice on supply chains consisting of consumers, retailers, and suppliers. Introduced in Huang and Levinson (2011), this model aims to investigate the effects of transportation cost, consumers’ travel behavior, and suppliers’ locations on retail ...

Numerical stability of the Levinson algorithm, generalized for Toeplitz-like systems, is studied. Arguments based on the analytic results of an error analysis for floating point arithmetic produce an upper bound on the norm of the residual vector, which grows exponentially with respect to the size of the problem. The base of such an exponential function can be small for diagonally dominant Toep...

New generalized split Levinson and Schur algorithms for the two-dimensional linear least squares prediction problem on a polar raster are derived. The algorithms compute the prediction filter for estimating a random field at the edge of a disk, from noisy observations inside the disk. The covariance function of the random field is assumed to have a Toeplitzplus-Hankel structure for both its rad...

For computing Padé approximants, we present presumably stable recursive algorithms that follow two adjacent rows of the Padé table and generalize the well-known classical Levinson and Schur recurrences to the case of a nonnormal Padé table. Singular blocks in the table are crossed by look-ahead steps. Ill-conditioned Padé approximants are skipped also. If the size of these lookahead steps is bo...

In this paper I argue against the theory – popular among theorists of narrative artworks – that we must posit a fictional narrative agent in every narrative artwork in order to explain our imaginative engagement with such works. I accept that every narrative must have a narrator, but I argue that in some central literary cases the narrator is not a fictional agent, but rather the actual author ...