In this paper, the impact of five recent terrorist attacks on equities listed on the Singapore Stock Exchange is examined. We analyse how these events affect the different sectors in Singapore, using the Global Industry Classification Standard. Employing a variety of parametric and non-parametric tests, the relationship between stock returns for equities listed in these sectors and terrorist at...

We investigate a class of parametric timed automata, called lower bound/upper bound (L/U) automata, where each parameter occurs in the timing constraints either as a lower bound or as an upper bound. For such automata, we show that basic decision problems, such as emptiness, finiteness and universality of the set of parameter valuations for which there is a corresponding infinite accepting run ...

A family of self-normalized CUSUM tests for structural change under long memory is proposed. The test statistics apply non-parametric kernel-based long-run variance estimators and have well-defined limiting distributions that only depend on the long-memory parameter. Monte Carlo simulation shows these provide finite sample size control while outperforming competing procedures in terms power.

We consider a l1-penalization procedure in the non-parametric Gaussian regression model. In many concrete examples, the dimension d of the input variable X is very large (sometimes depending on the number of observations). Estimation of a β-regular regression function f cannot be faster than the slow rate n−2β/(2β+d) . Hopefully, in some situations, f depends only on a few numbers of the coordi...

This paper uses the English Longitudinal Survey of Ageing to explore the self-reported effect of cataract operations on eye-sight. A non-parametric analysis shows clearly that most cataract patients report improved eye-sight after surgery and a parametric analysis provides further information: it shows that the beneficial effect is larger the worse was self-reported eye-sight preceding surgery ...

This paper concentrates on the InCircle predicate which is used for the computation of the Voronoi diagram of smooth closed curves. The predicate decides the position of a query object relative to the Voronoi circle of three given ones. We focus on (nonintersecting) ellipses but our method extends to arbitrary closed smooth curves, given in parametric representation. We describe an efficient al...

The study examines the asymmetric effect of oil price on exchange rate and stock using Nonlinear Autoregressive Distributive Lag (NARDL) technique time-series data spanning from January 1996 to September 2020. multivariate cointegration test showed evidence a long-run relationship among price, rate, price. linear Granger causality that is granger caused by cause rate. nonlinear nonlinearity BDS...

In this paper, a comparative study of performance of some parametric and nonparametric EWMA control charts for detecting the process mean shift is considered. In section 2, we briefly describe each of the various EWMA models that are taken into account in our present study, Viz. the Parametric X -EWMA and Nonparametric Grouped Signed Rank (GSR)-EWMA, for the purpose of comparative study. In Sec...

Considerable previous literature has addressed the problem of finding the most desirable estimator of the long memory parameter in a univariate time series. This paper considers three different estimation procedures: (i) the long memory parameter is obtained from a semi parametric Local Whittle estimator, which is used to filter the series before estimation of the short run parameters, (ii) a t...

A new free-form deformation method is presented in this paper. The deformation of an object is achieved by attaching it to two parametric surfaces, namely the shape surface S u v ( , ) and the height surface H u v ( , ) . A control point or vertex of object is projected onto the shape surface along its normal and a correspondence between the point and its projection on the shape surface is esta...