PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT

2013 ◽  
Vol 16 (04) ◽  
pp. 1350029
Author(s):  
SHIH-FENG HUANG ◽  
YUH-JIA LEE ◽  
HSIN-HUNG SHIH
Keyword(s):  
Characteristic Function ◽  
Path Integral ◽  
Unit Root ◽  
Autoregressive Model ◽  
Integral Method ◽  
Unit Root Test ◽  
Random Variable ◽  
Limiting Distribution ◽  
First Order ◽  
Path Integral Method

We propose the path-integral technique to derive the characteristic function of the limiting distribution of the unit root test in a first order autoregressive model. Our results provide a new and useful approach to obtain the closed form of the characteristic function of a random variable associated with the limiting distribution, which is realized as a ratio of Brownian functionals on the classical Wiener space.

Theoretical study on second hyperpolarizability of H3+ system by path integral method

1997 ◽  
Vol 85 (1-3) ◽  
pp. 1159-1160 ◽  
Author(s):  
H. Nagao ◽  
M. Nakano ◽  
S. Yamada ◽  
K. Ohta ◽  
K. Yamaguchi
Keyword(s):  
Path Integral ◽  
Integral Method ◽  
Theoretical Study ◽  
Second Hyperpolarizability ◽  
Path Integral Method

An analysis of quantum effects on the thermodynamic properties of cryogenic hydrogen using the path integral method

2014 ◽  
Vol 140 (13) ◽  
pp. 134506 ◽  
Author(s):  
H. Nagashima ◽  
S. Tsuda ◽  
N. Tsuboi ◽  
M. Koshi ◽  
K. A. Hayashi ◽  
...  
Keyword(s):  
Thermodynamic Properties ◽  
Path Integral ◽  
Integral Method ◽  
Quantum Effects ◽  
Path Integral Method

The quantum bouncer by the path integral method

1991 ◽  
Vol 59 (10) ◽  
pp. 924-930 ◽  
Author(s):  
D. A. Goodings ◽  
T. Szeredi
Keyword(s):  
Path Integral ◽  
Integral Method ◽  
Path Integral Method
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