scholarly journals Large values of error terms of a class of arithmetical functions

2002 ◽  
Vol 2002 (544) ◽  
Author(s):  
Y.-K. Lau ◽  
K.-M. Tsang
Keyword(s):  
Arithmetical Functions ◽  
Error Terms

scholarly journals On a relation between sums of arithmetical functions and Dirichlet series

2012 ◽  
Vol 92 (106) ◽  
pp. 97-108
Author(s):  
Hideaki Ishikawa ◽  
Yuichi Kamiya
Keyword(s):  
Dirichlet Series ◽  
Additional Assumption ◽  
Arithmetical Functions ◽  
Error Terms ◽  
Converse Assertion

We introduce a concept called good oscillation. A function is called good oscillation, if its m-tuple integrals are bounded by functions having mild orders. We prove that if the error terms coming from summatory functions of arithmetical functions are good oscillation, then the Dirichlet series associated with those arithmetical functions can be continued analytically over the whole plane. We also study a sort of converse assertion that if the Dirichlet series are continued analytically over the whole plane and satisfy a certain additional assumption, then the error terms coming from the summatory functions of Dirichlet coefficients are good oscillation.

Arithmetical Functions

1994 ◽  
Author(s):  
Wolfgang Schwarz ◽  
Jürgen Spilker
Keyword(s):  
Arithmetical Functions

Using The Fully Modified M Method In Estimating The Effect Of Cultivated Area On Barley Production In Iraq For The Period 1970-2018

2020 ◽  
Vol 2020 (66) ◽  
pp. 101-110
Author(s):  
. Azhar Kadhim Jbarah ◽  
Prof Dr. Ahmed Shaker Mohammed
Keyword(s):  
Regression Model ◽  
Moving Average ◽  
Estimation Method ◽  
Estimation Methods ◽  
Autoregressive Moving Average ◽  
Moving Average Models ◽  
Error Terms ◽  
Relationship Of ◽  
The Relationship ◽  
Barley Crop

The research is concerned with estimating the effect of the cultivated area of barley crop on the production of that crop by estimating the regression model representing the relationship of these two variables. The results of the tests indicated that the time series of the response variable values is stationary and the series of values of the explanatory variable were nonstationary and that they were integrated of order one ( I(1) ), these tests also indicate that the random error terms are auto correlated and can be modeled according to the mixed autoregressive-moving average models ARMA(p,q), for these results we cannot use the classical estimation method to estimate our regression model, therefore, a fully modified M method was adopted, which is a robust estimation methods, The estimated results indicate a positive significant relation between the production of barley crop and cultivated area.

scholarly journals Dependence Modeling in Energy Markets using Sibuya-type Copulas

2017 ◽  
Vol 6 (3) ◽  
pp. 43
Author(s):  
Nikolai Kolev ◽  
Jayme Pinto
Keyword(s):  
Goodness Of Fit ◽  
Basic Assumption ◽  
Energy Markets ◽  
Dependence Structure ◽  
Dependence Function ◽  
Dependence Modeling ◽  
Goodness Of Fit Tests ◽  
Oil And Natural Gas ◽  
Error Terms ◽  
Time Invariant

The dependence structure between 756 prices for futures on crude oil and natural gas traded on NYMEX is analyzed  using  a combination of novel time-series and copula tools.  We model the log-returns on each commodity individually by Generalized Autoregressive Score models and account for dependence between them by fitting various copulas to corresponding  error terms. Our basic assumption is that the dependence structure may vary over time, but the ratio between the joint distribution of error terms and the product of marginal distributions (e.g., Sibuya's dependence function) remains the same, being time-invariant.  By performing conventional goodness-of-fit tests, we select the best copula, being member of the currently  introduced class of  Sibuya-type copulas.

Asymptotics for rank moments of overpartitions

2014 ◽  
Vol 10 (08) ◽  
pp. 2011-2036 ◽  
Author(s):  
Renrong Mao
Keyword(s):  
Asymptotic Formulas ◽  
Error Terms ◽  
Cranks Of Partitions

Bringmann, Mahlburg and Rhoades proved asymptotic formulas for all the even moments of the ranks and cranks of partitions with polynomial error terms. In this paper, motivated by their work, we apply the same method and obtain asymptotics for the two rank moments of overpartitions.

scholarly journals Potential Well in Poincaré Recurrence

Entropy ◽  
2021 ◽  
Vol 23 (3) ◽  
pp. 379
Author(s):  
Miguel Abadi ◽  
Vitor Amorim ◽  
Sandro Gallo
Keyword(s):  
Dynamical System ◽  
Dynamical Systems ◽  
Stochastic Processes ◽  
Recurrence Time ◽  
Potential Well ◽  
Exponential Approximation ◽  
Mixing Processes ◽  
System Perspective ◽  
Return Times ◽  
Error Terms

From a physical/dynamical system perspective, the potential well represents the proportional mass of points that escape the neighbourhood of a given point. In the last 20 years, several works have shown the importance of this quantity to obtain precise approximations for several recurrence time distributions in mixing stochastic processes and dynamical systems. Besides providing a review of the different scaling factors used in the literature in recurrence times, the present work contributes two new results: (1) For ϕ-mixing and ψ-mixing processes, we give a new exponential approximation for hitting and return times using the potential well as the scaling parameter. The error terms are explicit and sharp. (2) We analyse the uniform positivity of the potential well. Our results apply to processes on countable alphabets and do not assume a complete grammar.

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