scholarly journals Nonparametric Tests for Serial Independence Based on Quadratic Forms

Author(s):  
Cees G. H. Diks ◽  
V. Panchenko
2017 ◽  
pp. 88-110 ◽  
Author(s):  
S. Drobyshevsky ◽  
P. Trunin ◽  
A. Bozhechkova ◽  
E. Gorunov ◽  
D. Petrova

The article investigates the Bank of Russia information policy using a new approach to measuring information effects on Russian data, including the analysis of the tonality of news reports, as well as internet users’ queries on Google. The efficiency of regulator’s information signals is studied using EGARCH-, VAR- models, as well as nonparametric tests. The authors conclude that the regulator communicates effectively in terms of the predictability of interest rate policy, the degree to which information signals affect the money and foreign exchange markets.


Author(s):  
Bernhard M¨uhlherr ◽  
Holger P. Petersson ◽  
Richard M. Weiss

This chapter proves that Bruhat-Tits buildings exist. It begins with a few definitions and simple observations about quadratic forms, including a 1-fold Pfister form, followed by a discussion of the existence part of the Structure Theorem for complete discretely valued fields due to H. Hasse and F. K. Schmidt. It then considers the generic unramified cases; the generic semi-ramified cases, the generic ramified cases, the wild unramified cases, the wild semi-ramified cases, and the wild ramified cases. These cases range from a unique unramified quadratic space to an unramified separable quadratic extension, a tamely ramified division algebra, a ramified separable quadratic extension, and a unique unramified quaternion division algebra. The chapter also describes ramified quaternion division algebras D₁, D₂, and D₃ over K containing a common subfield E such that E/K is a ramified separable extension.


Author(s):  
Bernhard M¨uhlherr ◽  
Holger P. Petersson ◽  
Richard M. Weiss

This chapter assumes that (K, L, q) is a totally wild quadratic space of type E₇. The goal is to prove the proposition that takes into account Λ‎ of type E₇, D as the quaternion division algebra over K whose image in Br(K) is the Clifford invariant of q, and the trace and trace map. The chapter also considers two other propositions: the first states that if the trace map is not equal to zero, then the Moufang residues R₀ and R₁ are not indifferent; the second states that if the trace map is equal to zero, then the Moufang residues R₀ and R₁ are both indifferent.


Author(s):  
Bernhard M¨uhlherr ◽  
Holger P. Petersson ◽  
Richard M. Weiss

This chapter proves several more results about weak isomorphisms between Moufang sets arising from quadratic forms and involutory sets. It first fixes a non-trivial anisotropic quadratic space Λ‎ = (K, L, q) before considering two proper anisotropic pseudo-quadratic spaces. It then describes a quaternion division algebra and its standard involution, a second quaternion division algebra and its standard involution, and an involutory set with a quaternion division algebra and its standard involution. It concludes with one more small observation regarding a pointed anisotropic quadratic space and shows that there is a unique multiplication on L that turns L into an integral domain with a multiplicative identity.


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