Summary We consider a non-parametric regression model with long-range dependent innovations, in which the regression function may have a discontinuity at an unknown point. We propose a method to estimate the unknown time of change. The rate of consistency and limit distribution of the...

Abstract In this paper we investigate the asymptotic properties of the test statistics for detecting change-points in the mean of a set of multivariate long-range dependent observations. The limit theorems of weighted test statistics and weighted L p -functionals of tests are developed. The...

The authors compare changes in gender roles and women's empowerment in China, India, and the Republic of Korea. Around 1950, these newly formed states were largely poor and agrarian, with common cultural factors that placed similar severe constraints on women's autonomy. They adopted very...

This note explores the desirable direction for further reform of China's state-owned enterprise (SOE) dividend policy. This study represents an effort in exploring the desirable direction for further reform. It is an extension of the previous World Bank studies (World Bank, 2005, 2007) on this...

In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...

In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...

In this paper we study the estimation of the spatial long memory parameter for stationary long range dependent random fields using wavelet methods. We first show the relation between the wavelet coefficients of the random fields and its long memory parameter. Based on this relation, we construct...

In this paper we study strong approximations (invariance principles) of the sequential uniform and general Bahadur-Kiefer processes of long-range dependent sequences. We also investigate the strong and weak asymptotic behavior of the sequential Vervaat process, i.e., the integrated sequential...