There are few techniques available for testing whether or not a family of parametric times series models fits a set of data reasonably well without serious restrictions on the forms of alternative models. In this paper, we consider generalised likelihood ratio tests on whether the spectral density function of a stationary time series admits certain parametric forms. We propose a bias correction method for the generalised likelihood ratio test of Fan et al.(2001). In particular, our methods can be applied to test whether or not a residual series is white noise. Sampling properties of the proposed tests are established. A bootstrap approach is proposed for estimating the null distribution of the test statistics. Simulation studies investigate the accuracy of the proposed bootstrap estimate and compare the power of the various ways of constructing the generalised likelihood ratio tests as well as some classic methods like the Cramer-von Mises and Ljung-Box tests. Our results favour the newly proposed bias reduction method using the local likelihood estimator.

We consider the Cauchy problem for the massive Dirac equation in the non-extreme Kerr-Newman geometry outside the event horizon. We derive an integral representation for the Dirac propagator involving the solutions of the ODEs which arise in Chandrasekhar's separation of variables. It is proved that for initial data in L infinity loc near the event horizon with L 2 decay at infinity, the probability of the Dirac particle to be in any compact region of space tends to zero as t goes to infinity. This means that the Dirac particle must either disappear in the black hole or escape to infinity.

This paper gives a survey of wave dynamics in the Kerr space-time geometry, the mathematical model of a rotating black hole in equilibrium. After a brief introduction to the Kerr metric, we review the separability properties of linear wave equations for fields of general spin s= 0,rac {1}{2}, 1, 2, corresponding to scalar, Dirac, electromagnetic fields and linearized gravitational waves. We give results on the long-time dynamics of Dirac and scalar waves, including decay rates for massive Dirac fields. For scalar waves, we give a rigorous treatment of superradiance and describe rigorously a mechanism of energy extraction from a rotating black hole. Finally, we discuss the open problem of linear stability of the Kerr metric and present partial results.

Systematically generalizing planar geometric algorithms to manifold domains is of fundamental importance in computer aided design field. This paper proposes a novel theoretic framework, <i>geometric structure</i>, to conquer this problem. In order to discover the intrinsic geometric structures of general surfaces, we developed a theoretic rigorous and practical efficient method, <i>Discrete Variational Ricci flow</i>.

We establish an identity for closed hyperbolic surfaces whose terms depend on the dilogarithms of the lengths of simple closed geodesics in all 3-holed spheres and 1-holed tori in the surface.