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Herein, we use hybrid resampling to address (a) the long-standing problem of inference on change times and changed parameters in change-point ARX-GARCH models, and (b) the challenging problem of valid confidence intervals, after variable selection under sparsity assumptions, for the parameters in linear regression models with high-dimensional stochastic regressors and asymptotically stationary noise. For the latter problem, we introduce consistent estimators of the selected parameters and a resampling approach to overcome the inherent difficulties of post-selection confidence intervals. For the former problem, we use a sequential Monte Carlo for the latent states (representing the change times and changed parameters) of a hidden Markov model. Asymptotic efficiency theory and simulation and empirical studies demonstrate the advantages of the proposed methods.

This paper presents a least-squares finite element method for linear Phan-Thien–Tanner(PTT) viscoelastic fluid flows. We consider stabilized weights in the LS method for the viscoelastic model and prove that the LS approximation converges to the linearized solutions of the linear PTT model; the convergence is at the optimal rate for the velocity in the H1-norm and at suboptimal rates for the stress and pressure in the L2-norm, respectively. For numerical experiments, we first consider the flow through a planar channel to illustrate our theoretical results. The LS method is then applied to a flow through the slot channel with two depth ratios and the effects of physical parameters are discussed. Numerical solutions of the channel problem indicate that flow characteristics of the viscoelastic polymer solution are described by the results obtained using the method. Furthermore, we present the hole pressure for various Weissenberg numbers, and compare with that derived from the Higashitani–Pritchard (HP) theory.

Let e be an arbitrary even nilpotent element in the general linear Lie super- algebra glM|N and let We be the associated finite W-superalgebra. Let Ym|n be the super Yangian associated to the Lie superalgebra glm|n. A subalgebra of Ym|n, called the shifted super Yangian and denoted by Ym|n(σ), is defined and studied. Moreover, an explicit iso- morphism between We and a quotient of Ym|n(σ) is established.