April 2010

Some structural compatibilities of pre A*-algebra

A pre A*-algebra is the algebraic form of the 3-valued logic. In this paper, we define a binary operation  on pre A*-algebra and show that  is a semilattice. We also prove some results on the partial ordering which is induced from the semilattice. We derive necessary and sufficient conditions for pre A*-algebra (A,Ù,Ú, (-)~) to become a Boolean algebra in terms of this partial...

Author(s): A. Satyanarayana, J. Venkateswara and K. Rao Srinivasa Rao

April 2010

Estimation of T- period’s ahead extreme quantile autoregression function

This paper considers the estimation of extreme quantile autoregression function by using a parametric model. We combine direct estimation of quantiles in the middle region with that of extreme parts using the model and results from extreme value theory (EVT). The volatility used to scale the residuals is estimated indirectly, without estimating conditional mean, using the conditional quantile (CQ) range. The estimators...

Author(s): Peter Nyamuhanga Mwita