Test procedures for serial correlation of unknown form with wavelet methods are investigated in this paper. The new wavelet-based consistent tests are motivated using Fan's (1996) canonical multivariate normal hypothesis testing model. In our framework, the test statistics rely on empirical wavelet coefficients of a wavelet-based spectral density estimator. We advocate the choice of the simple Haar wavelet function, since evidence demonstrates that the choice of the wavelet function is not critical. Under the null hypothesis of no serial correlation, the asymptotic distribution of a vector of empirical wavelet coefficients is derived, which is the multivariate normal distribution in the limit. It is also shown that the wavelet coefficients are asymptotically uncorrelated. The proposed test statistics present the serious advantage to be completely data-driven or adaptive, avoiding the need to select any smoothing parameters.

1) 题目：Empirical Likelihood Tests for HighDimensional Data报告人：Professor Liang PENG(美国Georgia Institute of Technology教授，复旦大学特聘教授）(2) 题目：Modeling the high frequency financial databy pure jump processes报告人：Professor Bing-Yi JING(香港科技大学教授，教育部长江学者)(3) 题目：Estimation of Change-Points inARMA-GARCH/IGARCH and GeneralTime Series Models报告人：Professor Shiqin...

报告人：窦泽黎教授(美国Texas Christian大学)报告题目：Some topics in modular forms时间：2012年6月6日（周三）下午2:00-3:30地点：数学系（致远楼）107教

I will first discuss Jack polynomials of rectangular shapes and singular vectors of the Fock space representation of the Virasoro algebra, and then generalize the construction of Jack polynomials to general shapes. Using the construction we will also show some cases of Stanley's conjecture. This is joint work with Wuxing Cai.

I will first discuss Jack polynomials of rectangular shapes and singular vectors of the Fock space representation of the Virasoro algebra, and then generalize the construction of Jack polynomials to general shapes. Using the construction we will also show some cases of Stanley's conjecture. This is joint work with Wuxing Cai.

报告人：Prof. Patrick Qiang（Pennsylvania State University）题目： Complex Network Performance Analysis with Applications to Transportation and Supply Chains with Sustainability Implications时间：2012年5月28日，星期一下午4：00—5：00地点：数学系致远楼102欢迎各位参加

报告人：张书华教授（天津财经大学）题目： A Front-fixing Finite Element Method for the Valuation of American Options with Regime Switching时间：2012年5月28日，星期一下午3：00—4：00地点：数学系致远楼10

题目：Classical Yang-Baxter Equation and Some Related Structures报告人：白承铭（南开陈省身数学研究所理论物理研究室教授、博导）时间：2012年5月29日（周二）14:00-15:00地点：数学系（致远楼）10