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

Petri nets are a powerful formalism in modeling workflows. A workflow determines the flow of work according to pre-defined business process definitions. In many situations, business processes are constrained by scarce resources. The lack of resources can cause contention, the need for some tasks to wait for others to complete, and the slowing down of the accomplishment of larger goals. In our previous work, a resource-constrained workflow model is introduced and a resource requirement analysis approach is presented for emergency response workflows, in which support of on-the-fly workflow change is critical. This presentation discusses a Petri net based approach for recourse requirements analysis, which can be used for more general purposes. The concept of resource-oriented workflow nets (ROWN) is introduced and the transition firing rules of ROWN are presented. Resource requirements for general workflow can be done through reachability analysis. For a class of well-structured workflows

The spread of many infectious diseases can be modeled by mathematical equations according to certain idealized physical laws. The physical laws are described in terms of parameters. The basic reproduction number (R0) is an important concept in studying the transmission and control of infectious diseases which is defined as the expected average number of secondary cases produced by an index case during its infectiousness period. Roughly speaking, a disease can be controlled or even can die out if R0<1; it spreads out or becomes endemic if R0>1. Mathematical modeling and analysis plays a crucial role in evaluating R0 in terms of model parameters and understanding the spread of the diseases. In this talk, we will introduce some basic epidemic models and some recent work on modeling hepatitis B virus, schistosomiasis, and rabies in China