Frontmatter Page xix Monday, March 8, 2004 10:06 AM
Commonly Used Symbols
A(L) polynomial in the lag operator L
β k-vector [β 1 ...βk]′
∆ difference operator
εt error, usually white noise
⋅ vector scalar product x ⋅ y also written xy
+ sum of vector or matrices A + B
T transpose of a vector or matrix AT
adj adjoint of a matrix
|A| determinant of a matrix
B Borel σ-algebra
ℑ Filtration
Rα regularly varying functions of index α
∪ union of sets
∩ intersection of sets
∈ belongs to
∉ does not belong to
→ tends to∑ summation with implicit range
N∑ summation over range shown
i = 1∏ product with implicit range
N∏ product over range shown
i = 1
Φ(x) cdf of the standardized normal
Ω sample space
E[X] expectation
E[X|Z] conditional expectationxix