The live method for generalized additive volatility models.

We investigate a new separable nonparametric model for time series, which includes many autoregressive conditional heteroskedastic (ARCH) models and autoregressive (AR) models already discussed in the literature. We also propose a new estimation procedure called LIVE, or local instrumental variable estimation, that is based on a localization of the classical instrumental variable method. Our method has considerable computational advantages over the competing marginal integration or projection method. We also consider a more efficient two-step likelihood-based procedure and show that this yields both asymptotic and finite-sample performance gains.

Is Radiation of Quantized Black Holes Observable?

If primordial black holes (PBH) saturate the present upper limit on the dark matter density in our Solar system and if their radiation spectrum is discrete, the sensitivity of modern detectors is close to that necessary for detecting this radiation. This conclusion is not in conflict with the upper limits on the PBH evaporation rate.Comment: 6 pages, 1 figure (reproduced properly in pdf file

Yield Curve Estimation by Kernel Smoothing Methods

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approach is nonparametric and does not assume a particular functional form for the discount function although we do show how to impose various restrictions in the estimation. Our method is based on kernel smoothing and is defined as the minimum of some localized population moment condition. The solution to the sample problem is not explicit and our estimation procedure is iterative, rather like the backfitting method of estimating additive nonparametric models. We establish the asymptotic normality of our methods using the asymptotic representation of our estimator as an infinite series with declining coefficients. The rate of convergence is standard for one dimensional nonparametric regression. We investigate the finite sample performance of our method, in comparison with other well-established methods, in a small simulation experiment.

Reconnection of a kinking flux rope triggering the ejection of a microwave and hard X-ray source. II. Numerical Modeling

Numerical simulations of the helical ($m\!=\!1$) kink instability of an arched, line-tied flux rope demonstrate that the helical deformation enforces reconnection between the legs of the rope if modes with two helical turns are dominant as a result of high initial twist in the range $\Phi\gtrsim6\pi$. Such reconnection is complex, involving also the ambient field. In addition to breaking up the original rope, it can form a new, low-lying, less twisted flux rope. The new flux rope is pushed downward by the reconnection outflow, which typically forces it to break as well by reconnecting with the ambient field. The top part of the original rope, largely rooted in the sources of the ambient flux after the break-up, can fully erupt or be halted at low heights, producing a "failed eruption." The helical current sheet associated with the instability is squeezed between the approaching legs, temporarily forming a double current sheet. The leg-leg reconnection proceeds at a high rate, producing sufficiently strong electric fields that it would be able to accelerate particles. It may also form plasmoids, or plasmoid-like structures, which trap energetic particles and propagate out of the reconnection region up to the top of the erupting flux rope along the helical current sheet. The kinking of a highly twisted flux rope involving leg-leg reconnection can explain key features of an eruptive but partially occulted solar flare on 18 April 2001, which ejected a relatively compact hard X-ray and microwave source and was associated with a fast coronal mass ejection.Comment: Solar Physics, in pres

A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom

This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other weather outcomes over the last century. We work with the monthly averaged maximum and minimum temperatures observed at the twenty six Meteorological Office stations. The data is an unbalanced panel. We allow the trend to evolve in a nonparametric way so that we obtain a fuller picture of the evolution of common temperature in the medium timescale. Profile likelihood estimators (PLE) are proposed and their statistical properties are studied. The proposed PLE has improved asymptotic property comparing the the sequential two-step estimators. Finally, forecasting based on the proposed model is studied.Global warming; Kernel estimation; Semiparametric; Trend analysis

Generic model for magnetic explosions applied to solar flares

An accepted model for magnetospheric substorms is proposed as the basis for a generic model for magnetic explosions, and is applied to solar flares. The model involves widely separated energy-release and particle-acceleration regions, with energy transported Alfv\'enically between them. On a global scale, these regions are coupled by a large-scale current that is set up during the explosion by redirection of pre-existing current associated with the stored magnetic energy. The explosion-related current is driven by an electromotive force (EMF) due to the changing magnetic flux enclosed by this current. The current path and the EMF are identified for an idealized quadrupolar model for a flare

Evidence For Mixed Helicity in Erupting Filaments

Erupting filaments are sometimes observed to undergo a rotation about the vertical direction as they rise. This rotation of the filament axis is generally interpreted as a conversion of twist into writhe in a kink-unstable magnetic flux rope. Consistent with this interpretation, the rotation is usually found to be clockwise (as viewed from above) if the post-eruption arcade has right-handed helicity, but counterclockwise if it has left-handed helicity. Here, we describe two non--active-region filament events recorded with the Extreme-Ultraviolet Imaging Telescope (EIT) on the {\it Solar and Heliospheric Observatory} ({\it SOHO}), in which the sense of rotation appears to be opposite to that expected from the helicity of the post-event arcade. Based on these observations, we suggest that the rotation of the filament axis is in general determined by the net helicity of the erupting system, and that the axially aligned core of the filament can have the opposite helicity sign to the surrounding field. In most cases, the surrounding field provides the main contribution to the net helicity. In the events reported here, however, the helicity associated with the filament ``barbs'' is opposite in sign to and dominates that of the overlying arcade.Comment: ApJ, accepte

Patchy Reconnection in a Y-Type Current Sheet

We study the evolution of the magnetic field in a Y-type current sheet subject to a brief, localized magnetic reconnection event. The reconnection produces up- and down-flowing reconnected flux tubes which rapidly decelerate when they hit the Y-lines and underlying magnetic arcade loops at the ends of the current sheet. This localized reconnection outflow followed by a rapid deceleration reproduces the observed behavior of post-CME downflowing coronal voids. These simulations support the hypothesis that these observed coronal downflows are the retraction of magnetic fields reconnected in localized patches in the high corona.Comment: 4 pages, 3 figure

A pharmacological network for lifespan extension in Caenorhabditis elegans

One goal of aging research is to find drugs that delay the onset of age-associated disease. Studies in invertebrates, particularly Caenorhabditis elegans, have uncovered numerous genes involved in aging, many conserved in mammals. However, which of these encode proteins suitable for drug targeting is unknown. To investigate this question, we screened a library of compounds with known mammalian pharmacology for compounds that increase C. elegans lifespan. We identified 60 compounds that increase longevity in C. elegans, 33 of which also increased resistance to oxidative stress. Many of these compounds are drugs approved for human use. Enhanced resistance to oxidative stress was associated primarily with compounds that target receptors for biogenic amines, such as dopamine or serotonin. A pharmacological network constructed with these data reveal that lifespan extension and increased stress resistance cluster together in a few pharmacological classes, most involved in intercellular signaling. These studies identify compounds that can now be explored for beneficial effects on aging in mammals, as well as tools that can be used to further investigate the mechanisms underlying aging in C. elegans

Family memories in the home: contrasting physical and digital mementos

We carried out fieldwork to characterise and compare physical and digital mementos in the home. Physical mementos are highly valued, heterogeneous and support different types of recollection. Contrary to expectations, we found physical mementos are not purely representational, and can involve appropriating common objects and more idiosyncratic forms. In contrast, digital mementos were initially perceived as less valuable, although participants later reconsidered this. Digital mementos were somewhat limited in function and expression, largely involving representational photos and videos, and infrequently accessed. We explain these digital limitations and conclude with design guidelines for digital mementos, including better techniques for accessing and integrating these into everyday life, allowing them to acquire the symbolic associations and lasting value that characterise their physical counterparts