Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach

This paper studies the quasi-maximum-likelihood estimator (QMLE) in a general conditionally heteroscedastic time series model of multiplicative form $X_t=\sigma_tZ_t$, where the unobservable volatility $\sigma_t$ is a parametric function of $(X_{t-1},...,X_{t-p},\sigma_{t-1},... ,\sigma_{t-q})$ for some $p,q\ge0$, and $(Z_t)$ is standardized i.i.d. noise. We assume that these models are solutions to stochastic recurrence equations which satisfy a contraction (random Lipschitz coefficient) property. These assumptions are satisfied for the popular GARCH, asymmetric GARCH and exponential GARCH processes. Exploiting the contraction property, we give conditions for the existence and uniqueness of a strictly stationary solution $(X_t)$ to the stochastic recurrence equation and establish consistency and asymptotic normality of the QMLE. We also discuss the problem of invertibility of such time series models.Comment: Published at http://dx.doi.org/10.1214/009053606000000803 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Mass of Colored Black Holes

New results pertaining to colored static black hole solutions to the Einstein-Yang-Mills equations are obtained. The isolated horizons framework is used to define the concept of Hamiltonian Horizon Mass of the black hole. An unexpected relation between the ADM and Horizon masses of the black hole solution with the ADM mass of the corresponding Bartnik-McKinnon soliton is found. These results can be generalized to other non-linear theories and they suggest a general testing bed for the instability of the corresponding hairy black holes.Comment: 8 pages, no figures, Revtex file. Minor changes made to clarify some formulas. References updated. Final version to appear in PRD/15

Randomized Controlled Clinical Trial of Blood Glucose Awareness Training (BGAT III) in Switzerland and Germany

Although both diabetes and the efficacy of medical management are international issues, psycho-educational interventions might be culturally bound. Blood Glucose Awareness Training (BGAT) is a psycho-educational program for patients with type 1 diabetes mellitus. It is focused on improving recognition and management of extreme blood glucose levels, and is the best documented American psycho-educational program for this purpose. A randomized controlled clinical trial of BGAT's long-term benefits in a non-American setting has been lacking. One hundred and eleven adults with type 1 diabetes mellitus from Switzerland and Germany participated. After a 6 months baseline assessment, subjects were randomly assigned to receive either 2 months of BGAT (n = 56) or a physician-guided self-help control intervention (n = 55). BGAT improved recognition of low (p = 0.008), high (p = .03), and overall blood glucose (p = 0.001), and reduced frequency of severe hypoglycemia (p = 0.04), without compromising metabolic control. BGAT reduced both the external locus of control (p < 0.02) and fear of hypoglycemia (p < 0.02). BGAT was efficacious in reducing adverse clinical events and achieving clinically desirable goals in a European, as well as American settin

Einstein-Yang-Mills Isolated Horizons: Phase Space, Mechanics, Hair and Conjectures

The concept of "Isolated Horizon" has been recently used to provide a full Hamiltonian treatment of black holes. It has been applied successfully to the cases of {\it non-rotating}, {\it non-distorted} black holes in Einstein Vacuum, Einstein-Maxwell and Einstein-Maxwell-Dilaton Theories. In this note, it is investigated the extent to which the framework can be generalized to the case of non-Abelian gauge theories where `hairy black holes' are known to exist. It is found that this extension is indeed possible, despite the fact that in general, there is no `canonical normalization' yielding a preferred Horizon Mass. In particular the zeroth and first laws are established for all normalizations. Colored static spherically symmetric black hole solutions to the Einstein-Yang-Mills equations are considered from this perspective. A canonical formula for the Horizon Mass of such black holes is found. This analysis is used to obtain nontrivial relations between the masses of the colored black holes and the regular solitonic solutions in Einstein-Yang-Mills theory. A general testing bed for the instability of hairy black holes in general non-linear theories is suggested. As an example, the embedded Abelian magnetic solutions are considered. It is shown that, within this framework, the total energy is also positive and thus, the solutions are potentially unstable. Finally, it is discussed which elements would be needed to place the Isolated Horizons framework for Einstein-Yang-Mills theory in the same footing as the previously analyzed cases. Motivated by these considerations and using the fact that the Isolated Horizons framework seems to be the appropriate language to state uniqueness and completeness conjectures for the EYM equations --in terms of the horizon charges--, two such conjectures are put forward.Comment: 24 pages, 3 figures, Revtex fil

Regression-Based Classification of the Middle-Latency Auditory-Evoked Potentials in Vestibular Migraine and Concussion Patients with Dizziness

Background/objectives: The auditory middle-latency responses (AMLRs) assess central sensory processing beyond the brainstem and serve as a measure of sensory gating. They have clinical relevance in the diagnosis of neurological conditions. In this study, magnitude and habituation of the AMLRs were tested for sensitivity and specificity in classifying dizzy patients with vestibular migraine (VM) and post-concussive syndrome. Methods: Twenty-three healthy individuals, 12 concussion and 26 VM patients were recruited. AMLR were recorded performing five blocks of 200 binaural click-stimulations at 60 dB sensation level with a repetition rate of 6.1 Hz. Reduction in P0, Na and Pa magnitudes between blocks was measured. Group classifications were performed through logistic and multiple regression. Results: Among healthy subjects, a consistent P0 and Na habituation can be observed. Concussed subjects show control-like Na habituation, despite a lower magnitude, while P0 habituation was negligible. VM patients showed poor habituation for all waves. Regression analyses suggest that P0 and Na better distinguish healthy subjects from neurological patients, whereas Pa best distinguishes concussion from VM patients. Conclusions: The results support that AMLR habituation can contribute to unraveling different mechanisms of dizziness due to concussion compared to VM, providing insights that can complement routine diagnostic assessments

Measurement of the forward Z boson production cross-section in pp collisions at s=13\sqrt{s} = 13 TeV

A measurement of the production cross-section of Z bosons in pp collisions at $\sqrt{s} = 13$ TeV is presented using dimuon and dielectron final states in LHCb data. The cross-section is measured for leptons with pseudorapidities in the range $2.0 \eta 4.5$, transverse momenta $p_\text{T} 20$ GeV and dilepton invariant mass in the range $60 m(\ell\ell) 120$ GeV. The integrated cross-section from averaging the two final states is \begin{equation*}\sigma_{\text{Z}}^{\ell\ell} = 194.3 \pm 0.9 \pm 3.3 \pm 7.6\text{ pb,}\end{equation*} where the first uncertainty is statistical, the second is due to systematic effects, and the third is due to the luminosity determination. In addition, differential cross-sections are measured as functions of the Z boson rapidity, transverse momentum and the angular variable $\phi^*_\eta$

Design concepts for the Cherenkov Telescope Array CTA: an advanced facility for ground-based high-energy gamma-ray astronomy

Ground-based gamma-ray astronomy has had a major breakthrough with the impressive results obtained using systems of imaging atmospheric Cherenkov telescopes. Ground-based gamma-ray astronomy has a huge potential in astrophysics, particle physics and cosmology. CTA is an international initiative to build the next generation instrument, with a factor of 5-10 improvement in sensitivity in the 100 GeV-10 TeV range and the extension to energies well below 100 GeV and above 100 TeV. CTA will consist of two arrays (one in the north, one in the south) for full sky coverage and will be operated as open observatory. The design of CTA is based on currently available technology. This document reports on the status and presents the major design concepts of CTA

Observation of D⁰ Meson Decays to Π⁺π⁻μ⁺μ⁻ and K⁺K⁻μ⁺μ⁻ Final States

The first observation of the D⁰→π⁺π⁻μ⁺μ⁻ and D⁰→K⁺K⁻μ⁺μ⁻ decays is reported using a sample of proton-proton collisions collected by LHCb at a center-of-mass energy of 8 TeV, and corresponding to 2  fb⁻¹ of integrated luminosity. The corresponding branching fractions are measured using as normalization the decay D⁰→K⁻π⁺[μ⁺μ⁻][subscript ρ⁰/ω], where the two muons are consistent with coming from the decay of a ρ⁰ or ω meson. The results are B(D⁰→π⁺π⁻μ⁺μ⁻)=(9.64±0.48±0.51±0.97)×10⁻⁷ and B(D⁰→K⁺K⁻μ⁺μ⁻)=(1.54±0.27±0.09±0.16)×10⁻⁷, where the uncertainties are statistical, systematic, and due to the limited knowledge of the normalization branching fraction. The dependence of the branching fraction on the dimuon mass is also investigated

Updated Determination of D⁰–D¯⁰Mixing and CP Violation Parameters with D⁰→K⁺π⁻ Decays

We report measurements of charm-mixing parameters based on the decay-time-dependent ratio of D⁰→K⁺π⁻ to D⁰→K⁻π⁺ rates. The analysis uses a data sample of proton-proton collisions corresponding to an integrated luminosity of 5.0  fb⁻¹ recorded by the LHCb experiment from 2011 through 2016. Assuming charge-parity (CP) symmetry, the mixing parameters are determined to be x′²=(3.9±2.7)×10⁻⁵, y′=(5.28±0.52)×10⁻³, and R[subscript D]=(3.454±0.031)×10⁻³. Without this assumption, the measurement is performed separately for D⁰ and D[over ¯]⁰ mesons, yielding a direct CP-violating asymmetry A[subscript D]=(-0.1±9.1)×10⁻³, and magnitude of the ratio of mixing parameters 1.00<|q/p|<1.35 at the 68.3% confidence level. All results include statistical and systematic uncertainties and improve significantly upon previous single-measurement determinations. No evidence for CP violation in charm mixing is observed

Les droits disciplinaires des fonctions publiques : « unification », « harmonisation » ou « distanciation ». A propos de la loi du 26 avril 2016 relative à la déontologie et aux droits et obligations des fonctionnaires

The production of tt‾ , W+bb‾ and W+cc‾ is studied in the forward region of proton–proton collisions collected at a centre-of-mass energy of 8 TeV by the LHCb experiment, corresponding to an integrated luminosity of 1.98±0.02 fb−1 . The W bosons are reconstructed in the decays W→ℓν , where ℓ denotes muon or electron, while the b and c quarks are reconstructed as jets. All measured cross-sections are in agreement with next-to-leading-order Standard Model predictions.The production of $t\overline{t}$, $W+b\overline{b}$ and $W+c\overline{c}$ is studied in the forward region of proton-proton collisions collected at a centre-of-mass energy of 8 TeV by the LHCb experiment, corresponding to an integrated luminosity of 1.98 $\pm$ 0.02 \mbox{fb}^{-1}. The $W$ bosons are reconstructed in the decays $W\rightarrow\ell\nu$, where $\ell$ denotes muon or electron, while the $b$ and $c$ quarks are reconstructed as jets. All measured cross-sections are in agreement with next-to-leading-order Standard Model predictions