Linear Prediction of Long-Memory Processes: Asymptotic Results on Mean-squared Errors

We present two approaches for linear prediction of long-memory time series. The first approach consists in truncating the Wiener-Kolmogorov predictor by restricting the observations to the last $k$ terms, which are the only available values in practice. We derive the asymptotic behaviour of the mean-squared error as $k$ tends to $+ \infty$. By contrast, the second approach is non-parametric. An AR($k$) model is fitted to the long-memory time series and we study the error that arises in this misspecified model

Linear Prediction of Long-Range Dependent Time Series

We present two approaches for next step linear prediction of long memory time series. The first is based on the truncation of the Wiener-Kolmogorov predictor by restricting the observations to the last $k$ terms, which are the only available values in practice. Part of the mean squared prediction error comes from the truncation, and another part comes from the parametric estimation of the parameters of the predictor. By contrast, the second approach is non-parametric. An AR($k$) model is fitted to the long memory time series and we study the error made with this misspecified model

Afterglows after Swift

Since their discovery by the Beppo-SAX satellite in 1997, gamma-ray burst afterglows have attracted an ever-growing interest. They have allowed redshift measurements that have confirmed that gamma-ray bursts are located at cosmological distances. Their study covers a huge range both in time (from one minute to several months after the trigger) and energy (from the GeV to radio domains). The purpose of this review is first to give a short historical account of afterglow research and describe the main observational results with a special attention to the early afterglow revealed by Swift. We then present the standard afterglow model as it has been developed in the pre-Swift era and show how it is challenged by the recent Swift and Fermi results. We finally discuss different options (within the standard framework or implying a change of paradigm) that have been proposed to solve the current problems.Comment: 16 page

A new type of photoionized code required for the new era of X-ray spectroscopy

With the advent of the present and future spatial X-ray missions, it becomes crucial to model correctly the line spectrum of X-ray emitting media. We have built a photoionization code, Titan, solving the transfer of a thousand lines and of the continuum with the "Accelerated Lambda Iteration" method, which is most reliable for line transfer. In all other photoionization codes the line intensities are computed with the so-called "escape probability formalism", used in its simplest approximation. In a previous paper (Dumont et al. 2003), it was shown that this approximation leads to errors which can exceed one order of magnitude in the case a Thomson thickness of the order of unity. We show here that it also happens in the case of a Thomson thickness of 0.001 to 0.1. The errors on the line fluxes and line ratios are of the order of 30% for a column density of 10^{20} cm^{-2}, and a factor five for a column density of 10^{23} cm^{-2}, in conditions appropriate for Seyfert 2 and for the Warm Absorber of Seyfert 1.Comment: 11 pages, 7 figures. accepted by A&

The Chinese-French SVOM mission for GRBs studies

We present the SVOM (Space-based multi-band astronomical Variable Objects Monitor) mission that the Chinese National Space Agency and the French Space Agency have decided to jointly implement. SVOM has been designed to detect all known types of gamma-ray bursts (GRBs), to provide fast and reliable GRB positions, to measure the broadband spectral shape and temporal properties of the GRB prompt emission, and to quickly identify the optical/near-infrared afterglows of detected GRBs, including high-redshift ones. Scheduled to be in orbit in the second half of the present decade, the SVOM satellite will carry a very innovative scientific payload combining for the first time a wide field X- and gamma-ray coded mask imager for GRB real-time localizations to few arcmin, a non-imaging gamma-ray monitor, and two narrow-field instruments for the study of the GRB early afterglow emission in the X-ray and visible bands. The SVOM payload is complemented by ground-based instruments including a wide-field camera to catch the GRB prompt emission in the visible band and two robotic telescopes to measure the photometric properties of the early afterglow. A particular attention is paid to the GRB follow-up in facilitating the observation of the SVOM detected GRB by the largest ground based telescopes.Comment: 13 pages, 3 figures. To appear in a special issue of Comptes Rendus Physique "GRB studies in the SVOM era", Eds. F. Daigne, G. Dubu

First evidence for spectral state transitions in the ESO243-49 hyper luminous X-ray source HLX-1

The brightest Ultra-Luminous X-ray source (ULX), ESO 243-49 HLX-1, with a 0.2 - 10 keV X-ray luminosity of up to 10^42 erg s^-1, provides the strongest evidence to date for the existence of intermediate mass black holes. Although small scale X-ray spectral variability has already been demonstrated, we have initiated a monitoring campaign with the X-ray Telescope onboard the Swift satellite to search for luminosity-related spectral changes and to compare its behavior with the better studied stellar mass black holes. In this paper, we report a drop in the XRT count rate by a factor of ~8 which occurred simultaneously with a hardening of the X-ray spectrum. A second observation found that the source had re-brightened by a factor of ~21 which occurred simultaneously with a softening of the X-ray spectrum. This may be the first evidence for a transition between the low/hard and high/soft states.Comment: Accepted by ApJ Letter, 2 figure