7 resultados para Power series models

em Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco


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Published as an article in: Journal of Monetary Economics, 2003, vol. 50, issue 6, pages 1311-1331.

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In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are two different concepts even when wavelet analysis is used. It is known that statistics based on nonstationary integrated variables have non-standard asymptotic distributions. However, wavelet analysis offsets the integrating order of nonstationary series so that traditional asymptotics on stationary variables suffices to ascertain the statistical properties of wavelet-based statistics. Based on this, this note shows that wavelet correlations cannot be used as a test of cointegration.

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Póster presentado en The Energy and Materials Research Conference - EMR2015 celebrado en Madrid (España) entre el 25-27 de febrero de 2015

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In this work we show the results obtained applying a Unified Dark Matter (UDM) model with a fast transition to a set of cosmological data. Two different functions to model the transition are tested, and the feasibility of both models is explored using CMB shift data from Planck [1], Galaxy Clustering data from [2] and [3], and Union2.1 SNe Ia [4]. These new models are also statistically compared with the ACDM and quiessence models using Bayes factor through evidence. Bayesian inference does not discard the UDM models in favor of ACDM.

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In this work we calibrate two different analytic models of semilocal strings by constraining the values of their free parameters. In order to do so, we use data obtained from the largest and most accurate field theory simulations of semilocal strings to date, and compare several key properties with the predictions of the models. As this is still work in progress, we present some preliminary results together with descriptions of the methodology we are using in the characterisation of semilocal string networks.