Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.

Efeitos de campos aleatórios e de anisotropias em vidros de spins

Ising and m-vector spin-glass models are studied, in the limit of infinite-range in-teractions, through the replica method. First, the m-vector spin glass, in the presence of an external uniform magnetic field, as well as of uniaxial anisotropy fields, is consi-dered. The effects of the anisotropics on the phase diagrams, and in particular, on the Gabay-Toulouse line, which signals the transverse spin-glass ordering, are investigated. The changes in the Gabay-Toulouse line, due to the presence of anisotropy fields which favor spin orientations along the Cartesian axes (m = 2: planar anisotropy; m = 3: cubic anisotropy), are also studied. The antiferromagnetic Ising spin glass, in the presence of uniform and Gaussian random magnetic fields, is investigated through a two-sublattice generalization of the Sherrington-Kirpaktrick model. The effects of the magnetic-field randomness on the phase diagrams of the model are analysed. Some confrontations of the present results with experimental observations available in the literature are discussed

Generalized duality between local vector theories in D=2+1

The existence of an interpolating master action does not guarantee the same spectrum for the interpolated dual theories. In the specific case of a generalized self-dual (GSD) model defined as the addition of the Maxwell term to the self-dual model in D = 2 + 1, previous master actions have furnished a dual gauge theory which is either nonlocal or contains a ghost mode. Here we show that by reducing the Maxwell term to first order by means of an auxiliary field we are able to define a master action which interpolates between the GSD model and a couple of non-interacting Maxwell-Chern-Simons theories of opposite helicities. The presence of an auxiliary field explains the doubling of fields in the dual gauge theory. A generalized duality transformation is defined and both models can be interpreted as self-dual models. Furthermore, it is shown how to obtain the gauge invariant correlators of the non-interacting MCS theories from the correlators of the self-dual field in the GSD model and vice-versa. The derivation of the non-interacting MCS theories from the GSD model, as presented here, works in the opposite direction of the soldering approach.

Massive and massless spin-1 particles with gauge symmetry without Stueckelberg fields

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exotic dark spinor fields

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Cell blocks allow reliable evaluation of expression of basal (CK5/6) and luminal (CK8/18) cytokeratins and smooth muscle actin (SMA) in breast carcinoma

Objective:Gene expression studies have revealed several molecular subtypes of breast carcinoma with distinct clinical and biological behaviours. DNA microarray studies correlated with immunohistochemical profiling of breast carcinomas using cytokeratin (CK) markers, Her2/neu, oestrogen receptor (ER), and basal myoepithelial cell markers have identified five breast tumour subtypes: (i) luminal A (ER+; Her2/neu-), (ii) luminal B (ER+; Her2/neu+), (iii) Her2 overexpression (ER-; Her2/neu+), (iv) basal-like (ER-; Her2/neu-, CK5/6 and 14+), and (v) negative for all markers. Luminal carcinomas express cytokeratins in a luminal pattern (CK8/18), and the basal-like type expresses CK5/6 and CK14 or basal epithelial cell markers. CK5/6, CK8/18, and smooth muscle actin (SMA) expression were assessed in cell blocks and compared with expression in surgical specimens.Methods:Sixty-two cases of breast carcinoma diagnosed by fine needle aspiration cytology with cell blocks and available surgical specimens were included. Cell blocks containing at least 10 high-power fields each with at least 10 tumour cells and surgical specimens were immunostained for CK5/6, CK8/18 and SMA.Results:Percentage sensitivity, specificity, positive predictive value, negative predictive value and accuracy were, respectively, 77, 100, 100, 92 and 94 for CK5/6; 98, 66, 96, 80 and 95 for CK8/18; and 92, 96, 85, 98 and 95 for SMA.Conclusion:The identification of CK5/6, CK8/18 and SMA by immunohistochemistry in cell blocks can be a reliable method that yields results close to those obtained in surgical specimens, and can contribute to the classification of breast carcinomas with luminal and basal expression patterns, providing helpful information in the choice of treatment and in the evaluation of prognostic and predictive factors.

Gauge invariance, color-octet vector resonances and double technieta production at the Tevatron

We show that the usual vector meson dominance method does not apply directly to the mixing of a color-octet vector boson (color-octet technirho) with the gluon because of gauge invariance. We propose a gauge invariant method where one works in a physical basis with mass eigenstate fields, As a result, we show that the physical technirho does not couple to two gluons, contrary to the general belief, Consequences for the production of a pair of color-octet, isosinglet technipions (technietas) at Fermilab is analyzed by means of a simulation of the signal and background, including kinematical cuts. We find that the signal is too small to be observed. (C) 2001 Published by Elsevier B.V. B.V.

Lorentz symmetry breaking and planar effects from non-linear electrodynamics

We propose a modification of standard linear electrodynamics in four dimensions, where effective non-trivial interactions of the electromagnetic field with itself and with matter fields induce Lorentz violating Chern-Simons terms. This yields two consequences: it provides a more realistic and general scenario for the breakdown of Lorentz symmetry in electromagnetism and it may explain the effective behavior of the electromagnetic field in certain planar phenomena (for instance, Hall effect). A number of proposals for non-linear electrodynamics is discussed along the paper. Important physical implications of the breaking of Lorentz symmetry, such as optical birefringence and the possibility of having conductance in the vacuum are commented on.

Axial-vector torsion and the teleparallel Kerr spacetime

In the context of the teleparallel equivalent of general relativity, we obtain the tetrad and the torsion fields of the stationary axisymmetric Kerr spacetime. It is shown that, in the slow rotation and weak-field approximations, the axial-vector torsion plays the role of the gravitomagnetic component of the gravitational field, and is thus responsible for the Lense-Thirring effect.

Signal and backgrounds for the single production of scalar and vector leptoquarks at the CERN LHC

We perform a detailed analysis of the potentiality of the CERN Large Hadron Collider to study the single production of leptoquarks via pp→e±q→ leptoquark →e± q, with e± generated by the splitting of photons radiated by the protons. Working with the most general SU(2)L⊗U( 1 )Y invariant effective Lagrangian for scalar and vector leptoquarks, we analyze in detail the leptoquark signals and backgrounds that lead to a final state containing an e± and a hard jet with approximately balanced transverse momenta. Our results indicate that the LHC will be able to discover leptoquarks with masses up to 2-3 TeV, depending on their type, for Yukawa couplings of the order of the electromagnetic one.

Strongly interacting vector bosons at the CERN LHC: Quartic anomalous couplings

We analyze the potential of the CERN Large Hadron Collider to study anomalous quartic vector-boson interactions through the production of vector-boson pairs accompanied by jets. In the framework of SU(2) L⊗U(1) Y chiral Lagrangians, we examine all effective operators of order p 4 that lead to new four-gauge-boson interactions but do not alter trilinear vertices. In our analyses, we perform the full tree-level calculation of the processes leading to two jets plus vector-boson pairs, W +W -,W ±W ±,W ±Z, or ZZ, taking properly into account the interference between the standard model and the anomalous contributions. We obtain the bounds that can be placed on the anomalous quartic interactions and we study the strategies to distinguish the possible new couplings. ©1998 The American Physical Society.

Signal and backgrounds for leptoquarks at the CERN LHC. II. Vector leptoquarks

We perform a detailed analyses of the CERN Large Hadron Collider (LHC) capability to discover first generation vector leptoquarks through their pair production. We study the leptoquark signals and backgrounds that give rise to final states containing a pair e+e- and jets. Our results show that the LHC will be able to discover vector leptoquarks with masses up to 1.8-2.3 TeV depending on their couplings to fermions and gluons. ©1999 The American Physical Society.

Gravitomagnetic moments of the fundamental fields

The quadratic form of the Dirac equation in a Riemann space-time yields a gravitational gyromagnetic ratio κ(S) = 2 for the interaction of a Dirac spinor with curvature. A gravitational gyromagnetic ratio κ(S) = 1 is also found for the interaction of a vector field with curvature. It is shown that the Dirac equation in a curved background can be obtained as the square-root of the corresponding vector field equation only if the gravitational gyromagnetic ratios are properly taken into account.

Lattice constellations and codes from quadratic number fields

We propose new classes of linear codes over integer rings of quadratic extensions of Q, the field of rational numbers. The codes are considered with respect to a Mannheim metric, which is a Manhattan metric modulo a two-dimensional (2-D) grid. In particular, codes over Gaussian integers and Eisenstein-Jacobi integers are extensively studied. Decoding algorithms are proposed for these codes when up to two coordinates of a transmitted code vector are affected by errors of arbitrary Mannheim weight. Moreover, we show that the proposed codes are maximum-distance separable (MDS), with respect to the Hamming distance. The practical interest in such Mannheim-metric codes is their use in coded modulation schemes based on quadrature amplitude modulation (QAM)-type constellations, for which neither the Hamming nor the Lee metric is appropriate.