946 resultados para Asymptotic Variance of Estimate


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In this paper, a class of periodic Cohen-Grossberg neural networks with discrete and distributed time-varying delays is considered. By an extension of the Lyapunov-Krasovskii functional method, a novel criterion for the existence and uniqueness and global asymptotic stability of positive periodic solution is derived in terms of M-matrix without any restriction on uniform positiveness of the amplification functions. Comparison and illustrative examples are given to illustrate the effectiveness of the obtained results. © 2014 Elsevier Inc. All rights reserved.

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In a very influential paper, Elliott et al. [Efficient tests for an autoregressive unit root. Econometrica. 1996;64:813–836] show that no uniformly most powerful test for the unit root testing problem exits, derive the relevant power envelope and characterize a family of point-optimal tests. As a by-product, they also propose a ‘generalized least squares (GLS) detrended’ version of the conventional Dickey–Fuller test, denoted DF-GLS, that has since then become very popular among practitioners, much more so than the point-optimal tests. In view of this, it is quite strange to find that, while conjectured in Elliott et al. [Efficient tests for an autoregressive unit root. Econometrica. 1996;64:813–836], so far there seems to be no formal proof of the asymptotic distribution of the DF-GLS test statistic. By providing three separate proofs, the current paper not only substantiates the required result, but also provides insight regarding the pros and cons of different methods of proof.

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Abstract Motivated by the previously documented discrepancy between actual and predicted power, the present paper provides new tools for analyzing the local asymptotic power of panel unit root tests. These tools are appropriate in general when considering panel data with a dominant autoregressive root of the form ρi=1+ciN-κT-τ, where i=1,...,N indexes the cross-sectional units, T is the number of time periods and ci is a random local-to-unity parameter. A limit theory for the sample moments of such panel data is developed and is shown to involve infinite-order series expansions in the moments of ci, in which existing theories can be seen as mere first-order approximations. The new theory is applied to study the asymptotic local power functions of some known test statistics for a unit root. These functions can be expressed in terms of the expansions in the moments of ci, and include existing local power functions as special cases. Monte Carlo evidence is provided to suggest that the new results go a long way toward bridging the gap between actual and predicted power.

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The CADF test of Pesaran (J Appl Econ 22:265–312, 2007) are among the most popular univariate tests for cross-section correlated panels around. Yet, the existing asymptotic analysis of this test statistic is limited to a model in which the errors are assumed to follow a simple AR(1) structure with homogenous autoregressive coefficients. One reason for this is that the model involves an intricate identification issue, as both the serial and cross-section correlation structures of the errors are unobserved. The purpose of the current paper is to tackle this issue and in so doing extend the existing analysis to the case of AR((Formula presented.)) errors with possibly heterogeneous coefficients.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Asymptotic 'soliton train' solutions of integrable wave equations described by inverse scattering transform method with second-order scalar eigenvalue problem are considered. It is shown that if asymptotic solution can be presented as a modulated one-phase nonlinear periodic wavetrain, then the corresponding Baker-Akhiezer function transforms into quasiclassical eigenfunction of the linear spectral problem in weak dispersion limit for initially smooth pulses. In this quasiclassical limit the corresponding eigenvalues can be calculated with the use of the Bohr Sommerfeld quantization rule. The asymptotic distributions of solitons parameters obtained in this way specify the solution of the Whitham equations. (C) 2001 Elsevier B.V. B.V. All rights reserved.

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The aim of this paper is to study finite temperature effects in effective quantum electrodynamics using Weisskopf's zero-point energy method in the context of thermo, field dynamics. After a general calculation for a weak magnetic field at fixed T, the asymptotic behavior of the Euler-Kockel-Heisenberg Lagrangian density is investigated focusing on the regularization requirements in the high temperature limit. In scalar QED the same problem is also discussed.

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The exact formula for the variance of the Index (R) of aggregation of Clark and Evans is derived. Due to the fact that R is a dimensionless number, its variance is independent of population density, being only a function of the sample size and so can be manipulated. © 1985 Springer-Verlag.

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Among the different approaches for a construction of a fundamental quantum theory of gravity the Asymptotic Safety scenario conjectures that quantum gravity can be defined within the framework of conventional quantum field theory, but only non-perturbatively. In this case its high energy behavior is controlled by a non-Gaussian fixed point of the renormalization group flow, such that its infinite cutoff limit can be taken in a well defined way. A theory of this kind is referred to as non-perturbatively renormalizable. In the last decade a considerable amount of evidence has been collected that in four dimensional metric gravity such a fixed point, suitable for the Asymptotic Safety construction, indeed exists. This thesis extends the Asymptotic Safety program of quantum gravity by three independent studies that differ in the fundamental field variables the investigated quantum theory is based on, but all exhibit a gauge group of equivalent semi-direct product structure. It allows for the first time for a direct comparison of three asymptotically safe theories of gravity constructed from different field variables. The first study investigates metric gravity coupled to SU(N) Yang-Mills theory. In particular the gravitational effects to the running of the gauge coupling are analyzed and its implications for QED and the Standard Model are discussed. The second analysis amounts to the first investigation on an asymptotically safe theory of gravity in a pure tetrad formulation. Its renormalization group flow is compared to the corresponding approximation of the metric theory and the influence of its enlarged gauge group on the UV behavior of the theory is analyzed. The third study explores Asymptotic Safety of gravity in the Einstein-Cartan setting. Here, besides the tetrad, the spin connection is considered a second fundamental field. The larger number of independent field components and the enlarged gauge group render any RG analysis of this system much more difficult than the analog metric analysis. In order to reduce the complexity of this task a novel functional renormalization group equation is proposed, that allows for an evaluation of the flow in a purely algebraic manner. As a first example of its suitability it is applied to a three dimensional truncation of the form of the Holst action, with the Newton constant, the cosmological constant and the Immirzi parameter as its running couplings. A detailed comparison of the resulting renormalization group flow to a previous study of the same system demonstrates the reliability of the new equation and suggests its use for future studies of extended truncations in this framework.