1,437 research outputs found

    Effects of outliers on the identification and estimation of GARCH models

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    This paper analyses how outliers affect the identification of conditional heteroscedasticity and the estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models. First, we derive the asymptotic biases of the sample autocorrelations of squared observations generated by stationary processes and show that the properties of some conditional homoscedasticity tests can be distorted. Second, we obtain the asymptotic and finite sample biases of the ordinary least squares (OLS) estimator of ARCH(p) models. The finite sample results are extended to generalized least squares (GLS), maximum likelihood (ML) and quasi-maximum likelihood (QML) estimators of ARCH(p) and GARCH(1,1) models. Finally, we show that the estimated asymptotic standard deviations are biased estimates of the sample standard deviations. Copyright 2007 The Authors Journal compilation 2007 Blackwell Publishing Ltd.

    Toxicological profile for chlorine (update)

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    "Chemical manager(s)/author(s): G. Daniel Todd, Patricia Ruiz, Larry Cseh, Pam Tucker, John Doyle,.ATSDR, Division of Toxicology and Environmental Medicine, Atlanta, GA; Fernando T. Llados, Daniel J. Plewak, Mario Citra, SRC, Inc., North Syracuse, NY."-- P. ix.Includes bibliographical references (p. 181-208) and index.prepared for U.S. Department of Health and Human Services, Public Health Service, Agency for Toxic Substances and Disease Registry

    The AM Canum Venaticorum binary SDSS J173047.59+554518.5

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    The AM Canum Venaticorum (AM CVn) binaries are a rare group of hydrogen-deficient, ultrashort period, mass-transferring white dwarf binaries and are possible progenitors of Type Ia supernovae. We present time-resolved spectroscopy of the recently discovered AM CVn binary SDSS J173047.59+554518.5. The average spectrum shows strong double-peaked helium emission lines, as well as a variety of metal lines, including neon; this is the second detection of neon in an AM CVn binary, after the much brighter system GP Com. We detect no calcium in the accretion disc, a puzzling feature that has been noted in many of the longer period AM CVn binaries. We measure an orbital period, from the radial velocities of the emission lines, of 35.2 ± 0.2 min, confirming the ultracompact binary nature of the system. The emission lines seen in SDSS J1730 are very narrow, although double-peaked, implying a low-inclination, face-on accretion disc; using the measured velocities of the line peaks, we estimate i ≤ 11°. This low inclination makes SDSS J1730 an excellent system for the identification of emission lines

    Museo de la Pintura Mural Teotihuacana: Estado de México

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    La información de esta miniguía se basa en los trabajos de Beatriz de la Fuente, Arthur G. Miller, María Elena Ruiz Gallut, Hasso von WinnigLa pintura mural es una manifestación artística propia del espíritu humano, que resulta de la necesidad de comunicación inherente al hombre. De ahí la relevancia de evaluar y analizar la pintura mural de nuestras culturas antiguas, ya que a través suyo es posible identificar desde formas de organización política y social hasta conceptos religiosos y otros que tienen que ver, por ejemplo, con la representación de la flora y la fauna. Su estudio proporciona también datos como las técnicas desarrolladas en el arte mural y nos permite ver cómo el hombre se interpreta a sí mismo, cómo entiende su entorno y cómo se ubica en la sinfonía del cosmos. Los testimonios de dicha práctica se encuentran en sociedades tan lejanas como la egipcia, la griega y la romana, de tal forma que su presencia acompaña una parte importante de la historia de la humanidad. En Mesoamérica también encontramos ejemplos de este arte. Muchas son las ciudades del México prehispánico que vistieron sus paredes con imágenes y colores, las cuales pretendieron transmitir gráficamente una visión del mundo.</p

    Studies in Moraceae III. Additional notes on the genus Clarisia Ruiz et Pavon Emend. Lanj.

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    Some months ago the first author published in his Studies in Moraceae II (Rec. trav. bot. néerl. XXXIII, 1936, pp. 254—276) a synopsis of the genus Clarisia R. & P. The second author traced in the Berlin Herbarium a specimen of this genus which had been described in 1821 as Excoecaria ilicifolia Spreng. As this species is identic with Clarisia strepitans (Fr. Allem.) Lanj., the name of the latter species has to be changed. As in addition some interesting specimens were kindly sent to Utrecht for determination by the Herbaria at Berlin-Dahlem (D), Geneva (G) and the Arnold Arboretum, Jamaica Plain (A), it seemed desirable to publish these notes

    Measurement of the ratio of prompt χ c to J / ψ production in pp collisions at √s = 7 TeV

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    The prompt production of charmonium χ c and J / ψ states is studied in proton-proton collisions at a centre-of-mass energy of √s = 7 TeV at the Large Hadron Collider. The χ c and J / ψ mesons are identified through their decays χ c → J / ψ γ and J / ψ → μ + μ - using 36 pb - 1 of data collected by the LHCb detector in 2010. The ratio of the prompt production cross-sections for χ c and J / ψ, σ (χ c → J / ψ γ) / σ (J / ψ), is determined as a function of the J / ψ transverse momentum in the range 2 < p T J / ψ < 15 GeV / c. The results are in excellent agreement with next-to-leading order non-relativistic expectations and show a significant discrepancy compared with the colour singlet model prediction at leading order, especially in the low p T J / ψ region

    Procesado y análisis de datos láser escáner full-waveform aéreo para la caracterización de la estructura y combustibilidad forestal

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    [EN] This PhD thesis addresses the development of full-waveform airborne laser scanning (ALSFW) processing and analysis methods to characterize the vertical forest structure, in particular the understory vegetation. In this sense, the influence of several factors such as pulse density, voxel parameters (voxel size and assignation value), scan angle at acquisition, radiometric correction and regression methods is analyzed on the extraction of ALSFW metric values and on the estimate of forest attributes. Additionally, a new software tool to process ALSFW data is presented, which includes new metrics related to understory vegetation. On the other hand, occlusion caused by vegetation in the ALSFW, discrete airborne laser scanning (ALSD) and terrestrial laser scanning (TLS) signal is characterized along the vertical structure. Finally, understory vegetation density is detected and determined by ALSFW data, as well as characterized by using the new proposed metrics.[ES] Esta tesis doctoral aborda el desarrollo de métodos de procesado y análisis de datos láser escáner full-waveform aéreo (ALSFW) para la caracterización de la estructura vertical del bosque y, en particular, del sotobosque. En este sentido, se analiza la influencia de diferentes factores como la densidad de pulso, parámetros de voxelización (tamaño de vóxel y tipo de asignación), ángulo de escaneo en la adquisición, corrección radiométrica y métodos de regresión en la extracción de los valores de métricas ALSFW y en la estimación de atributos forestales. Asimismo, se presenta una nueva herramienta de procesado de datos ALSFW, la cual incluye nuevas métricas relacionadas con el sotobosque. Por otro lado, se caracteriza la oclusión provocada por la vegetación en la señal ALSFW, láser escáner discreto aéreo (ALSD) y láser escáner terrestre (TLS) en toda la estructura vertical. Por último, se detecta y determina la densidad de sotobosque mediante datos ALSFW, así como su caracterización empleando las nuevas métricas propuestas.The author of this PhD thesis is thankful for the financial support provided by the Spanish Ministerio de Economía y Competitividad and FEDER, in the framework of the projects ForeStructure CGL2013-46387-C2-1-R (2013-2016) and FIRMACARTO CGL2016-80705-R (2016-2019). In addition, this PhD thesis was partly developed in the Integrated Remote Sensing Studio (IRSS) of University of British Columbia (UBC) (Canada) and in the Centre d’Applications et de Recherche en Télédétection of Université de Sherbrooke (Canada) thanks to the Erasmus+ KA-107 mobility grant and to the Canadian research project Assessment of Wood Attributes using Remote Sensing (AWARE) (NSERC CRDPJ-462973-14, grantee N.C. Coops, UBC), respectivelyCrespo-Peremarch, P.; Ruiz, LA. (2020). Processing and analysis of airborne full-waveform laser scanning data for the characterization of forest structure and fuel properties. Revista de Teledetección. 0(57):95-99. https://doi.org/10.4995/raet.2020.14551OJS9599057Anderson, K., Hancock, S., Disney, M., Gaston, K.J. 2016. Is waveform worth it? A comparison of LiDAR approaches for vegetation and landscape characterization. Remo Sensing in Ecology and Conservation, 2(1), 5-15. https://doi.org/10.1002/rse2.8Crespo-Peremarch, P., Ruiz, L.A., Balaguer-Beser, A., Estornell, J. 2018a. Analyzing the role of pulse density and voxelization parameters on fullwaveform LiDAR-derived metrics. ISPRS Journal of Photogrammetry and Remote Sensing, 146, 453- 464. https://doi.org/10.1016/j.isprsjprs.2018.10.012Crespo-Peremarch, P., Tompalski, P., Coops, N.C., Ruiz, L.A. 2018b. Characterizing understory vegetation in Mediterranean forests using full-waveform airborne laser scanning data. Remote Sensing of Environment, 217, 400-413. https://doi.org/10.1016/j.rse.2018.08.033Crespo-Peremarch, P., Ruiz, L.A. 2020. A fullwaveform airborne laser scanning metric extraction tool for forest structure modelling. Do scan angle and radiometric correction matter? Remote Sensing, 12(2), 292. https://doi.org/10.3390/rs12020292Crespo-Peremarch, P., Fournier, R.A., Nguyen, V.-T., van Lier, O.R., Ruiz, L.A. 2020. A comparative assessment of the vertical distribution of forest components using full-waveform airborne, discrete airborne and discrete terrestrial laser scanning data. Forest Ecology and Management, 473, 118268. https://doi.org/10.1016/j.foreco.2020.118268García, M., Danson, F.M., Riaño, D., Chuvieco, E., Ramirez, F.A., Bandugula, V. 2011. Terrestrial laser scanning to estimate plot-level forest canopy fuel properties. International Journal of Applied Earth Observation and Geoinformation, 13(4), 636-645. https://doi.org/10.1016/j.jag.2011.03.006Hevia, A., Álvarez-González, J.G., Ruiz-Fernández, E., Prendes, C., Ruiz-González, A.D., Majada, J., González-Ferreiro, E. 2016. Modelling canopy fuel and forest stand variables and characterizing the influence of thinning in the stand structure using airborne LiDAR. Revista de Teledetección, 45, 41- 55. https://doi.org/10.4995/raet.2016.3979Kükenbrink, D., Schneider, F.D., Leiterer, R., Schaepman, M.E., Morsdorf, F., 2017. Quantification of hidden canopy volume of airborne laser scanning data using a voxel traversal algorithm. Remote Sensing of Environment, 194, 424-436. https://doi.org/10.1016/j.rse.2016.10.023Mallet, C., Bretar, F. 2009. Full-waveform topographic lidar: State-of-the-art. ISPRS Journal of Photogrammetry and Remote Sensing, 64(1), 1-16. https://doi.org/10.1016/j.isprsjprs.2008.09.007Mell, W., McNamara, D., Maranghides, A., McDermott, R., Forney, G., Hoffmanm, C., Ginder, M. 2011. Computer modelling of wildland-urban interface fires. In: Fire & Materials. San Francisco, CA, USA.Molina, J.R., Rodriguez y Silva, F., Herrera, M.A. 2011. Potential Crown fire behaviour in Pinus pinea stands following different fuel treatments. Forest Systems, 20(2), 266-277. https://doi.org/10.5424/fs/2011202-10923Pimont, F., Allard, D., Soma, M., Dupuy, J.L., 2018. Estimators and confidence intervals for plant area density at voxel scale with T-LiDAR. Remote Sensing of Environment, 215, 343-370. https://doi.org/10.1016/j.rse.2018.06.024Wagner, W. 2010. Radiometric calibration of small-footprint full-waveform airborne laser scanner measurements: Basic physical concepts. ISPRS Journal of Photogrammetry and Remote Sensing, 65(6), 505-513. https://doi.org/10.1016/j.isprsjprs.2010.06.00

    Observations of Bºs→ψ(2S)η and Bº(s)→ψ(2S)π+π- decays

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    First observations of the B0s →ψ(2S)η, B0 →ψ(2S)π + π − and B0s →ψ(2S)π + π − decays are made using a dataset corresponding to an integrated luminosity of 1.0 fb−1 collected by the LHCb experiment in proton–proton collisions at a centre-of-mass energy of √ s = 7 TeV. The ratios of the branching fractions of each of the ψ(2S) modes with respect to the corresponding J/ψ decays are B(B0s →ψ(2S)η) ÷ B(B0s →J/ψη) = 0.83± 0.14 (stat)±0.12 (syst) ±0.02 (B), ; B(B0→ψ(2S)π + π − ) ÷ B(B0→J/ψπ + π − ) = 0.56± 0.07 (stat)±0.05 (syst)± 0.01 (B), ; B(B0s →ψ(2S)π + π − ) ÷ B(B0s →J/ψπ + π − ) = 0.34± 0.04 (stat)±0.03 (syst)± 0.01 (B), where the third uncertainty corresponds to the uncertainties of the dilepton branching fractions of the J/ψ and ψ(2S) meson decays

    Measurement of the Bs0J/ψKS0B_s^0\to J/\psi K_S^0 branching fraction

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    The B 0 s → J/ψK 0 S branching fraction is measured in a data sample corresponding to 0.41 fb−1 of integrated luminosity collected with the LHCb detector at the LHC. This channel is sensitive to the penguin contributions affecting the sin 2β measurement from B 0 → J/ψK 0 S . The time-integrated branching fraction is measured to be B(B 0 s → J/ψK 0 S ) = (1.83±0.28)×10−5 . This is the most precise measurement to date

    Bayesian analysis of cosmic ray propagation: evidence against homogeneous diffusion

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    The American Astronomical Society, find out more The American Astronomical Society, find out more The Institute of Physics, find out more The Institute of Physics, find out more BAYESIAN ANALYSIS OF COSMIC RAY PROPAGATION: EVIDENCE AGAINST HOMOGENEOUS DIFFUSION G. Jóhannesson1, R. Ruiz de Austri2, A. C. Vincent3, I. V. Moskalenko4,5 , E. Orlando4,5, T. A. Porter4,5, A. W. Strong6, R. Trotta7,8 , F. Feroz9, P. Graff10,11Show full author list Published 2016 June 3 • © 2016. The American Astronomical Society. All rights reserved. The Astrophysical Journal, Volume 824, Number 1 Citation G. Jóhannesson et al 2016 ApJ 824 16 Download Article PDF Figures Tables References Download PDF 1482 Total downloads 70 70 total citations on Dimensions. Turn on MathJax Get permission to re-use this article Share this article Share this content via email Share on Facebook Share on Twitter Share on Google+ Share on Mendeley Article information Abstract We present the results of the most complete scan of the parameter space for cosmic ray (CR) injection and propagation. We perform a Bayesian search of the main GALPROP parameters, using the MultiNest nested sampling algorithm, augmented by the BAMBI neural network machine-learning package. This is the first study to separate out low-mass isotopes (p, pˉ\bar{p}, and He) from the usual light elements (Be, B, C, N, and O). We find that the propagation parameters that best-fit p,pˉp,\bar{p}, and He data are significantly different from those that fit light elements, including the B/C and 10Be/9Be secondary-to-primary ratios normally used to calibrate propagation parameters. This suggests that each set of species is probing a very different interstellar medium, and that the standard approach of calibrating propagation parameters using B/C can lead to incorrect results. We present posterior distributions and best-fit parameters for propagation of both sets of nuclei, as well as for the injection abundances of elements from H to Si. The input GALDEF files with these new parameters will be included in an upcoming public GALPROP update
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