1,398,641 research outputs found

    Portmanteau goodness-of-fit test for asymmetric power GARCH models

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    The asymptotic distribution of a vector of autocorrelations of squared residuals is derived for a wide class of asymmetric GARCH models. Portmanteau adequacy tests are deduced. %gathered These results are obtained under moment assumptions on the iid process, but fat tails are allowed for the observed process, which is particularly relevant for series of financial returns. A Monte Carlo experiment and an illustration to financial series are also presented.ARCH models; Leverage effect; Portmanteau test; Goodness-of-fit test; Diagnostic checking

    "I like how it looks but it is not beautiful" -- Sensory appeal beyond beauty

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    Statements such as “X is beautiful but I don’t like how it looks” or “I like how X looks but it is not beautiful” sound contradictory. How contradictory they sound might however depend on the object X and on the aesthetic adjective being used (“beautiful”, “elegant”, “dynamic”, etc.). In our study, the first sentence was estimated to be more contradictory than the latter: If we describe something as beautiful, we often intend to evaluate its appearance, whereas it is less counterintuitive to appreciate an appearance without finding it beautiful. Furthermore, statements including “beautiful” appeared more contradictory than those including “elegant” and “dynamic”, pointing to its greater evaluative component. When related to artworks, sentences could appear less contradictory due to readers’ consideration of the divergence between conventional beauty and art-related sensory pleasures that can even include negative valence. Such ambivalence might be more frequent in art-objects than in other artefacts. Indeed, in our study, sentences referring to artworks were estimated to be less contradictory compared to sentences referring to other artefacts. Meanwhile, an additional small group of graphic design students showed a less clear difference between art-related and non-art-related sentences. We discuss the potential influence of art experience and interest as well as theoretical and methodological challenges like the conceptualization of beauty

    Exploring the SDSS Dataset with Linked Scatter Plots: I. EMP, CEMP, and CV Stars

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    We present the results of a search for extremely metal-poor (EMP), carbon-enhanced metal-poor (CEMP), and cataclysmic variable (CV) stars using a new exploration tool based on linked scatter plots (LSPs). Our approach is especially designed to work with very large spectrum data sets such as the SDSS, LAMOST, RAVE, and Gaia data sets, and it can be applied to stellar, galaxy, and quasar spectra. As a demonstration, we conduct our search using the SDSS DR10 data set. We first created a 3326-dimensional phase space containing nearly 2 billion measures of the strengths of over 1600 spectral features in 569,738 SDSS stars. These measures capture essentially all the stellar atomic and molecular species visible at the resolution of SDSS spectra. We show how LSPs can be used to quickly isolate and examine interesting portions of this phase space. To illustrate, we use LSPs coupled with cuts in selected portions of phase space to extract EMP stars, CEMP stars, and CV stars. We present identifications for 59 previously unrecognized candidate EMP stars and 11 previously unrecognized candidate CEMP stars. We also call attention to 2 candidate He~II emission CV stars found by the LSP approach that have not yet been discussed in the literature.Comment: Accepted by the Astrophysical Journal Supplement (February 2017

    Chemodynamics of a simulated disc galaxy: initial mass functions and Type Ia supernova progenitors

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    We trace the formation and advection of several elements within a cosmological adaptive mesh refinement simulation of an L� galaxy. We use nine realizations of the same initial conditions with different stellar initial mass functions (IMFs), mass limits for Type II and Type Ia supernovae (SNII, SNIa) and stellar lifetimes to constrain these subgrid phenomena. Our code includes self-gravity, hydrodynamics, star formation, radiative cooling and feedback from multiple sources within a cosmological framework. Under our assumptions of nucleosynthesis we find that SNII with progenitor masses of up to 100 M� are required to match low-metallicity gas oxygen abundances. Tardy SNIa are necessary to reproduce the classical chemical evolution ‘knee’ in [O/Fe]–[Fe/H]: more prompt SNIa delayed time distributions do not reproduce this feature. Within our framework of hydrodynamical mixing of metals and galaxy mergers we find that chemical evolution is sensitive to the shape of the IMF and that there exists a degeneracy with the mass range of SNII. We look at the abundance plane and present the properties of different regions of the plot, noting the distinct chemical properties of satellites and a series of nested discs that have greater velocity dispersions are more α-rich and metal poor with age
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