8,961 research outputs found
Rank-based estimation for all-pass time series models
An autoregressive-moving average model in which all roots of the
autoregressive polynomial are reciprocals of roots of the moving average
polynomial and vice versa is called an all-pass time series model. All-pass
models are useful for identifying and modeling noncausal and noninvertible
autoregressive-moving average processes. We establish asymptotic normality and
consistency for rank-based estimators of all-pass model parameters. The
estimators are obtained by minimizing the rank-based residual dispersion
function given by Jaeckel [Ann. Math. Statist. 43 (1972) 1449--1458]. These
estimators can have the same asymptotic efficiency as maximum likelihood
estimators and are robust. The behavior of the estimators for finite samples is
studied via simulation and rank estimation is used in the deconvolution of a
simulated water gun seismogram.Comment: Published at http://dx.doi.org/10.1214/009053606000001316 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Non-destructive spatial heterodyne imaging of cold atoms
We demonstrate a new method for non-destructive imaging of laser-cooled
atoms. This spatial heterodyne technique forms a phase image by interfering a
strong carrier laser beam with a weak probe beam that passes through the cold
atom cloud. The figure of merit equals or exceeds that of phase-contrast
imaging, and the technique can be used over a wider range of spatial scales. We
show images of a dark spot MOT taken with imaging fluences as low as 61 pJ/cm^2
at a detuning of 11 linewidths, resulting in 0.0004 photons scattered per atom.Comment: text+3 figures, submitted to Optics Letter
Maximum likelihood estimation for -stable autoregressive processes
We consider maximum likelihood estimation for both causal and noncausal
autoregressive time series processes with non-Gaussian -stable noise. A
nondegenerate limiting distribution is given for maximum likelihood estimators
of the parameters of the autoregressive model equation and the parameters of
the stable noise distribution. The estimators for the autoregressive parameters
are -consistent and converge in distribution to the maximizer of
a random function. The form of this limiting distribution is intractable, but
the shape of the distribution for these estimators can be examined using the
bootstrap procedure. The bootstrap is asymptotically valid under general
conditions. The estimators for the parameters of the stable noise distribution
have the traditional rate of convergence and are asymptotically
normal. The behavior of the estimators for finite samples is studied via
simulation, and we use maximum likelihood estimation to fit a noncausal
autoregressive model to the natural logarithms of volumes of Wal-Mart stock
traded daily on the New York Stock Exchange.Comment: Published in at http://dx.doi.org/10.1214/08-AOS632 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Creation of vortices in a Bose-Einstein condensate by a Raman technique
We propose a method for taking a Bose-Einstein condensate in the ground trap
state simultaneously to a different atomic hyperfine state and to a vortex trap
state. This can be accomplished through a Raman scheme in which one of the two
copropagating laser beams has a higher-order Laguerre-Gaussian mode profile.
Coefficients relating the beam waist, pulse area, and trap potentials for a
complete transfer to the m = 1 vortex are calculated for a condensate in the
non-interacting and strongly interacting regimes.Comment: RevTex, 4 pages, 2 PostScript figure
Gaussian Time-Dependent Variational Principle for Bosons I - Uniform Case
We investigate the Dirac time-dependent variational method for a system of
non-ideal Bosons interacting through an arbitrary two body potential. The
method produces a set of non-linear time dependent equations for the
variational parameters. In particular we have considered small oscillations
about equilibrium. We obtain generalized RPA equations that can be understood
as interacting quasi-bosons, usually mentioned in the literature as having a
gap. The result of this interaction provides us with scattering properties of
these quasi-bosons including possible bound-states, which can include zero
modes. In fact the zero mode bound state can be interpreted as a new
quasi-boson with a gapless dispersion relation. Utilizing these results we
discuss a straightforward scheme for introducing temperature.Comment: 28 pages, 1 figure to appear in Annals of Physic
A meta-analysis of pharmacotherapy for social anxiety disorder: an examination of efficacy, moderators, and mediators
INTRODUCTION: Social anxiety disorder (SAD) is among the most prevalent mental disorders, associated with impaired functioning and poor quality of life. Pharmacotherapy is the most widely utilized treatment option. The current study provides an updated meta-analytic review of the efficacy of pharmacotherapy and examines moderators and mediators of treatment efficacy. Areas Covered: A comprehensive search of the current literature yielded 52 randomized, pill placebo-controlled trials of pharmacotherapy for adults diagnosed with SAD. Data on potential mediators of treatment outcome were collected, as well as data necessary to calculate pooled correlation matrices to compute indirect effects. Expert Opinion: The overall effect size of pharmacotherapy for SAD is small to medium (Hedges' g = 0.41). Effect sizes were not moderated by age, sex, length of treatment, initial severity, risk of study bias, or publication year. Furthermore, reductions in symptoms mediated pharmacotherapy's effect on quality of life. Support was found for reverse mediation. Future directions may include sustained efforts to examine treatment mechanisms of pharmacotherapy using rigorous longitudinal methodology to better establish temporal precedence
Random walks and market efficiency in Chinese and Indian equity markets
Hypothesis of Market Efficiency is an important concept for the investors
across the globe holding diversified portfolios. With the world economy getting
more integrated day by day, more people are investing in global emerging
markets. This means that it is pertinent to understand the efficiency of these
markets. This paper tests for market efficiency by studying the impact of
global financial crisis of 2008 and the recent Chinese crisis of 2015 on stock
market efficiency in emerging stock markets of China and India. The data for
last 20 years was collected from both Bombay Stock Exchange (BSE200) and the
Shanghai Stock Exchange Composite Index and divided into four sub-periods, i.e.
before financial crisis period (period-I), during recession (period-II), after
recession and before Chinese Crisis (periodIII) and from the start of Chinese
crisis till date (period- IV). Daily returns for the SSE and BSE were examined
and tested for randomness using a combination of auto correlation tests, runs
tests and unit root tests (Augmented Dickey-Fuller) for the entire sample
period and the four sub-periods. The evidence from all these tests supports
that both the Indian and Chinese stock markets do not exhibit weak form of
market efficiency. They do not follow random walk overall and in the first
three periods (1996 till the 2015) implying that recession did not impact the
markets to a great extent, although the efficiency in percentage terms seems to
be increasing after the global financial crisis of 2008
Polycation-siRNA nanoparticles can disassemble at the kidney glomerular basement membrane
Despite being engineered to avoid renal clearance, many cationic polymer (polycation)-based siRNA nanoparticles that are used for systemic delivery are rapidly eliminated from the circulation. Here, we show that a component of the renal filtration barrier—the glomerular basement membrane (GBM)—can disassemble cationic cyclodextrin-containing polymer (CDP)-based siRNA nanoparticles and, thereby, facilitate their rapid elimination from circulation. Using confocal and electron microscopies, positron emission tomography, and compartment modeling, we demonstrate that siRNA nanoparticles, but not free siRNA, accumulate and disassemble in the GBM. We also confirm that the siRNA nanoparticles do not disassemble in blood plasma in vitro and in vivo. This clearance mechanism may affect any nanoparticles that assemble primarily by electrostatic interactions between cationic delivery components and anionic nucleic acids (or other therapeutic entities)
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