6,232 research outputs found
A test for model specification of diffusion processes
We propose a test for model specification of a parametric diffusion process
based on a kernel estimation of the transitional density of the process. The
empirical likelihood is used to formulate a statistic, for each kernel
smoothing bandwidth, which is effectively a Studentized -distance between
the kernel transitional density estimator and the parametric transitional
density implied by the parametric process. To reduce the sensitivity of the
test on smoothing bandwidth choice, the final test statistic is constructed by
combining the empirical likelihood statistics over a set of smoothing
bandwidths. To better capture the finite sample distribution of the test
statistic and data dependence, the critical value of the test is obtained by a
parametric bootstrap procedure. Properties of the test are evaluated
asymptotically and numerically by simulation and by a real data example.Comment: Published in at http://dx.doi.org/10.1214/009053607000000659 the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
and : Candidates for charmed-strange mesons
Newly observed two charmed-strange resonances, and
, are investigated by calculating their Okubo-Zweig-Iizuka
allowed strong decays, which shows that they are suitable candidates for the
and states in the charmed-strange meson family. Our study
also predicts other main decay modes of and ,
which can be accessible at the future experiment. In addition, the decay
behaviors of the spin partners of and , i.e.,
and , are predicted in this work, which are still
missing at present. Experimental search for the missing and
charmed-strange mesons is an intriguing and challenging task
for further experiment.Comment: 8 pages, 3 figures and 4 tables. More discussions added and typos
corrected. Accepted by Eur. Phys. J.
Observation of valley Landau-Zener-Bloch oscillations and pseudospin imbalance in photonic graphene
We demonstrate inter-valley Bloch oscillation (BO) and Landau-Zener tunneling
(LZT) in an optically-induced honeycomb lattice with a refractive index
gradient. Unlike previously observed BO in a gapped square lattice, we show
non-adiabatic beam dynamics that are highly sensitive to the direction of the
index gradient and the choice of the Dirac cones. In particular, a
symmetry-preserving potential leads to nearly perfect LZT and coherent BO
between the inequivalent valleys, whereas a symmetry-breaking potential
generates asymmetric scattering, imperfect LZT, and valley-sensitive generation
of vortices mediated by a pseudospin imbalance. This clearly indicates that,
near the Dirac points, the transverse gradient does not always act as a simple
scalar force as commonly assumed, and the LZT probability is strongly affected
by the sublattice symmetry as analyzed from an effective Landau-Zener
Hamiltonian. Our results illustrate the anisotropic response of an otherwise
isotropic Dirac platform to real-space potentials acting as strong driving
fields, which may be useful for manipulation of pseudospin and valley degrees
of freedom in graphene-like systems
Parameters Estimation and Bias Correction for Diffusion Processes
This paper considers parameter estimation for continuous-time diffusion processes which are commonly used to model dynamics of financial securities including interest rates. To understand why the drift parameters are more difficult to estimate than the diffusion parameter as observed in many empirical studies, we develop expansions for the bias and variance of parameter estimators for two mostly employed interest rate processes. A parametric bootstrap procedure is proposed to correct bias in parameter estimation of general diffusion processes. Simulation studies confirm the theoretical findings and show that the bootstrap proposal can effectively reduce both the bias and the mean square error of parameter estimates for both univariate and multivariate processes. The advantages of using more accurate parameter estimators when calculating various option prices in finance are demonstrated by an empirical study on a Fed fund rate data
Higher bottom and bottom-strange mesons
Motivated by the recent observation of the orbital excitation by
CDF collaboration, we have performed a systematical study of the mass spectrum
and strong decay patterns of the higher and mesons. Hopefully the
present investigation may provide valuable clues to further experimental
exploration of these intriguing excited heavy mesons.Comment: 13 pages, 11 figures, 10 tables. More discussions and references
added. Accepted by Phys. Rev.
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