13,777 research outputs found
A Consistent Test for the Martingale Difference Hypothesis
This paper considers testing that an economic time series follows a martingale difference process. The martingale difference hypothesis has been typically tested using information contained in the second moments of a process, that is, using test statistics based on the sample autocovariances or in the periodograms. Tests based on these statistics are inconsistent since they just test necessary conditions of the null hypothesis. In this paper we consider tests that are consistent against all fixed alternatives and against Pitman's local alternatives. Since the asymptotic distributions of the tests statistics depend on the data generating process, the tests are implemented using a modification of the wild bootstrap procedure. The paper justifies theoretically the proposed tests and examines their finite sample behavior by means of Monte Carlo experiments. In addition we include an application to exchange rate data.nonlinear dependence,nonparametric, correlation, bootstrap
Superselection Sectors in Asymptotic Quantization of Gravity
Using the continuity of the scalar (the mass aspect) at null
infinity through we show that the space of radiative solutions of general
relativity can be thought of a fibered space where the value of at
plays the role of the base space. We also show that the restriction of
the available symplectic form to each ``fiber'' is degenerate. By finding the
orbit manifold of this degenerate direction we obtain the reduced phase space
for the radiation data. This reduced phase space posses a global structure,
i.e., it does not distinguishes between future or past null infinity. Thus, it
can be used as the space of quantum gravitons. Moreover, a Hilbert space can be
constructed on each ``fiber'' if an appropriate definition of scalar product is
provided. Since there is no natural correspondence between the Hilbert spaces
of different foliations they define superselection sectors on the space of
asymptotic quantum states.Comment: 22 pages, revtex fil
Corrections to the Gell-Mann-Oakes-Renner relation and chiral couplings and
Next to leading order corrections to the
Gell-Mann-Oakes-Renner relation (GMOR) are obtained using weighted QCD Finite
Energy Sum Rules (FESR) involving the pseudoscalar current correlator. Two
types of integration kernels in the FESR are used to suppress the contribution
of the kaon radial excitations to the hadronic spectral function, one with
local and the other with global constraints. The result for the pseudoscalar
current correlator at zero momentum is , leading to the chiral corrections to GMOR: . The resulting uncertainties are mostly due to variations in the upper
limit of integration in the FESR, within the stability regions, and to a much
lesser extent due to the uncertainties in the strong coupling and the strange
quark mass. Higher order quark mass corrections, vacuum condensates, and the
hadronic resonance sector play a negligible role in this determination. These
results confirm an independent determination from chiral perturbation theory
giving also very large corrections, i.e. roughly an order of magnitude larger
than the corresponding corrections in chiral . Combining
these results with our previous determination of the corrections to GMOR in
chiral , , we are able to determine two low
energy constants of chiral perturbation theory, i.e. , and , both at the
scale of the -meson mass.Comment: Revised version with minor correction
Numerical simulation of a binary communication channel: Comparison between a replica calculation and an exact solution
The mutual information of a single-layer perceptron with Gaussian inputs
and deterministic binary outputs is studied by numerical simulations. The
relevant parameters of the problem are the ratio between the number of output
and input units, , and those describing the two-point
correlations between inputs. The main motivation of this work refers to the
comparison between the replica computation of the mutual information and an
analytical solution valid up to . The most relevant results
are: (1) the simulation supports the validity of the analytical prediction, and
(2) it also verifies a previously proposed conjecture that the replica solution
interpolates well between large and small values of .Comment: 6 pages, 8 figures, LaTeX fil
Dietary elimination of children with food protein induced gastrointestinal allergy – micronutrient adequacy with and without a hypoallergenic formula?
Background:
The cornerstone for management of Food protein-induced gastrointestinal allergy (FPGIA) is dietary exclusion; however the micronutrient intake of this population has been poorly studied. We set out to determine the dietary intake of children on an elimination diet for this food allergy and hypothesised that the type of elimination diet and the presence of a hypoallergenic formula (HF) significantly impacts on micronutrient intake.
Method:
A prospective observational study was conducted on children diagnosed with FPIGA on an exclusion diet who completed a 3 day semi-quantitative food diary 4 weeks after commencing the diet. Nutritional intake where HF was used was compared to those without HF, with or without a vitamin and mineral supplement (VMS).
Results:
One-hundred-and-five food diaries were included in the data analysis: 70 boys (66.7%) with median age of 21.8 months [IQR: 10 - 67.7]. Fifty-three children (50.5%) consumed a HF and the volume of consumption was correlated to micronutrient intake. Significantly (p <0.05) more children reached their micronutrient requirements if a HF was consumed. In those without a HF, some continued not to achieve requirements in particular for vitamin D and zinc, in spite of VMS.
Conclusion:
This study points towards the important micronutrient contribution of a HF in children with FPIGA. Children, who are not on a HF and without a VMS, are at increased risk of low intakes in particular vitamin D and zinc. Further studies need to be performed, to assess whether dietary intake translates into actual biological deficiencies
The diel variation of the surf zone hyperbenthos at an Ecuadorian sandy beach: an exploratory study
The diel patterns of the hyperbenthic species composition in the surf zone of an Ecuadorian sandy beach were investigated over a 24-hour cycle in February 2000. The total density of the hyperbenthos varied between 130 and 3000 ind.100 m-2. 169 functional morphospecies were found, of which only 26 could be identified to species level because of the poor availability of species descriptions for the region. Crustacea (mainly Brachyura, Anomura, Penaeid larvae) and Pisces (larvae and eggs) were the most dominant phyla. A higher density and diversity was encountered during the night and this was caused by migration of species into the surf zone. Among them there were shrimp larvae, fish eggs, fish larvae and megalopa of Brachyura. Three communities could be established using classification and ordination techniques: a day - high water, a day - low water and a night group. The diurnal effects showed to be stronger than the tidal effects. The chlorophyll a content was the most important factor explaining the diel variation in the Canonical Correspondence Analysis. Usually, at spring tide high water, the surf zone of the selected beach is intensively used by artisan fishermen for the collection of larval penaeid shrimp (used as a source for the local aquaculture industry). The sampling campaign coincided with exceptionally cold and dry climate conditions (La Niña phenomenon - February 2000). This study might therefore not be completely representative. However, it was possible to state that the artisan postlarval shrimp fisheries in the surf zone of the sampling area probably have a greater negative impact on the local and off-shore ecosystem when performed at night time high water instead of during daytime high water
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