Ratio tests for change point detection

We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically distribution free under the no change null hypothesis. Even if the observations are independent, the estimation of the scale parameter is not simple since the estimator for the scale parameter should be at least consistent under the null as well as under the alternative. The situation is much more complicated in case of dependent data, where the empirical spectral density at 0 is used to scale the CUSUM process. To circumvent these difficulties, new tests are proposed which are ratios of CUSUM functionals. We demonstrate the applicability of our method to detect a change in the mean when the errors are AR(1) and GARCH(1,1) sequences.Comment: Published in at http://dx.doi.org/10.1214/193940307000000220 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Migration as a Political and Public Phenomenon: The Case of Hungary

Publication within the project “The V4 towards migration challenges in Europe. An analysis and recommendations” is financed by Visegrad Fun

Triple Play Services in XG-PON Network.

This paper focuses on Triple Play services in XG-PON networks and their implementation and analysis in NS-3. Nowadays, Triple Play services dominate copper/optical networks. The network simulator allowed simulation of Passive Optical Networks (PON), especially XG-PON. Each service in the XG-PON simulation is represented OnOff application with different parameters. This article describes implementation and analysis of these services in basic topology of the XG-PON network

Twenty Years of Searching for the Higgs Boson: Exclusion at LEP, Discovery at LHC

The 40 years old Standard Model, the theory of particle physics, seems to describe all experimental data very well. All of its elementary particles were identified and studied apart from the Higgs boson until 2012. For decades many experiments were built and operated searching for it, and finally, the two main experiments of the Large Hadron Collider at CERN, CMS and ATLAS, in 2012 observed a new particle with properties close to those predicted for the Higgs boson. In this paper we outline the search story: the exclusion of the Higgs boson at LEP, the Large Electron Positron collider, and its observation at LHCComment: arXiv admin note: substantial text overlap with arXiv:1310.683

Financial Accelerator Effects in the Balance Sheets of Czech Firms

The paper examines a financial accelerator mechanism in analyzing determinants of corporate interest rates. Using a panel of the financial statements of 448 Czech firms from 1996-2002, we find that balance sheet indicators matter for the interest rates paid by firms. Market access is particularly important in this regard. The strength of corporate balance sheets seem to vary with firm size. There is also evidence that monetary policy has a stronger effect on smaller than on larger firms. On the other hand, we find no asymmetry in the monetary policy effects over the business cycle.http://deepblue.lib.umich.edu/bitstream/2027.42/57227/1/wp847 .pd

Cryopreservation of Pike Perch Sperm in Hatchery Conditions

Experiments were carried out on pike perch (Sander lucioperca L.) to find a method for stripping sperm without contamination by urine, to determine sperm concentration, and to fertilize large batches of eggs with cryopreserved sperm. Induced spawning technology for pike perch, an important predator fish species in Hungarian and central-eastern European pond aquaculture, has been developed only recently. Sperm cryopreservation can be an important tool for several reasons including the simplification of hatchery work and long-term preservation of genomes of males with high genetic value. In the present study, sperm was stripped without urine contamination, improving sperm quality, and large amounts of eggs were fertilized using 0.25 ml sperm, resulting in hatching percentages of 55±3% for 30-g batches of eggs and 87% for a 50-g batch

On an extremal problem connected with simplices

In this note we investigate the behavior of the volume that the convex hull of two congruent and intersecting simplices in Euclidean $n$-space can have. We prove some useful equalities and inequalities on this volume. For the regular simplex we determine the maximal possible volume for the case when the two simplices are related to each other via reflection at a hyperplane intersecting them.Comment: 11 page