4,088 research outputs found
Semiparametric multivariate volatility models
Estimation of multivariate volatility models is usually carried out by quasi maximum likelihood (QMLE), for which consistency and asymptotic normality have been proven under quite general conditions. However, there may be a substantial efficiency loss of QMLE if the true innovation distribution is not multinormal. We suggest a nonparametric estimation of the multivariate innovation distribution, based on consistent parameter estimates obtained by QMLE. We show that under standard regularity conditions the semiparametric efficiency bound can be attained. Without reparametrizing the conditional covariance matrix (which depends on the particular model used), adaptive estimation is not possible. However, in some cases the e?ciency loss of semiparametric estimation with respect to full information maximum likelihood decreases as the dimension increases. In practice, one would like to restrict the class of possible density functions to avoid the curse of dimensionality. One way of doing so is to impose the constraint that the density belongs to the class of spherical distributions, for which we also derive the semiparametric efficiency bound and an estimator that attains this bound. A simulation experiment demonstrates the e?ciency gain of the proposed estimator compared with QMLE. --Multivariate volatility,GARCH,semiparametric efficiency,adaptivity
CO adsorption on metal surfaces: a hybrid functional study with plane wave basis set
We present a detailed study of the adsorption of CO on Cu, Rh, and Pt (111)
surfaces in top and hollow sites. The study has been performed using the local
density approximation, the gradient corrected functional PBE, and the hybrid
Hartree-Fock density functionals PBE0 and HSE03 within the framework of
generalized Kohn-Sham density functional theory using a plane-wave basis set.
As expected, the LDA and GGA functionals show a tendency to favor the hollow
sites, at variance with experimental findings that give the top site as the
most stable adsorption site. The PBE0 and HSE03 functionals reduce this
tendency. In fact, they predict the correct adsorption site for Cu and Rh but
fail for Pt. But even in this case, the hybrid functional destabilizes the
hollow site by 50 meV compared to the PBE functional. The results of the total
energy calculations are presented along with an analysis of the projected
density of states.Comment: 32 pages, 6 tables, 3 figures. (Re)Submitted to Phys. Rev. B; LDA
results added in the tables; minor changes in the tex
The Structure of Barium in the hcp Phase Under High Pressure
Recent experimental results on two hcp phases of barium under high pressure
show interesting variation of the lattice parameters. They are here interpreted
in terms of electronic structure calculation by using the LMTO method and
generalized pseudopotential theory (GPT) with a NFE-TBB approach. In phase II
the dramatic drop in c/a is an instability analogous to that in the group II
metals but with the transfer of s to d electrons playing a crucial role in Ba.
Meanwhile in phase V, the instability decrease a lot due to the core repulsion
at very high pressure. PACS numbers: 62.50+p, 61.66Bi, 71.15.Ap, 71.15Hx,
71.15LaComment: 29 pages, 8 figure
Reinigung des Transkriptionsfaktors IIIC1 der RNA-Polymerase III und Identifizierung potentieller TFIIIC1 Untereinheiten
Die humane RNA-Polymerase III synthetisiert kleine, nicht proteinkodierende RNAs, die unterschiedlichen Gengruppen angehören und fĂŒr deren Herstellung verschiedene Transkriptionsfaktoren benötigt werden. Ein zentraler Transkriptionsfaktor im Polymerase-III-System ist TFIIIC1, der fĂŒr die Expression aller Polymerase-III-abhĂ€ngigen Gene essentiell benötigt wird. Seine Struktur und Wirkungsweise konnte jedoch bisher nicht aufgeklĂ€rt werden.
In dieser Arbeit wurde zunÀchst die Beziehung von TFIIIC1 zu anderen, die
Polymerase III-Transkription stimulierenden Proteinen untersucht. Es konnte gezeigt werden, dass TFIIIC1 in keinerlei Zusammenhang mit der Proteinkinase CK2 oder der DNA-Topoisomerase I steht, die beide in anderen experimentellen Systemen einen positiven Einfluss auf die Effizienz der Polymerase III-Transkription aufgewiesen hatten.
Voraussetzung fĂŒr ein besseres VerstĂ€ndnis der Wirkungsweise von TFIIIC1 ist seine weitere Reinigung bis hin zur Sequenzierung und Klonierung seiner Untereinheiten. HierfĂŒr wurde zunĂ€chst nach dem Standard-Protokoll eine Phosphocellulose-Chromatographie durchgefĂŒhrt, der eine MonoQ-Chromatographie folgte. Als neuer Kationenaustauscher wurde anschlieĂend das MonoS-SĂ€ulenmaterial eingesetzt, das zum einen eine sehr gute Reinigungseffizienz zeigte und ĂŒber das zum anderen zwei verschiedene Formen von TFIIIC1 voneinander getrennt werden konnten. Das unterschiedliche chromatographische Verhalten dieser Formen ist vermutlich auf einen unterschiedlichen Modifikationsgrad zurĂŒckzufĂŒhren. Da auch bei der MonoS-Chromatographie mit TFIIIC1-like zwei AktivitĂ€tspeaks gefunden wurden, ist es möglich, dass es sich bei TFIIIC1-like um eine Subpopulation von TFIIIC1 handelt.
Diese besteht wiederum selbst aus zwei unterschiedlichen Formen, so dass man von mindestens vier verschiedenen Formen von TFIIIC1 sprechen kann.
Ein ergĂ€nzender Weg zur Darstellung der Untereinheiten von TFIIIC1 bestand in der Assemblierung und Isolierung von vollstĂ€ndigen und partiellen VA I-Transkriptionskomplexen. HierfĂŒr wurden neben Kontroll-GelfiltrationslĂ€ufen TFIIIC2-TFIIIBb-VAI- sowie TFIIIC2-TFIIIBb-TFIIIC1-VAI-Teilkomplexe assembliert, die anschlieĂend ĂŒber eine S500-Gelfiltration von den freien, nicht in den Komplex integrierten Proteinen abgetrennt wurden. Die isolierten Teilkomplexe konnten durch Zugabe fehlender Faktoren und der Polymerase III vervollstĂ€ndigt werden und zeigten in Anwesenheit von Nukleotiden eine sehr gute TranskriptionsaktivitĂ€t. Nach Abgleich mit den entsprechenden Kontroll-GelfiltrationslĂ€ufen konnten schlieĂlich sechs potentiell zu TFIIIC1 gehörende Untereinheiten in einem silbergefĂ€rbten SDS-Gel identifiziert werden; die gefundenen Polypeptide besaĂen eine GröĂe von etwa 43, 57, 65, 69, 140 und 164 kDa. Diese GröĂen konnten auch durch klassische Chromatographie-Experimente bestĂ€tigt werden
The decentering component of mindfulness reduces reactions to mental imagery
Four experiments examined whether reactions to mental imagery can be reduced by the mindfulness component of decentering, that is, the insight that experiences are impermanent mental states. In Experiments 1a, 1b, and 1c, participants vividly imagined an unpleasant autobiographical event or a rewarding food. When instructed to adopt a decentering perspective in comparison to an immersed perspective during imagery, participants experienced less negative affect and fewer cravings to eat. In Experiment 2, participants were exposed to an attractive or a neutral food, and we assessed salivation and eating-related imagery. Although imagery did not differ between groups, the attractive food elicited less salivation in decentering relative to control participants. We suggest that decentering can make oneâs imagery of consuming a food and of reliving of negative experiences less compelling, and thus reduce affective responses to both unpleasant and rewarding imagery, even if the imagery itself is kept active in mind
Spin configuration in a frustrated ferromagnetic/antiferromagnetic thin film system
We have studied the magnetic configuration in ultrathin antiferromagnetic Mn
films grown around monoatomic steps on an Fe(001) surface by spin-polarized
scanning tunneling microscopy/spectroscopy and ab-initio-parametrized
self-consistent real-space tight binding calculations in which the spin
quantization axis is independent for each site thus allowing noncollinear
magnetism. Mn grown on Fe(001) presents a layered antiferromagnetic structure.
In the regions where the Mn films overgrows Fe steps the magnetization of the
surface layer is reversed across the steps. Around these defects a frustration
of the antiferromagnetic order occurs. Due to the weakened magnetic coupling at
the central Mn layers, the amount of frustration is smaller than in Cr and the
width of the wall induced by the step does not change with the thickness, at
least for coverages up to seven monolayers.Comment: 10 pages, 5 figure
On some problems involving Hardy's function
Some problems involving the classical Hardy function are discussed. In particular we discuss the odd moments of
, the distribution of its positive and negative values and the primitive
of . Some analogous problems for the mean square of are
also discussed.Comment: 15 page
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