A simple estimation method and finite-sample inference for a stochastic volatility model

The aim of the paper is to fulfill the gap for testing hypotheses on parameters of the log-normal stochastic volatility model, more precisely, to propose finite sample exact tests in the sense that the tests have correct levels in small samples. To do this, we examine method-of-moments-based tests and we provide explicit expressions for all the moments and the estimators which simplifies highly the test procedures. We then state the asymptotic distribution of the estimator as well as that of the proposed test statistics for testing the null hypothesis of no persistence in the volatility. We then compare the finite sample properties of the standard asymptotic techniques to that of Monte Carlo tests which are valid in finite samples and allow for test statistics whose null distribution may depend on nuisance parameters. In particular Maximized Monte Carlo tests introduced by Dufour (1995) have the exact level in finite samples when the p-value function is maximized over the entire set of nuisance parametersexact tests, Monte Carlo tests, C-alpha tests, stochastic volatility model, method-of-moments

Career Development in Young Adult Women: Educational Influences on Self-Esteem

The study of the college experience and student self-esteem contributes to the understanding of human development. There are biological, environmental, and cognitive factors that influence student behavior. For women, the process is often preordained by gender roles shaped by men. The effects play a strong part in career development. This paper explores social, psychological, and biological research that informs human behavior. Studies about college influences on women\u27s self-concept and self-esteem reveal the factors involved in their career persistence, and decision-making. The evidence exposes the process that embodies student development, more than it suggests conclusions about \u27 career development. Helen Astin\u27s (1984) socio-psychological model of career choice and work behavior is embraced as a need-based explanation utilizing motivation, socialization, expectations, and opportunities

Semileptonic B decays at BaBar

This paper summarizes the content of a talk given by the author at the Lake Louise Winter Institute, on February 21st 2007. It presents recent measurements of the rates for semileptonic B decays using data collected by the BaBar detector at the PEP-II asymmetric-energy collider at the Stanford Linear Accelerator Center

Mesure DU Rapport D'Embranchement ET DU Facteur Deforme DE La D_Sint_Gration b0 to Pilnu, ET D_Termination DE |Vub| Avec Unetechnique DE Reconstruction Rel_Ch_E DU Neutrinoac

The authors report the results of a study of the exclusive charmless semileptonic decay, B{sup 0} {yields} {pi}{sup -}{ell}{sup +}{nu}, undertaken with approximately 227 million B{bar B} pairs collected at the {Upsilon}(4S) resonance with the BABAR detector. The analysis uses events in which the signal B decays are reconstructed with an innovative loose neutrino reconstruction technique. They obtain partial branching fractions in 12 bins of q{sup 2}, the momentum transfer squared, from which they extract the f{sub +}(q{sup 2}) form-factor shape and the total branching fraction {Beta}(B{sup 0} {yields} {pi}{sup -}{ell}{sup +}{nu}) = (1.46 {+-} 0.07{sub stat} {+-} 0.08{sub syst}) x 10{sup -4}. Based on a recent unquenched lattice QCD calculation of the form factor in the range q{sup 2} > 16 GeV{sup 2}/c{sup 4}, they find the magnitude of the CKM matrix element |V{sub ub}| to be (4.1 {+-} 0.2{sub stat} {+-} 0.2{sub syst{sub -0.4}{sup +0.6}FF}) x 10{sup -3}, where the last uncertainty is due to the normalization of the form factor

Semileptonic B Decays, B Mixing And Magnitudes of CKM Elements at BaBar

The value of |V{sub cb}| has been measured recently from a simultaneous fit to moments of the hadronic-mass and lepton-energy distributions in inclusive semileptonic B-mesons decays with a precision of 2%. Both exclusive and inclusive measurements of |V{sub ub}| have also been carried out in B {yields} X{sub u}{ell}{nu} decays. Precision measurements of the mixing parameter, {Delta}m{sub d}, have been obtained. In addition, direct limits on the total decay-rate difference {Delta}{Lambda} between the two B{sup 0} mass eigenstates and on CP, T and CPT violation due exclusively to oscillations have recently been provided by BaBar

Constraints on B and Higgs Physics in Minimal Low Energy Supersymmetric Models

We study the implications of minimal flavor violating low energy supersymmetry scenarios for the search of new physics in the B and Higgs sectors at the Tevatron collider and the LHC. We show that the already stringent Tevatron bound on the decay rate B_s -> mu+ mu- sets strong constraints on the possibility of generating large corrections to the mass difference Delta M_s of the B_s eigenstates. We also show that the B_s -> mu+ mu- bound together with the constraint on the branching ratio of the rare decay b -> s gamma has strong implications for the search of light, non-standard Higgs bosons at hadron colliders. In doing this, we demonstrate that the former expressions derived for the analysis of the double penguin contributions in the Kaon sector need to be corrected by additional terms for a realistic analysis of these effects. We also study a specific non-minimal flavor violating scenario, where there are flavor changing gluino-squark-quark interactions, governed by the CKM matrix elements, and show that the B and Higgs physics constraints are similar to the ones in the minimal flavor violating case. Finally we show that, in scenarios like electroweak baryogenesis which have light stops and charginos, there may be enhanced effects on the B and K mixing parameters, without any significant effect on the rate of B_s -> mu+ mu-.Comment: 40 pages, 14 figures; added references and note about recent measurement

R Measurements With ISR in BaBar: Hadronic Part of Muon Magnetic Dipole Moment

Recent measurements of the quantity R, the ratio of annihilation {sigma}, including those following Initial State Radiation, are discussed in the context of the hadronic part of {mu}, the muon magnetic dipole moment. The data indicate that more precise theoretical and experimental values of {mu} are needed to establish whether new physics has been observed in the measurement of {mu}

ICA 2013 Montreal

The paper evokes the background of Aviation Noise and examines the international consensus process used to set aircraft noise stringency requirements and present the role of controlling the noise at the source within the context of the overall community noise issue. The paper will also examine the role of technology in this process and examine the growing interdependencies of noise reduction technology on CO2 emissions, and on other emissions that impact air quality