Supernova Remnants and Plerions in the Compton Gamma-Ray Observatory Era

Due to observations made by the Compton Gamma-Ray Observatory over the last six years, it appears that a number of galactic supernova remnants may be candidates for sources of cosmic gamma-rays. These include shell-type remnants such as IC443 and $\gamma$ Cygni, which have no known parent pulsars, but have significant associations with unidentified EGRET sources, and others that appear to be composite, where a pulsar is embedded in a shell (e.g. W44 and Vela), or are purely pulsar-driven, such as the Crab Nebula. This review discusses our present understanding of gamma-ray production in plerionic and non-plerionic supernova remnants, and explores the relationship between such emission and that in other wavebands. Focuses include models of the Crab and Vela nebulae, the composite nature of W44, the relationship of shell-type remnants to cosmic ray production, the relative importance of shock-accelerated protons and electrons, constraints on models placed by TeV, X-ray and radio observations, and the role of electrons injected directly into the remnants by parent pulsars.Comment: 21 pages, including 4 eps figures, invited review, to appear in Proc. 4th Compton Symposium, (1997) ed. Dermer, C. D. & Kurfess, J. D. (AIP, New York

SEMIFAR models

Recent results on so-called SEMIFAR models introduced by Beran (1997) are discussed. The nonparametric deterministic trend is estimated by a kernel method. The differencing and fractional differencing parameters as well as the autoregressive coefficients are estimated by an approximate maximum likelihood approach. A data-driven algorithm for estimating the whole model is proposed based on the iterative plug-in idea for selecting bandwidth in nonparametric regression with long-memory. Prediction for SEMIFAR models is also discussed briefly. Two examples illustrate the potential usefulness of these models in practice

Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models

We consider temporal aggregation of stationary and nonstationary time series with short memory, long memory and antipersistence, within the framework of fractional autoregressive processes. Asymptotically, long memory and antipersistence are preserved whereas short memory components vanish. In the case of integrated processes, the results extend Tiao's [15] to the fractional case.

Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models

By applying SEMIFAR models (Beran, 1999), we examine 'long memory' in the volatility of worldwide stock market indices. Our analysis yields strong evidence of 'long memory' in stock market volatility, either in terms of stochastic long-range dependence or in form of deterministic trends. In some cases, both components are detected in the data. Thus, at least partially, there appears to be even stronger and more systematic 'long memory', than suggested by a stationary model with long-range dependence.