Threshold quantile autoregressive models

We study in this article threshold quantile autoregressive processes. In particular we propose estimation and inference of the parameters in nonlinear quantile processes when the threshold parameter defining nonlinearities is known for each quantile, and also when the parameter vector is estimated consistently. We derive the asymptotic properties of the nonlinear threshold quantile autoregressive estimator. In addition, we develop hypothesis tests for detecting threshold nonlinearities in the quantile process when the threshold parameter vector is not identified under the null hypothesis. In this case we propose to approximate the asymptotic distribution of the composite test using a p-value transformation. This test contributes to the literature on nonlinearity tests by extending Hansen’s (Econometrica 64, 1996, pp.413-430) methodology for the conditional mean process to the entire quantile process. We apply the proposed methodology to model the dynamics of US unemployment growth after the Second World War. The results show evidence of important heterogeneity associated with unemployment, and strong asymmetric persistence on unemployment growth

Biodiversity, taxonomy and metagenomics

GenBank (Benson et al. 2013) is a database that contains genetic sequences of species. Godfray (2007) proposed that metagenomics can replace taxonomy in identifying specimens. Indeed, giving names to specimens is not the primary role of taxonomy, the discipline being devoted to the description of new species and to reconstruction of phylogenies, focusing on both genotypes and phenotypes. So, the use of metagenomics for routinary species identification is a welcome technological aid to the study of biodiversity, freeing taxonomists from the burden of sorting and identifying biological material

Relaciones geomorfológicas en Tierra de Barros.

Sin resume

Torsional birefringence in metric-affine Chern-Simons gravity: gravitational waves in late-time cosmology

In the context of the metric-affine Chern-Simons gravity endowed with projective invariance, we derive analytical solutions for torsion and nonmetricity in the homogeneous and isotropic cosmological case, described by a flat Friedmann-Robertson-Walker metric. We describe in some details the general properties of the cosmological solutions in the presence of a perfect fluid, such as dynamical stability and the settling of big bounce points, and we discuss the structure of some specific solutions reproducing de Sitter and power law behaviours for the scale factor. Then, we focus on first-order perturbations in the de Sitter scenario, and we study the propagation of gravitational waves in the adiabatic limit, looking at tensor and scalar polarizations. In particular, we find that metric tensor modes couple to torsion tensor components, leading to the appearance, as in the metric version of Chern-Simons gravity, of birefringence, described by different dispersion relations for the left and right circularized polarization states. As a result, the purely tensor part of torsion propagates like a wave, while nonmetricity decouples and behaves like a harmonic oscillator. Finally, we discuss scalar modes, outlining as they decay exponentially in time and do not propagate.Comment: References adde

Integrability of Lie systems and some of its applications in physics

The geometric theory of Lie systems will be used to establish integrability conditions for several systems of differential equations, in particular Riccati equations and Ermakov systems. Many different integrability criteria in the literature will be analyzed from this new perspective and some applications in physics will be given.Comment: 16 page