5,254 research outputs found
Inference of time-varying regression models
We consider parameter estimation, hypothesis testing and variable selection
for partially time-varying coefficient models. Our asymptotic theory has the
useful feature that it can allow dependent, nonstationary error and covariate
processes. With a two-stage method, the parametric component can be estimated
with a -convergence rate. A simulation-assisted hypothesis testing
procedure is proposed for testing significance and parameter constancy. We
further propose an information criterion that can consistently select the true
set of significant predictors. Our method is applied to autoregressive models
with time-varying coefficients. Simulation results and a real data application
are provided.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1010 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Innermost stable circular orbits of charged spinning test particles
The effects of a paritcle's spin and electric charge on its angular momentum,
energy and radius on the innermost stable circular orbit are investigated based
on the particle's equations of motion in a background of the Kerr-Newmann
spacetime. It is found that the particle's angular momentum and energy have
monotonous relationships with not only its spin but also its charge; it is also
discovered that the spinning particle's radius may change non-monotonously with
its charge. Hence, our result remarkably indicates that particles owning
identical spin but different charge may degenerate into a same last stable
circular orbit.Comment: 6 page
- …