805,294 research outputs found
Nonparametric inference of quantile curves for nonstationary time series
The paper considers nonparametric specification tests of quantile curves for
a general class of nonstationary processes. Using Bahadur representation and
Gaussian approximation results for nonstationary time series, simultaneous
confidence bands and integrated squared difference tests are proposed to test
various parametric forms of the quantile curves with asymptotically correct
type I error rates. A wild bootstrap procedure is implemented to alleviate the
problem of slow convergence of the asymptotic results. In particular, our
results can be used to test the trends of extremes of climate variables, an
important problem in understanding climate change. Our methodology is applied
to the analysis of the maximum speed of tropical cyclone winds. It was found
that an inhomogeneous upward trend for cyclone wind speeds is pronounced at
high quantile values. However, there is no trend in the mean lifetime-maximum
wind speed. This example shows the effectiveness of the quantile regression
technique.Comment: Published in at http://dx.doi.org/10.1214/09-AOS769 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
On a Stopping Game in continuous time
We consider a zero-sum continuous time stopping game in which the pay-off is
revealed in the maximum of the two stopping times instead of the minimum, which
is the case in Dynkin games.Comment: To appear in the Proceedings of the AMS. Final versio
Real-time thermal Schwinger-Dyson equation for quark self-energy in Landau gauge
By means of a formal expression of the Cornwall-Jackiw-Tomboulis effective
potential for quark propagator at finite temperature and finite quark chemical
potential, we derive the real-time thermal Schwinger-Dyson equation for quark
propagator in Landau gauge. Denote the inverse quark propagator by
, we argue that, when temperature is less than the
given infrared momentum cutoff , is a feasible approximation
and can be assumed in discussions of chiral symmetry phase transition problem
in QCD.Comment: 8 pages, Latex, no figur
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