Trimming and tapering semi-parametric estimates in asymmetric long memory time series

This paper considers semi-parametric frequency domain inference for seasonal or cyclical time series with asymmetric long memory properties. It is shown that tapering the data reduces the bias caused by the asymmetry of the spectral density at the cyclical frequency. We provide a joint treatment of different tapering schemes and of the log-periodogram regression and Gaussian semi-parametric estimates of the memory parameters. Tapering allows for a less restrictive trimming of frequencies for the analysis of the asymptotic properties of both estimates when allowing for asymmetries. Simple rules for inference are feasible thanks to tapering and their validity in finite samples is investigated in a simulation exercise and for an empirical example.Publicad

Study of semileptonic and nonleptonic decays of the Bc−B_c^- meson

We evaluate semileptonic and two--meson nonleptonic decays of the $B_c^-$ meson in the framework of a nonrelativistic quark model. The former are done in spectator approximation using one--body current operators at the quark level. Our model reproduces the constraints of heavy quark spin symmetry obtained in the limit of infinite heavy quark mass. For the two--meson nonleptonic decays we work in factorization approximation. We compare our results to the ones obtained in different relativistic approaches.Comment: Talk given at the IVth International Conference on Quarks an Nuclear Physics, Madrid, June 5th-10th 200