Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples

Taking into account that the BDS test—which is used as a misspecification test applied to standardized residuals from the GARCH(1,1) model—is characterized by size distortion and departure from normality in finite samples, this paper obtains the critical values for the finite sample distribution of the BDS test. We focus on bootstrap simulation to avoid the sampling uncertainty of parameter estimation and make use of estimated response surface regressions (RSR) derived from the experimental results. We consider an extensive grid of models to obtain critical values with the results of the bootstrap experiments. The RSR used to estimate them is an artificial neural network (ANN) model, instead of the traditional linear regression models. Specifically, we estimate critical values by using a bootstrap aggregated neural network (BANN) and by employing functions of the sample size and parameters used in the experiment as the embedding dimension and proximity parameters in the BDS statistic, GARCH parameters and even the q-quantiles of the BDS distributions. The main results confirm that the sample size and BDS parameters play a role in size distortion. Finally, an empirical application to three price indexes is performed, to highlight the differences between decisions made using the asymptotic or our predicted critical values for the BDS test in finite samples.     

Effective field theory analysis of new physics in e + e −→W + W − at a linear collider

The effective Lagrangian with scalar and vector resonances that might result from new strong physics beyond the SM is formulated and studied. In particular, the scalar resonance representing the recently discovered 125-GeV boson is complemented with the SU(2) _L+R triplet of hypothetical vector resonances. Motivated by experimental and theoretical considerations, the vector resonance is allowed to couple directly to the third quark generation only. The coupling is chiral-dependent and the interaction of the right top quark can differ from that of the right bottom quark. To estimate the applicability range of the effective Lagrangian the unitarity of the gauge boson scattering amplitudes is analyzed. The experimental fits and limits on the free parameters of the vector resonance triplet are investigated.     

Homogeneous and non-homogeneous boundary value problems for first order linear hyperbolic systems arising in fluid mechanics (Part II)

We prove the existence and the uniqueness of differentiable and strong solutions for a class of boundary value problems for first order linear hyperbolic systems arising from the dynamics of compressible non-viscous fluids. In particular necessary and sufficient conditions for the existence of solutions for the non-homogeneous problem are studied; strong solutions are obtained without this supplementary condition. See Theorems3.2, 3.9, 4.1, 4.2 and Corollary 4.3; see also the discussion after Theorem 4.1. In particular we don't assume the boundary space to be maximal non-positive and the boundary matrix to be of constant rank on the boundary. In this paper we prove directly the existence of differentiable solutions without resort to weak or strong solutions. An essential tool will be the introduction of a space Z of regular functions verifying not only the assigned boundary conditions but also some suitable complementary boundary conditions; see also the introduction of Part I of this work [I].     

Characters of Quantum Groups of Type A n

A presentation for an arbitrary group extension is well known. A generalization of the work by Conway et al. (Group Tensor1972, 25, 405–418) on central extensions has been given by Baik et al. (J. Group Theor.). As an application of this we discuss necessary and sufficient conditions for the presentation of the central extension to be p-Cockcroft, where p is a prime or 0. Finally, we present some examples of this result.     

Realistic and effective interactions in the study of nuclear matter

The equation of state of symmetric nuclear matter is addressed starting both from a realistic interaction derived from nucleon-nucleon scattering processes and from a low-momentum effective potential. The approach is based on finite temperature Green’s functions. The internal energy per particle is estimated from the summation of diagrams and through the Galitskii-Koltun sum rule. The text was submitted by the author in English.     

Analytical formulas for complex permittivity of periodic composites. Estimation of gain and loss enhancement in active and passive composites

ABSTRACT

The asymptotic homogenization method is applied to complex dielectric periodic composites. An equivalence to coupled dielectric problems with real coefficients is shown. This is similar to a piezoelectric problem: an out-plane mechanical displacement and an in-plane electric potential establishing a correspondence principle. Closed-form formulas for the complex dielectric effective tensor in the case of a square array of circular inclusions embedded in a matrix are given. These formulas are written in terms of a real and symmetric matrix which facilitates the implementation of the computational scheme. We also get similar formulas for multilayered complex dielectric composites. The real closed-form formulas are advantageous for estimating gain and loss enhancement properties of active and passive composites in certain volume fraction intervals. Numerical computations are performed and the results are compared with other approaches showing the usefulness of the obtained formulas. This may be of interest in the context of metamaterials.     

Chloride‐Selective Electrodes Based on “Two‐Wall” Aryl‐Extended Calix[4]Pyrroles: Combining Hydrogen Bonds and Anion–π Interactions to Achieve Optimum Performance

The performance of chloride‐selective electrodes based on “two‐wall” aryl‐extended calix[4]pyrroles and multiwall carbon nanotubes is presented. The calix[4]pyrrole receptors bear two phenyl groups at opposite meso‐positions. When the meso‐phenyl groups are decorated with strong electron‐withdrawing substituents, attractive anion–π interactions may exist between the receptor’s aromatic walls and the sandwiched anion. These anion–π interactions are shown to significantly affect the selectivity of the electrodes. Calix[4]pyrrole, bearing a p‐nitro withdrawing group on each of the meso‐phenyl rings, afforded sensors that display anti‐Hofmeister behavior against the lipophilic salicylate and nitrate anions. Based on the experimental data, a series of principles that help in predicting the suitability of synthetic receptors for use as anion‐specific ionophores is discussed. Finally, the sensors deliver excellent results in the direct detection of chloride in bodily fluids.