Weak coupling limit of F-theory models with MSSM spectrum and massless U(1)’s
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DOI: 10.1007/jhep03(2018)107
Abstract: A bstractWe consider the Sen limit of several global F-theory compactifications, some of which exhibit an MSSM-like spectrum. We show that these indeed have a consistent limit where they can be viewed as resulting from… read more here.
Keywords: theory models; limit; coupling limit; weak coupling ... See more keywords
Limit theory for explosive autoregression under conditional heteroskedasticity
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2017.10.008
Abstract: Abstract This paper studies an explosive autoregression with conditionally heteroskedastic innovations. The asymptotic distributions of LS, GLS, t -statistics, heteroskedasticity-consistent t -statistics and GLS t -statistics are derived for nonstationary local-to-unity and mildly explosive roots,… read more here.
Keywords: theory explosive; autoregression; autoregression conditional; heteroskedasticity ... See more keywords
A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1300277
Abstract: ABSTRACT We are occupied with an example concerning the limit theory of the ordinary least squares estimator (OLSE) when the innovation process of the regression has the form of a martingale transform the iid part… read more here.
Keywords: wald test; robust wald; heteroskedasticity robust; limit theory ... See more keywords
On limit theory for Lévy semi-stationary processes
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DOI: 10.3150/17-bej956
Abstract: In this paper we present some limit theorems for power variation of Levy semi-stationary processes in the setting of infill asymptotics. Levy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving average… read more here.
Keywords: levy semi; semi stationary; theory semi; limit theory ... See more keywords
Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
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DOI: 10.5705/ss.202017.0060
Abstract: Martingale limit theory is increasingly important in modern probability theory and mathematical statistics. In this article, we give a selected overview of Peter Hall’s contributions to both the theoretical foundations and the wide applicability of… read more here.
Keywords: testing high; theory; martingale limit; limit ... See more keywords