Results 71 to 80 of about 5,364 (292)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne   +2 more
wiley   +1 more source

Can we trust small x resummation?

open access: yes, 2009
We review the current status of small x resummation of evolution of parton distributions and of deep-inelastic coefficient functions. We show that the resummed perturbative expansion is stable, robust upon different treatments of subleading terms, and ...
R. D. Ball   +5 more
core   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni   +2 more
wiley   +1 more source

Factorization and resummation for jet processes

open access: yesJournal of High Energy Physics, 2016
Abstract From a detailed analysis of cone-jet cross sections in effective field theory, we obtain novel factorization theorems which separate the physics associated with different energy scales present in such processes.
Thomas Becher   +3 more
openaire   +4 more sources

Sudakov resummations at higher orders [PDF]

open access: yesNuclear Physics B - Proceedings Supplements, 2006
We summarize our recent results on the resummation of hard-scattering coefficient functions and on-shell form factors in massless perturbative QCD. The threshold resummation has been extended to the fourth logarithmic order for deep-inelastic scattering, Drell-Yan lepton pair production and Higgs production via gluon-gluon fusion.
Moch, S., Vogt, A., Vermaseren, J.
openaire   +2 more sources

Asymptotic properties of cross‐classified sampling designs

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

A new prescription for soft gluon resummation

open access: yes, 2007
We present a new prescription for the resummation of the divergent series of perturbative corrections, due to soft gluon emission, to hard processes near threshold in perturbative QCD (threshold resummation).
R. Abbate   +3 more
core   +1 more source

Partial identification with categorical data and nonignorable missing outcomes

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Nonignorable missing outcomes are common in real‐world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may wish to forgo them in favour of partially identified models that narrow the set of a priori possible values to an identification region.
Daniel Daly‐Grafstein, Paul Gustafson
wiley   +1 more source

Parton distributions with threshold resummation [PDF]

open access: yes, 2015
We construct a set of parton distribution functions (PDFs) in which fixed-order NLO and NNLO calculations are supplemented with soft-gluon (threshold) resummation up to NLL and NNLL accuracy respectively, suitable for use in conjunction with any QCD ...
Rojo, Juan; id_orcid   +38 more
core   +1 more source

High energy resummed predictions for the production of a Higgs boson with at least one jet

open access: yesJournal of High Energy Physics, 2023
We present all-order predictions for Higgs boson production plus at least one jet which are accurate to leading logarithm in s ̂ / p ⊥ 2 $$ \hat{s}/{\left|{p}_{\perp}\right|}^2 $$ .
Jeppe R. Andersen   +5 more
doaj   +1 more source

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