Estimation by maximumlikelihood is burdensome for models such that convolutions and stable distributions. Alternatively, we propose to use moments based on the empirical characteristic function. The objective of this paper is to propose an asymptotically efficient estimator.

Testing frequently involves nuisance parameters wich are identified only under the alternative. This article proposes a class of test statistics wich asymptotic distributions are standard, namely chi-squares. We estimate the parameter vector using the generalized method of moments applied to...

We study the thermal transport through a quantum spin-1/2 chain heterostructure, which consists of a finite-size chain with two-site isotropic XY interaction and three-site XZX+YZY interaction coupled at its ends to two semi-infinite isotropic XY chains. After performing Jordan-Wigner...

With the aid of the Schwinger-boson mean-field method, we study the low-lying excitations and thermodynamic properties of a ferrimagnetic Heisenberg two-leg ladder (i.e., a ferrimagnetic double-chain with an antiferromagnetic interaction). The interaction between the two chains plays an...

During the three flood seasons following the Wenchuan earthquake in 2008, two catastrophic groups of debris flow events occurred in the earthquake-affected area: the 2008-9-24 debris flow events, which had a serious impact on rebuilding; and the 2010-8-13/14 debris flow events, which destroyed...

In this paper, we investigate static super-replicating strategies for European-type call options written on a weighted sum of asset prices. This class of exotic options includes Asian options and basket options among others. We assume that there exists a market where the plain vanilla options on...

In regional water management systems, various uncertainties may be derived from random feature of resource conditions and natural processes, errors in estimated modeling parameters, as well as imprecision or fuzziness human-induced. This leads to difficulties in formulating and solving the...

The quantum Goos-Hänchen effect in graphene is found to be the lateral shift of Dirac fermions on the total reflection at a single p-n interface. In this paper, we investigate the lateral shifts of Dirac fermions in transmission through a monolayer graphene barrier. Compared to the smallness of...