arXiv subjects

E. Ruiz

Publications and source records attributed to E. Ruiz.

At least 19 recordsLinked to original sources

arXiv2026

Robust estimation of the autocorrelation function via forward ratios

It is obvious to say that an adequate estimation of the autocorrelation function is central in time series analysis. In this paper, we propose three new robust estimators based on ratios of observations, which offer strong resistance against outliers. While the first estimator, which is based on the median, is not efficient, the second is a Quasi Maximum Likelihood (QML) estimator with better efficiency properties. The third estimator is a plug-in estimator, which does not require numerical optimization and, consequently, is extremely simple from a computationally point of view, having similar efficiency to that of the ML estimator. We derive the asymptotic distribution of the first two estimators, when the true autocorrelations are zero. Furthermore, we also show that the asymptotic distribution of the plug-in estimator is rather close to that of the QML estimator, allowing for inference and, in particular, for the construction of point-wise significance bands for the autocorrelations. Using Monte Carlo simulations, we analyse the finite sample properties of the proposed estimators and compare them with those of the sample autocorrelations and alternative extant robust estimators based on ranks. Although the proposed estimators have larger dispersion than the sample autocorrelations in uncontaminated time series, they are highly robust in the presence of outliers. Also, they have better properties than popular alternative robust estimators based on ranks when estimating autocorrelations of order larger than one. The results are illustrated by estimating the correlogram of daily IBEX35 returns, quarterly US economic growth and monthly US inflation.

econ.EM↗

arXiv2026

Interpreting (and testing) factor loadings

Dynamic Factor Models (DFMs) are popular to reduce dimensionality being customary in the empirical analysis of large systems of macroeconomic and/or financial variables. In this context, the common underlying factors and their loadings are often extracted using Principal Components (PC), which are consistent and asymptotically normal under very general conditions. Consequently, inference on the factor loadings, which is crucial for the correct interpretation of the underlying factors, is often based on their asymptotic distribution with the limit covariance matrix of the loadings consistently estimated using HAC estimators. In this paper, we analyse the performance of the finite sample asymptotic approximation when constructing confidence intervals and testing about estimated PC loadings. We show that this approximation is seriously affected when the cross-sectional dimension is not large enough. We propose using HAR inference and a subsampling procedure to correct the MSE of the loadings to take into account the uncertainty associated with the estimation of the covariance matrix and of the factors, respectively. The relevance of the results is illustrated in an empirical analysis of economic convergence among the US states.

econ.EM↗

arXiv2023

Exterior field of neutron stars: The singularity structure of vacuum and electrovac solutions

In the present paper we study the singularity structure of the exterior field of neutron stars with the aid of the four-parameter exact solution of the Einstein-Maxwell equations. The complete analysis of this problem in the generic case becomes possible due to the implementation of the novel analytical approach to the resolution of the singularity condition, and it shows the absence of the ring singularities off the symmetry axis in the positive mass case, as well as the possibility of the removal of the ring singularity by a strong magnetic field in the negative mass case. The solution takes an extraordinarily simple form in the equatorial plane, very similar to that of the Kerr solution, which makes it most suitable for astrophysical applications as the simplest model of a rotating magnetized deformed mass. It also provides a nontrivial example confirming a recent claim that the $\varphi$ component of the electromagnetic four-potential has features inconsistent with the intrinsic properties of the electrovac metric, while the magnetic field is represented correctly by the $t$ component of the dual electromagnetic four-potential.

gr-qc↗

arXiv2020

Equatorially symmetric configurations of two Kerr-Newman black holes

In this paper, we employ the general equatorially symmetric two-soliton solution of the Einstein-Maxwell equations for elaborating two physically meaningful configurations describing a pair of equal Kerr-Newman corotating black holes separated by a massless strut. The first configuration is characterized by opposite magnetic charges of its constituents, while in the second configuration the black holes carry equal electric and opposite magnetic charges, thus providing a nontrivial example of a binary dyonic black-hole system. The thermodynamic properties of these binary configurations are studied and the first law of thermodynamics taking correctly into account the magnetic field contribution is formulated for each case.

gr-qc↗

arXiv2020

Comments on two papers of Clément and Gal'tsov

We comment on physical inconsistences of the Clément-Gal'tsov approach to Smarr's mass formula in the presence of magnetic charge. We also point out that the results of Clément and Gal'tsov involving the NUT parameter are essentially based on the known study (dating back to 2006) of the Demiański-Newman solutions which was not cited by them.

gr-qc↗

arXiv2019

Metric of a rotating charged magnetized sphere

Stationary axisymmetric metric describing the exterior field of a rotating, charged sphere endowed with magnetic dipole moment is presented and discussed. It has a remarkably simple multipole structure defined by only four nonzero Hoenselaers-Perjés relativistic moments.

gr-qc↗

arXiv2019

On the simplest static and stationary vacuum quadrupolar metrics

In the present paper we argue that a special case of the Bach-Weyl metric describing a static configuration of two Schwarzschild black holes gives rise, after extending its parameter space to complex values, to a very simple 2-parameter model for the gravitational field of a static deformed mass. We compare this model, which has no restrictions on the quadrupole parameter, with the well-known Zipoy-Voorhees $\delta$-metric and show in particular that the mass quadrupole moment in the latter solution cannot take arbitrary negative values. We subsequently add an arbitrary angular momentum to our static model and study some properties of the resulting 3-parameter stationary solitonic spacetime, which permits us to introduce the notion of the Fodor-Hoenselaers-Perj\'es relativistic multipole moments.

gr-qc↗

arXiv2019

Binary systems of recoiling extreme Kerr black holes

In the present paper the repulsion of two extreme Kerr black holes arising from their spin-spin interaction is analyzed within the framework of special subfamilies of the well-known Kinnersley-Chitre solution. The binary configurations of both equal and nonequal extreme repelling black holes are considered.

gr-qc↗

arXiv2019

Black hole-naked singularity dualism and the repulsion of two Kerr black holes due to spin-spin interaction

We report about the possibility for interacting Kerr sources to exist in two different states - black holes or naked singularities - both states characterized by the same masses and angular momenta. Another surprising discovery reported by us is that in spite of the absence of balance between two Kerr black holes, the latter nevertheless can repel each other, which provides a good opportunity for experimental detection of the spin-spin repulsive force through the observation of astrophysical black-hole binaries.

gr-qc↗

arXiv2018

Metric for two arbitrary Kerr sources

The full metric describing a stationary axisymmetric system of two arbitrary Kerr sources, black holes or hyperextreme objects, located on the symmetry axis and kept apart in equilibrium by a massless strut is presented in a concise explicit form involving five physical parameters. The binary system composed of a Schwarzschild black hole and a Kerr source is a special case not covered by the general formulas, and we elaborate the metric for this physically interesting configuration too.

gr-qc↗

arXiv2017

Simple metric for a magnetized, spinning, deformed mass

We present and discuss a 4-parameter stationary axisymmetric solution of the Einstein-Maxwell equations able to describe the exterior field of a rotating magnetized deformed mass. The solution arises as a system of two overlapping corotating magnetized non-equal black holes or hyperextreme disks and we write it in a concise explicit form very suitable for concrete astrophysical applications. An interesting peculiar feature of this solution is that its first four electric multipole moments are zeros; it also has a non-trivial extreme limit which we elaborate completely in terms of four polynomial factors. We speculate that the formation of the binary configurations of this type, which is accompanied by a drastic change of the system's total angular momentum due to strong dragging effects, might be one of the mechanisms giving birth to relativistic jets in the galactic nuclei.

gr-qc↗

arXiv2017

An approximate global solution of Einstein's equations for differentially rotating compact body

We obtain an approximate global stationary and axisymmetric solution of Einstein's equations which can be thought as a simple star model: a self-gravitating perfect fluid ball with a differential rotation motion pattern. Using the post--Minkowskian formalism (weak field approximation) and considering rotation as a perturbation (slow rotation approximation), we find approximate interior and exterior (asymptotically flat) solutions to this problem in harmonic coordinates. Interior and exterior solutions are matched, in the sense of Lichnerowicz, on the surface of zero pressure to get a global solution. The resulting metric depends on four arbitrary constants: mass density, rotational velocity at $r=0$, a parameter which takes into account of the change in the rotational velocity through the star and the star radius in the non-rotation limit. The mass, angular momentum, quadrupole moment and other constants of the exterior metric are determined in terms of these four parameters.

gr-qc↗

arXiv2017

Hierarchy of Universal Relations for Neutron Stars in Terms of Multipole Moments

Recent studies of the analytical and numerical models of neutron stars suggest that their exterior field can be described by only four arbitrary parameters of the 2-soliton solution of Einstein's equations. Assuming that this is the case, we show that there exists an infinite hierarchy of the universal relations for neutron stars in terms of multipole moments that arises as a series of the degeneration conditions for generic soliton solutions. Our analysis of the simplest of these relations shows that the no-hair conjecture for neutron stars proposed by Yagi {\it et al.} fails to be verified by the perfect fluid models, but we argue that the conjecture could still be true for the models involving anisotropic fluid.

gr-qc↗

arXiv2017

Metric for two equal Kerr black holes

We show that the exact solution of Einstein's equations describing a system of two aligned identical Kerr black holes separated by a massless strut follows straightforwardly from the extended 2-soliton solution possessing equatorial symmetry, and we give its concise analytic representation in terms of physical parameters.

gr-qc↗

arXiv2016

Gaseous time projection chambers for rare event detection: Results from the T-REX project. II. Dark matter

As part of the T-REX project, a number of R&D and prototyping activities have been carried out during the last years to explore the applicability of Micromegas-read gaseous TPCs in rare event searches like double beta decay (DBD), axion research and low-mass WIMP searches. While in the companion paper we focus on DBD, in this paper we focus on the results regarding the search for dark matter candidates, both axions and WIMPs. Small ultra-low background Micromegas detectors are used to image the x-ray signal expected in axion helioscopes like CAST at CERN. Background levels as low as $0.8\times 10^{-6}$ c keV$^{-1}$cm$^{-2}$s$^{-1}$ have already been achieved in CAST while values down to $\sim10^{-7}$ c keV$^{-1}$cm$^{-2}$s$^{-1}$ have been obtained in a test bench placed underground in the Laboratorio Subterráneo de Canfranc. Prospects to consolidate and further reduce these values down to $\sim10^{-8}$ c keV$^{-1}$cm$^{-2}$s$^{-1}$will be described. Such detectors, placed at the focal point of x-ray telescopes in the future IAXO experiment, would allow for 10$^5$ better signal-to-noise ratio than CAST, and search for solar axions with $g_{aγ}$ down to few 10$^{12}$ GeV$^{-1}$, well into unexplored axion parameter space. In addition, a scaled-up version of these TPCs, properly shielded and placed underground, can be competitive in the search for low-mass WIMPs. The TREX-DM prototype, with $\sim$0.300 kg of Ar at 10 bar, or alternatively $\sim$0.160 kg of Ne at 10 bar, and energy threshold well below 1 keV, has been built to test this concept. We will describe the main technical solutions developed, as well as the results from the commissioning phase on surface. The anticipated sensitivity of this technique might reach $\sim10^{-44}$ cm$^2$ for low mass ($<10$ GeV) WIMPs, well beyond current experimental limits in this mass range.

physics.ins-det↗

arXiv2016

On electromagnetic energy in Bardeen and ABG spacetimes

We demonstrate that the total energy of electromagnetic field in the Bardeen and Ayón-Beato-García singularity-free models is equal to the mass parameter $M$, being therefore independent of the charge parameter $Q$. Our result is fully congruent with the original idea of Born and Infeld to use nonlinear electrodynamics for proving the electromagnetic nature of mass.

gr-qc↗

arXiv2016

Source integrals of multipole moments for static space-times

The definition of Komar for the mass of a relativistic source is used as a starting point to introduce volume integrals for Relativistic Multipole Moments (RMM). A certain generalization of the classical Gauss theorem is used to rewrite these multipole moments as integrals over a surface at the infinity. Therefore it is shown that the above generalization leads to Asymptotic Relativistic Multipole Moments (ARMM), recovering the multipoles of Geroch or Thorne, when the integrals are evaluated in asympotically cartesian harmonic coordinates. Relationships regarding the Thorne definition and the classical theory of moments are shown.

gr-qc↗

arXiv2016

The exterior field of slowly and rapidly rotating neutron stars: Rehabilitating spacetime metrics involving hyperextreme objects

The 4-parameter exact solution presumably describing the exterior gravitational field of a generic neutron star is presented in a concise explicit form defined by only three potentials. In the equatorial plane, the metric functions of the solution are found to be given by particularly simple expressions that make them very suitable for the use in concrete applications. Following Pappas and Apostolatos, we perform a comparison of the multipole structure of the solution with the multipole moments of the known physically realistic Berti-Stergioulas numerical models of neutron stars to argue that the hyperextreme sectors of the solution are not less (but possibly even more) important for the correct description of rapidly rotating neutron stars than the subextreme sector involving exclusively the black-hole constituents. We have also worked out in explicit form an exact analog of the well-known Hartle-Thorne approximate metric.

gr-qc↗