scholarly journals X-ray variability analysis of a large series of XMM–Newton +NuSTAR observations of NGC 3227

2020 ◽  
Vol 494 (4) ◽  
pp. 5056-5074 ◽  
Author(s):  
A P Lobban ◽  
T J Turner ◽  
J N Reeves ◽  
V Braito ◽  
L Miller

ABSTRACT We present a series of X-ray variability results from a long XMM–Newton + NuSTAR campaign on the bright, variable AGN NGC 3227. We present an analysis of the light curves, showing that the source displays typically softer-when-brighter behaviour, although also undergoes significant spectral hardening during one observation which we interpret as due to an occultation event by a cloud of absorbing gas. We spectrally decompose the data and show that the bulk of the variability is continuum-driven and, through rms variability analysis, strongly enhanced in the soft band. We show that the source largely conforms to linear rms-flux behaviour and we compute X-ray power spectra, detecting moderate evidence for a bend in the power spectrum, consistent with existing scaling relations. Additionally, we compute X-ray Fourier time lags using both the XMM–Newton and – through maximum-likelihood methods – NuSTAR data, revealing a strong low-frequency hard lag and evidence for a soft lag at higher frequencies, which we discuss in terms of reverberation models.

2021 ◽  
Vol 502 (1) ◽  
pp. L72-L78
Author(s):  
K Mohamed ◽  
E Sonbas ◽  
K S Dhuga ◽  
E Göğüş ◽  
A Tuncer ◽  
...  

ABSTRACT Similar to black hole X-ray binary transients, hysteresis-like state transitions are also seen in some neutron-star X-ray binaries. Using a method based on wavelets and light curves constructed from archival Rossi X-ray Timing Explorer observations, we extract a minimal timescale over the complete range of transitions for 4U 1608-52 during the 2002 and 2007 outbursts and the 1999 and 2000 outbursts for Aql X-1. We present evidence for a strong positive correlation between this minimal timescale and a similar timescale extracted from the corresponding power spectra of these sources.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.


Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon

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