Analytical method to measure bending deformations in prismatic optical films

The aim of this work is to provide an analytical method based on experimental measurements in order to obtain the prismatic film deformation for different curvatures of Hollow Cylindrical Prismatic Light Guides (CPLG). To conform cylindrical guides is necessary bend the film to guide the light, changes induced by curving the film give rise to deformation shifts. Light losses affected by deformation has been experimentally evaluated and numerically analyzed. The effect of deformation in prism angle is specially increased for CPLG of curvatures higher than 20 m-1. An experimental method for accurate transmittance measurements related to bending is presented.

Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes

The paper considers various extended asymmetric multivariate conditional volatility models, and derives appropriate regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model, to derive asymptotic theory for the quasi-maximum likelihood estimator. As an extension, we develop a new multivariate asymmetric long memory volatility model, and discuss the associated asymptotic properties.