A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

Involving users to successfully meet the challenges of the digital library: a 30 year personal reflection

Trabalho apresentado na conferência Os Desafios das Bibliotecas Digitais realizado na Fundação Getulio Vargas em agosto 2014

The temperature coefficient of the optical path length as a function of the temperature in different optical glasses

An interferometric technique was used to determine the temperature coefficient of the optical path length (dS/dT) as a function of the temperature in several optical glasses. The temperature range was between 25degreesC and 180degreesC. The studied samples included undoped and doped oxide glasses, such as low silica calcium aluminosilicate, phosphates, borates and also chalcogenides. The oxide glasses had dS/dT between 10 X 10(-6) K-1 and 20x10(-6) K-1, while for the chalcogenides, these were around 70 x 10(-6)K(-1). The results showed that dS/dTs increased with the temperature in all samples. For samples doped with Nd the dS/dT values were found to be independent of concentration. on the other hand, for the phosphate glass doped with Cr, dS/dT increased about 5% when compared with the Nd doped one. In conclusion, the used interferometric method, which is a considerably simpler and a lower cost technique, and is a useful tool to measure dS/dT in semi-transparent glasses as a function of the composition and temperature. (C) 2004 Elsevier B.V. All rights reserved.

Inversion in the temperature coefficient of the optical path length close to the glass transition temperature in tellurite glasses

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Saliva: reflection of the body

Saliva has become an important resource for evaluating physiological and pathological conditions in humans. The use of saliva has many advantages, including the simple and non-invasive method of collection and its easy, low-cost storage. With the addition of modern techniques and chemical instrumentation equipment, there has been an increase in its use for laboratory investigations, applicable for basic and clinical analyses in the fields of medicine and dentistry. The value of these methods for the diagnosis of oral and systemic diseases has been the subject of study by several researchers with the aim of increasing its use alongside complementary exams. (C) 2009 International Society for Infectious Diseases. Published by Elsevier Ltd. All rights reserved.

Stabilization of a (3+1)-dimensional soliton in a Kerr medium by a rapidly oscillating dispersion coefficient

Using the numerical solution of the nonlinear Schrodinger equation and a variational method it is shown that (3 + 1)-dimensional spatiotemporal optical solitons can be stabilized by a rapidly oscillating dispersion coefficient in a Kerr medium with cubic nonlinearity. This has immediate consequence in generating dispersion-managed robust optical soliton in communication as well as possible stabilized Bose-Einstein condensates in periodic optical-lattice potential via an effective-mass formulation. We also critically compare the present stabilization with that obtained by a rapid sinusoidal oscillation of the Kerr nonlinearity parameter.

Temporal correlator in YM32 and reflection-positivity violation

We consider numerical data for the lattice Landau gluon propagator obtained at very large lattice volumes in three-dimensional pure SU(2) Yang-Mills gauge theory (YM32). We find that the temporal correlator C(t) shows an oscillatory pattern and is negative for several values of t. This is an explicit violation of reflection positivity and can be related to gluon confinement. We also obtain a good fit for this quantity in the whole time interval using a sum of Stingl-like propagators.

Integrable NLS equation with time-dependent nonlinear coefficient and self-similar attractive BEC

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Notes on the overall coefficient of the two-loop superstring amplitude using pure spinor

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estimation of the volumetric oxygen tranfer coefficient (KLa) from the gas balance and using a neural network technique

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Laüe back-reflection method for crystallographic orientation of a martensitic Cu-Zn-Al single crystal of the monoclinic system

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Transfer coefficient measurements of uranium to the organs of Wistar rats, as a function of the uranium content in the food

Groups of animals (Wistar rats) were fed with rations doped with uranyl nitrate at concentrations ranging from 0.5 to 100 ppm. The uranium content in the ashes of the organs was measured by the neutron-fission track counting technique. The most striking result is that the transfer coefficients, as a function of the uranium concentration, exhibit a concave shape with a minimum around 20ppm-U for all organs. Explanations to interpret this finding are tentatively given. (C) 2001 Elsevier B.V. Ltd. All rights reserved.

Grain boundary electric characterization of Zn7Sb2O12 semiconducting ceramic: A negative temperature coefficient thermistor

The electrical properties of the grain boundary region of electroceramic sensor temperature based on inverse spinel Zn7Sb2O12 were investigated at high temperature. The zinc antimoniate was synthesized by a chemical route based on the modified Pechini method. The electric properties of Zn7Sb2O12 were investigated by impedance spectroscopy in the frequency range from 5 Hz to 13 MHz and from 250 up to 600 degreesC. The grain boundary conductivity follows the Arrhenius law, with two linear branches of different slopes. These branches exhibit activation energies with very similar values; the low-temperature (less than or equal to350 degreesC) and high-temperature (greater than or equal to400 degreesC) regions are equal to 1.15 and 1.16 eV, respectively. Dissimilar behavior is observed on the relaxation time (tau) curve as a function of temperature, where a single slope is identified. The negative temperature coefficient parameters and nature of the polarization phenomenon of the grain boundary are discussed. (C) 2003 American Institute of Physics.

Diffusion coefficient of K+ in ion exchanged glasses calculated from the refractive index and the Vickers hardness profiles

The top faces of float glass samples were exposed to vapors resulting from the decomposition of KNO3 at 565 degrees C for up to 32 h. X-ray dispersive spectra (EDS) show that K+ ions migrate into the glass. The K+ concentration profile was obtained and its diffusion coefficient was calculated by the Boltzmann-Matano technique. The mean diffusion coefficient was approximately 10 X 10(-11) cm(2) s(-1). It was observed that the refractive index and the Vickers hardness decrease with the depth (after the removal of successive layers), and their profiles were thus obtained. These profiles enabled the calculation of the diffusion coefficient of K+ through the Boltzmann-Matano technique, with mean results ranging between 6 x 10(-11) and 30 x 10(-11) cm(2) s(-1). (c) 2006 Elsevier B.V. All rights reserved.