905 resultados para Circuit parameters


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Référence bibliographique : Rol, 60774

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Référence bibliographique : Rol, 60775

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Référence bibliographique : Rol, 60776

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Référence bibliographique : Rol, 60777

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Référence bibliographique : Rol, 60778

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Référence bibliographique : Rol, 60779

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Référence bibliographique : Rol, 60780

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Référence bibliographique : Rol, 60784

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Référence bibliographique : Rol, 60786

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Breeding parameters of Great Cormorants (PkaZac/iOCOfiCLX CCUibo dCUtbo) and Double-crested Cormorants (P. CLU/uXuA CMJhLtllb) were examined at two mixed species colonies at Cape Tryon and Durell Point, Prince Edward Island from 1976 to 1978. Differential access to nests at the two colony sites resulted in more complete demographic data for P. CCUibo than for P. CLUJiituA. In 1911j P. CCtfibo was present at both colonies by 21 March, whereas P. auAAJtuA did not return until 1 April and 16 April at Cape Tryon and Durell Point, respectively. Differences in the arrival chronology by individuals of each species and differences in the time of nest site occupation according to age, are suggested as factors influencing the nest site distribution of P. CXUtbo and P. aiVtituA at Cape Tryon. Forty-eight P. dOJtbo chicks banded at the Durell Point colony between 19 74 and 19 76 returned there to nest as two- to four-year olds in 19 77 and 19 78. Unmarked individuals with clutch-starts in April were likely greater than four years old as all marked two to four-year olds (with one possible exception) in 19 77 and 1978 had clutch-starts in May and June. Seasonal variation in the breeding success of P. dOJibo individuals was examined at Durell Point in 1977. Mean clutch-size, hatching success and fledging success exhibited a seasonal decline. Four- and 5-egg clutches represented the majority (75%) of all P. CCUibo clutches at Durell Point in 1977 and had the highest reproductive success (0.48 and 0.43 chicks fledged per egg laid respectively). Smaller clutches produced small broods with significantly higher chick mortality while larger clutches suffered high egg loss prior to clutch completion.

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Order parameter profiles extracted from the NMR spectra of model membranes are a valuable source of information about their structure and molecular motions. To al1alyze powder spectra the de-Pake-ing (numerical deconvolution) ~echnique can be used, but it assumes a random (spherical) dist.ribution of orientations in the sample. Multilamellar vesicles are known to deform and orient in the strong magnetic fields of NMR magnets, producing non-spherical orientation distributions. A recently developed technique for simultaneously extracting the anisotropies of the system as well as the orientation distributions is applied to the analysis of partially magnetically oriented 31p NMR spectra of phospholipids. A mixture of synthetic lipids, POPE and POPG, is analyzed to measure distortion of multilamellar vesicles in a magnetic field. In the analysis three models describing the shape of the distorted vesicles are examined. Ellipsoids of rotation with a semiaxis ratio of about 1.14 are found to provide a good approximation of the shape of the distorted vesicles. This is in reasonable agreement with published experimental work. All three models yield clearly non-spherical orientational distributions, as well as a precise measure of the anisotropy of the chemical shift. Noise in the experimental data prevented the analysis from concluding which of the three models is the best approximation. A discretization scheme for finding stability in the algorithm is outlined

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In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

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We consider the problem of accessing the uncertainty of calibrated parameters in computable general equilibrium (CGE) models through the construction of confidence sets (or intervals) for these parameters. We study two different setups under which this can be done.

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The technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] provides an attractive method of building exact tests from statistics whose finite sample distribution is intractable but can be simulated (provided it does not involve nuisance parameters). We extend this method in two ways: first, by allowing for MC tests based on exchangeable possibly discrete test statistics; second, by generalizing the method to statistics whose null distributions involve nuisance parameters (maximized MC tests, MMC). Simplified asymptotically justified versions of the MMC method are also proposed and it is shown that they provide a simple way of improving standard asymptotics and dealing with nonstandard asymptotics (e.g., unit root asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general validity properties of the latter).