Inference for nonparametric high-frequency estimators with an application to time variation in betas

We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.

Growth and Characterisation of Radio Frequency Magnetron Sputttered Indium Tin Oxide Thin Films

The increasing interest in the interaction of light with electricity and electronically active materials made the materials and techniques for producing semitransparent electrically conducting films particularly attractive. Transparent conductors have found major applications in a number of electronic and optoelectronic devices including resistors, transparent heating elements, antistatic and electromagnetic shield coatings, transparent electrode for solar cells, antireflection coatings, heat reflecting mirrors in glass windows and many other. Tin doped indium oxide (indium tin oxide or ITO) is one of the most commonly used transparent conducting oxides. At present and likely well into the future this material offers best available performance in terms of conductivity and transmittivity combined with excellent environmental stability, reproducibility and good surface morphology. Although partial transparency, with a reduction in conductivity, can be obtained for very thin metallic films, high transparency and simultaneously high conductivity cannot be attained in intrinsic stoichiometric materials. The only way this can be achieved is by creating electron degeneracy in a wide bandgap (Eg > 3eV or more for visible radiation) material by controllably introducing non-stoichiometry and/or appropriate dopants. These conditions can be conveniently met for ITO as well as a number of other materials like Zinc oxide, Cadmium oxide etc. ITO shows interesting and technologically important combination of properties viz high luminous transmittance, high IR reflectance, good electrical conductivity, excellent substrate adherence and chemical inertness. ITO is a key part of solar cells, window coatings, energy efficient buildings, and flat panel displays. In solar cells, ITO can be the transparent, conducting top layer that lets light into the cell to shine the junction and lets electricity flow out. Improving the ITO layer can help improve the solar cell efficiency. A transparent ii conducting oxide is a material with high transparency in a derived part of the spectrum and high electrical conductivity. Beyond these key properties of transparent conducting oxides (TCOs), ITO has a number of other key characteristics. The structure of ITO can be amorphous, crystalline, or mixed, depending on the deposition temperature and atmosphere. The electro-optical properties are a function of the crystallinity of the material. In general, ITO deposited at room temperature is amorphous, and ITO deposited at higher temperatures is crystalline. Depositing at high temperatures is more expensive than at room temperature, and this method may not be compatible with the underlying devices. The main objective of this thesis work is to optimise the growth conditions of Indium tin oxide thin films at low processing temperatures. The films are prepared by radio frequency magnetron sputtering under various deposition conditions. The films are also deposited on to flexible substrates by employing bias sputtering technique. The films thus grown were characterised using different tools. A powder x-ray diffractometer was used to analyse the crystalline nature of the films. The energy dispersive x-ray analysis (EDX) and scanning electron microscopy (SEM) were used for evaluating the composition and morphology of the films. Optical properties were investigated using the UVVIS- NIR spectrophotometer by recording the transmission/absorption spectra. The electrical properties were studied using vander Pauw four probe technique. The plasma generated during the sputtering of the ITO target was analysed using Langmuir probe and optical emission spectral studies.

Resonant frequencies of circular-sided dual-port microstrip antenna

A dual-port microstrip antenna with a crescent shaped patch with excellent isolation betwecn the ports has been reportcd [I]. Since circular-sided geometries are inore compact than rectangular oncs, thcy find morc applications in microstrip arrays. The crcscent shaped antenna geometry [ I ] provides greater area rcductioii compared to other circular sided patches for broadband operation [2]. In this Lctter, formulac for calculating thc TM, I and TMZI mode resonant frequencies of this microstrip antenna, obtained by modifying the equations of a standard circular patch [3] are presentcd. Thcorctical results are compared with experimental observations aid the validity of the computation is established.

Frequency tunable metallo–dielectric structure for backscattering reduction

Electromagnetic scattering behaviour of a superstrate loaded metallo– dielectric structure based on Sierpinski carpet fractal geometry is reported. The results indicate that the frequency at which backscattering is minimum can be tuned by varying the thickness of the superstrate. A reduction in backscattered power of 44 dB is obtained simultaneously for both TE and TM polarisations of the incident field.

Characterization of radio frequency plasma using Langmuir probe and optical emission spectroscopy

The radio frequency plasma generated during the sputtering of Indium Tin Oxide target using Argon was analyzed by Langmuir probe and optical-emission spectroscopy. The basic plasma parameters such as electron temperature and ion density were evaluated. These studies were carried out by varying the RF power from 20 to 50 W. A linear increase in ion density and an exponential decrease in electron temperature with rf power were observed. The measured plasma parameters were then correlated with the properties of ITO thin films deposited under similar plasma conditions.

Single-Feed Dual-Band Circularly Polarised Microstrip Antenna

A novel technique for obtaining dual-hand circular polarization (CP) radiation of a single-feed circular microstrip antenna in proposed and demonstrated. By embedding two pain of arc shaped slots of proper lengths close to the boundary of a circular patch, and protruding one of the arc-shaped slots with a narrow slit, the circular microstrip antenna can perform dual-hand CP radiation using a single probe feed. Details of the antenna design

A New Compact Dual-Band Dual-Polarized Microstrip Antenna

A new compact dual-band, dual-polarized microstrip antenna is presented. 7'iris antenna resonates at two frequencies with different polarizations: a linearly polarized one for terrestrial communication, and a circularly polarized one for satellite mobile communication. This antenna also provides an area reduction of 70% compared to a standard rectangular patch antenna

Tunnel-Based Artificial Neural Network Technique to Calculate the Resonant Frequency of a Thick-Substrate Microstrip Antenna

The mathematical formulation of empirically developed formulas Jirr the calculation of the resonant frequency of a thick-substrate (h s 0.08151 A,,) microstrip antenna has been analyzed. With the use qt' tunnel-based artificial neural networks (ANNs), the resonant frequency of antennas with h satisfying the thick-substrate condition are calculated and compared with the existing experimental results and also with the simulation results obtained with the use of an IE3D software package. The artificial neural network results are in very good agreement with the experimental results

Low backscattered dual-polarised metallo-dielectric structure based on sierpinski carpet

A novel technique for backscattering reduction for both TE and TM polarisation, employing a metallo-dielectric structure based on Sierpinski carpet fractal geometry, is reported. A reduction in backscattered power of --30 dB is obtained for normal incidence in the X-band for the structure using the third iterated stage of the fractal geometry

A novel radar-absorbing-material based on EBG structure

An innovative phaseshifterless, wideband, micrustrip leaky-wave antenna with an electronically steerable dual-pencil-beam pattern in the H-plane is presented. The log-periodic geometry of the leaky slots of the antenna results in a wide bandwidth of 25.19%. The Jan beam can he steered up to 14° over the wide resonating band of the anteww. The beam is also steerable at a fixed frequency. by reactivelty loading the slots and a maximum steering angle of about 14° is ohserved. for different capacitor values with an improved bandwidth of 33 _i%. This concept is studied using passive components but it can be extended to varactors

Development And Analysis Of A Compact Coplanar Antenna With Flared Monopole For Dual Band Applications

Department of Electronics, Cochin University of Science and Technology

Synthesis and Characterisation of Thermoplastic Ionomers based on Natural Rubber

Chemically modified novel thermo-reversible zinc sulphonated ionomers based on natural rubber (NR), radiation induced styrene grafted natural rubber (RI-SGNR), and chemically induced styrene grafted natural rubber (CI-SGNR) were synthesized using acetyl sulphate/zinc acetate reagent system. Evidence for the attachment of sulphonate groups has been furnished by FTIR spectra. which was supplanted by FTNMR results. Estimation of the zinc sulphonate group was done using spectroscopic techniques such as XRFS and ICPAES. The TGA results prove improvement in the therrno-oxidative stability of the modified natural rubber. Both DSC and DMTA studies show that the incorporation of the ionic groups affect the thermal transition of the base polymer. Retention of the improved physical properties of the novel ionomers even after three repeated cycles of mastication and molding at 120 degree C may be considered as the evidence for the reprocessabiJity of the ionomer. Effect of both particulate (carbon black. silica & zinc stearate) and fibrous fillers (nylon & glass) on the properties of the radiation induced styrene grafted natural rubber ionomer has been evaluated. Incorporation of HAF carbon black results in maximum improvement in physical properties. Silica reinforces the backbone chain and weakens the ionic associations. Zinc stearate plays the dual role of reinforcement and ptasticization. The nylon and glass filled lonorner compounds show good improvement in the physical properties in comparison with the neat ionomer. Dispersion and adhesion of the fillers in the ionomer matrix has been amply supported by their SEM micrographs. Microwave probing of the electrical behavior of the 26.5 ZnSRISGNR ionomer reveals that the maximum relative complex conductivity and the complex permittivity appear at the frequency of 2.6 GHz. The complex conductivity of the base polymer increases from 1.8x 10.12 S/cm to 3.3xlO·4 S/cm. Influence of fillers on the dielectric constant and conductivity of the new ionic thermoplastic elastomer has been studied. The ionomer I nylon compound shows the highest microwave conductivity. Use of the 26.5 ZnS-RISGNR ionomer as a compatibilizer for obtaining the technologically compatible blends from the immiscible SBR/NBR system has been verified. The heat fugitive ionic cross-linked natural rubber may be, therefore, useful as an alternative to vulcanized rubber and thermoplastic elastomer

Optimization of Preparation Techniques and Dielectric Study of Polyanilines in the Microwave & High Frequency Field

The thesis deals with the preparation and dielectric characterization of Poly aniline and its analogues in ISM band frequency of 2-4 GHz that includes part of the microwave region (300 MHz to 300 GHz) of the electromagnetic spectrum and an initial dielectric study in the high frequency [O.05MHz-13 MHz]. PolyaniIine has been synthesized by an in situ doping reaction under different temperature and in the presence of inorganic dopants such as HCl H2S04, HN03, HCl04 and organic dopants such as camphorsulphonic acid [CSA], toluenesulphonic acid {TSA) and naphthalenesulphonic acid [NSA]. The variation in dielectric properties with change in reaction temperature, dopants and frequency has been studied. The effect of codopants and microemulsions on the dielectric properties has also been studied in the ISM band. The ISM band of frequencies (2-4 GHz) is of great utility in Industrial, Scientific and Medical (ISM) applications. Microwave heating is a very efficient method of heating dielectric materials and is extensively used in industrial as well as household heating applications.

Investigations on Low Frequency Piezofilm Hydrophones with Improved Performance

Department of Electronics, Cochin University of Science & Technology