Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

Diffusion of Be, Co and Mn impurities in compound semiconductors and glassy carbon studied by the modified radiotracer technique

The main method of modifying properties of semiconductors is to introduce small amount of impurities inside the material. This is used to control magnetic and optical properties of materials and to realize p- and n-type semiconductors out of intrinsic material in order to manufacture fundamental components such as diodes. As diffusion can be described as random mixing of material due to thermal movement of atoms, it is essential to know the diffusion behavior of the impurities in order to manufacture working components. In modified radiotracer technique diffusion is studied using radioactive isotopes of elements as tracers. The technique is called modified as atoms are deployed inside the material by ion beam implantation. With ion implantation, a distinct distribution of impurities can be deployed inside the sample surface with good con- trol over the amount of implanted atoms. As electromagnetic radiation and other nuclear decay products emitted by radioactive materials can be easily detected, only very low amount of impurities can be used. This makes it possible to study diffusion in pure materials without essentially modifying the initial properties by doping. In this thesis a modified radiotracer technique is used to study the diffusion of beryllium in GaN, ZnO, SiGe and glassy carbon. GaN, ZnO and SiGe are of great interest to the semiconductor industry and beryllium as a small and possibly rapid dopant hasn t been studied previously using the technique. Glassy carbon has been added to demonstrate the feasibility of the technique. In addition, the diffusion of magnetic impurities, Mn and Co, has been studied in GaAs and ZnO (respectively) with spintronic applications in mind.

Local structure in LaMnO3 and CaMnO3 perovskites: A quantitative structural refinement of mn K-edge XANES data

Hole-doped perovskites such as La1-xCaxMnO3 present special magnetic and magnetotransport properties, and it is commonly accepted that the local atomic structure around Mn ions plays a crucial role in determining these peculiar features. Therefore experimental techniques directly probing the local atomic structure, like x-ray absorption spectroscopy (XAS), have been widely exploited to deeply understand the physics of these compounds. Quantitative XAS analysis usually concerns the extended region [extended x-ray absorption fine structure (EXAFS)] of the absorption spectra. The near-edge region [x-ray absorption near-edge spectroscopy (XANES)] of XAS spectra can provide detailed complementary information on the electronic structure and local atomic topology around the absorber. However, the complexity of the XANES analysis usually prevents a quantitative understanding of the data. This work exploits the recently developed MXAN code to achieve a quantitative structural refinement of the Mn K-edge XANES of LaMnO3 and CaMnO3 compounds; they are the end compounds of the doped manganite series LaxCa1-xMnO3. The results derived from the EXAFS and XANES analyses are in good agreement, demonstrating that a quantitative picture of the local structure can be obtained from XANES in these crystalline compounds. Moreover, the quantitative XANES analysis provides topological information not directly achievable from EXAFS data analysis. This work demonstrates that combining the analysis of extended and near-edge regions of Mn K-edge XAS spectra could provide a complete and accurate description of Mn local atomic environment in these compounds.

Ligand series from V = O stretching frequency of oxovanadium(IV) complexes*1

A ligand series obtained from V = O stretching frequencies for different monomeric complexes of oxovanadium(IV) is shown to parallel the nephelauxetic series. The ligand series obtained from streching frequencies of other systems are also shown to compare well with the nephelauxetic series rather than the spectrochemical series.

Expected Performance of the ATLAS Experiment - Detector, Trigger and Physics

A detailed study is presented of the expected performance of the ATLAS detector. The reconstruction of tracks, leptons, photons, missing energy and jets is investigated, together with the performance of b-tagging and the trigger. The physics potential for a variety of interesting physics processes, within the Standard Model and beyond, is examined. The study comprises a series of notes based on simulations of the detector and physics processes, with particular emphasis given to the data expected from the first years of operation of the LHC at CERN.

Molecular model for U centres in caesium iodide

A molecular model has been developed to study the vibrations of U centres in caesium iodide. Employing the rigid ion model with nearest-neighbour short-range forces, the dynamical matrix of order 27 × 27 was solved to obtain the frequencies of the localized modes and the perturbed lattice modes. The results are compared with those obtained from the Green function method.

Studies in sesquiterpenes-XX. Acetoxymethylation of longifolene

Longifolene in Prins reaction with formaldehyde yielded the expected ω-acetoxymethyl longifolene, which was transformed into a number of interesting derivatives. Configuration of the Prins product has been arrived at by NMR measurements. The UV absorption of these derivatives show a considerable bathochromic shift with respect to those in the camphene series and this could be attributed to the slight twisting of the ethylenic linkage in longifolene and its derivatives.

Studies in the Sandalwood Oil Series. III. Chain Effect on Terpene Transformations

The carboxyl chain of some molecules has been found to be responsible for causing rearrangements and controlling their course. This chain effect, which operates during reactions involving carbonium ions, is illustrated with examples from Sandalwood oil chemistry.